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~isPartOf:"Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics"
~isPartOf:"Journal of financial economics"
~person:"Aragon, George O."
~person:"Bali, Turan G."
~person:"Belke, Ansgar"
~person:"Brown, Stephen J."
~person:"Clark, Todd E."
~person:"Kilian, Lutz"
~person:"Pierdzioch, Christian"
~person:"Stambaugh, Robert F."
~subject:"Capital income"
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Aragon, George O.
Bali, Turan G.
Belke, Ansgar
Brown, Stephen J.
Clark, Todd E.
Kilian, Lutz
Pierdzioch, Christian
Stambaugh, Robert F.
Bollerslev, Tim
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Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
Journal of financial economics
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1
Fire sale risk and expected stock returns
Aragon, George O.
;
Kim, Min S.
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10014420577
Saved in:
2
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
3
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
4
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
5
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
6
Analyzing investments whose histories differ in length
Stambaugh, Robert F.
- In:
Journal of financial economics
45
(
1997
)
3
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001229284
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