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Earnings announcements are full of surprises

Brandt, Michael W.; Kishore, Runeet; Santa-Clara, Pedro; … - 2008 - This version: January 22, 2008

Persistent link: https://www.econbiz.de/10003768329

Flight-to-quality or flight-to-liquidity? : Evidence from the euro-area bond market

Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - 2006

Persistent link: https://www.econbiz.de/10003355179

Optimal decentralized investment management

Binsbergen, Jules H. van; Brandt, Michael W.; Koijen, … - 2006

Persistent link: https://www.econbiz.de/10003309484

Resolving macroeconomic uncertainty in stock and bond markets

Beber, Alessandro; Brandt, Michael W. - 2006

Persistent link: https://www.econbiz.de/10003331739

Consumption and portfolio choice with option-implied state prices

Aït-Sahalia, Yacine; Brandt, Michael W. - 2008

Persistent link: https://www.econbiz.de/10003680553

On the timing and pricing of dividends

Binsbergen, Jules H. van; Brandt, Michael W.; Koijen, … - 2011

We recover prices of dividend strips on the aggregate stock market using data from derivatives markets. The price of a k-year dividend strip is the present value of the dividend paid in k years. The value of the stock market is the sum of all dividend strip prices across maturities. We study the...