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Competing for securiities underwriting mandates : banking relationships and analyst recommendations
Ljungqvist, Alexander; Marston, Felicia; Wilhelm, William J. - 2003
Persistent link: https://www.econbiz.de/10001900458
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Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland; Kelly, Bryan T.; Su, Yinan - In: The review of financial studies 36 (2023) 12, pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
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How constraining are limits to arbitrage? : evidence from a recent financial innovation
Ljungqvist, Alexander; Qian, Wenlan - 2014
Persistent link: https://www.econbiz.de/10010242010
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How constraining are limits to arbitrage?
Ljungqvist, Alexander; Qian, Wenlan - In: The review of financial studies 29 (2016) 8, pp. 1975-2028
Persistent link: https://www.econbiz.de/10011578952
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2014
Persistent link: https://www.econbiz.de/10010360039
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
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Firm volatility in granular networks
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of political economy 128 (2020) 11, pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
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Tail risk and asset prices
Kelly, Bryan T.; Jiang, Hao - 2013
Persistent link: https://www.econbiz.de/10010187040
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - In: The quarterly journal of economics 133 (2018) 1, pp. 71-127
Persistent link: https://www.econbiz.de/10012036812
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Firm volatility in granual networks
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2017
Persistent link: https://www.econbiz.de/10011739882