Similar Search Results

Systemic risk and the macroeconomy : an empirical evaluation

Giglio, Stefano; Kelly, Bryan T.; Pruitt, Seth - In: Journal of financial economics 119 (2016) 3, pp. 457-471

Persistent link: https://www.econbiz.de/10011589904

Systemic risk and the macroeconomy : an empirical evaluation

Giglio, Stefano; Kelly, Bryan T.; Pruitt, Seth - 2015

Persistent link: https://www.econbiz.de/10010499541

Characteristics are covariances: a unified model of risk and return

Kelly, Bryan T.; Pruitt, Seth; Su, Yinan - In: Journal of financial economics 134 (2019) 3, pp. 501-524

Persistent link: https://www.econbiz.de/10012168621

The liquidity effects of official bond market intervention

Pooter, Michiel de; Martin, Robert F.; Pruitt, Seth - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 243-268

Persistent link: https://www.econbiz.de/10011929423

Estimating the market-perceived monetary policy rule

Hamilton, James D.; Pruitt, Seth; Borger, Scott - 2010

"We introduce a novel method for estimating a monetary policy rule using macroeconomic news. We estimate directly the policy rule agents use to form their expectations by linking news' effects on forecasts of both economic conditions and monetary policy. Evidence between 1994 and 2007 indicates...

Persistent link: https://www.econbiz.de/10008688901

Dissecting market expectations in the cross-section of book-to-market ratios : a comment

Kelly, Bryan T.; Pruitt, Seth - In: Critical finance review 11 (2022) 2, pp. 375-381

Persistent link: https://www.econbiz.de/10013457294

Understanding momentum and reversal

Kelly, Bryan T.; Moskowitz, Tobias J.; Pruitt, Seth - In: Journal of financial economics 140 (2021) 3, pp. 726-743

Persistent link: https://www.econbiz.de/10013259592

Modeling corporate bond returns

Kelly, Bryan T.; Palhares, Diogo; Pruitt, Seth - In: The journal of finance : the journal of the American … 78 (2023) 4, pp. 1967-2008

Persistent link: https://www.econbiz.de/10014312073

Why don't taxpayers maximize their tax-based student aid? : salience and inertia in program selection

Turner, Nicholas - In: The B.E. journal of economic analysis & policy 11 (2011) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10009554632

Why don't taxpayers maximize their tax-based student aid? : salience and inertia in program selection

Turner, Nicholas - In: The B.E. journal of economic analysis & policy 11 (2011) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10010008009