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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
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - In: Journal of financial economics 142 (2021) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
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Stock liquidity and default risk
Brogaard, Jonathan; Li, Dan; Xia, Ying - In: Journal of financial economics 124 (2017) 3, pp. 486-502
Persistent link: https://www.econbiz.de/10011751480
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of financial economics 119 (2016) 2, pp. 249-283
Persistent link: https://www.econbiz.de/10011589843