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Countercyclical currency risk premia
Lustig, Hanno; Roussanov, Nikolai; Verdelhan, Adrien - In: Journal of financial economics 111 (2014) 3, pp. 527-553
Persistent link: https://www.econbiz.de/10010375937
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Composition of wealth, conditioning information, and the cross-section of stock returns
Roussanov, Nikolai - In: Journal of financial economics 111 (2014) 2, pp. 352-380
Persistent link: https://www.econbiz.de/10010255506
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Technological change and the growing inequality in managerial compensation
Lustig, Hanno; Syverson, Chad; Nieuwerburgh, Stijn van - In: Journal of financial economics 99 (2011) 3, pp. 601-627
Persistent link: https://www.econbiz.de/10009242282
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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
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Technological change and the growing inequality in managerial compensation
Lustig, Hanno; Syverson, Chad; Van Nieuwerburgh, Stijn - In: Journal of financial economics 99 (2011) 3, pp. 601-628
Persistent link: https://www.econbiz.de/10008812839