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Volatility risk pass-through
Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; … - In: The review of financial studies 35 (2022) 5, pp. 2345-2385
Persistent link: https://www.econbiz.de/10013188964
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'O sole mio : an experimental analysis of weather and risk attitudes in financial decisions
Bassi, Anna; Colacito, Riccardo; Fulghieri, Paolo - In: The review of financial studies 26 (2013) 7, pp. 1824-1852
Persistent link: https://www.econbiz.de/10009778354
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Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo; Ghysels, Eric; Meng, Jinghan; … - In: The review of financial studies 29 (2016) 8, pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
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Investor information, long-run risk, and the term structure of equity
Croce, Mariano M.; Lettau, Martin; Ludvigson, Sydney C. - In: The review of financial studies 28 (2015) 3, pp. 706-742
Persistent link: https://www.econbiz.de/10011337564
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Fiscal policies and asset prices
Croce, Mariano M.; Kung, Howard; Nguyen, Thien T.; … - In: The review of financial studies 25 (2012) 9, pp. 2635-2672
Persistent link: https://www.econbiz.de/10009630231
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Toward a quantitative general equilibrium asset pricing model with intangible capital
Ai, Hengjie; Croce, Mariano M.; Li, Kai - In: The review of financial studies 26 (2013) 2, pp. 491-530
Persistent link: https://www.econbiz.de/10009717722
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News shocks and the production-based term structure of equity returns
Ai, Hengjie; Croce, Mariano M.; Diercks, Anthony M.; Li, Kai - In: The review of financial studies 31 (2018) 7, pp. 2423-2467
Persistent link: https://www.econbiz.de/10011927137
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The leading premium
Croce, Mariano M.; Marchuk, Tatyana; Schlag, Christian - In: The review of financial studies 36 (2023) 8, pp. 2997-3033
Persistent link: https://www.econbiz.de/10014320780