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Implications of heterogeneity in preferences, beliefs and asset trading technologies in an endowment economy

Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: Review of economic dynamics 20 (2016), pp. 215-239

Persistent link: https://www.econbiz.de/10011635806

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

Equity is cheap for large financial institutions : the international evidence

Gandhi, Priyank; Lustig, Hanno; Plazzi, Alberto - 2016

Persistent link: https://www.econbiz.de/10011515319

Equity is cheap for large financial institutions : the international evidence

Gandhi, Priyank; Lustig, Hanno; Plazzi, Alberto - 2016 - This version: June 11, 2016

In most countries, equity is a cheap source of funding for a country's largest financial institutions. On average, the stocks of the top 10% financial companies in a country account for over a quarter of total market capitalization, but these stocks earn returns that are significantly lower than...

Persistent link: https://www.econbiz.de/10011515871