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Asset pricing with garbage
Savov, Alexi - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 177-201
Persistent link: https://www.econbiz.de/10008991180
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The price of skill : performance evaluation by households
Savov, Alexi - In: Journal of financial economics 112 (2014) 2, pp. 213-231
Persistent link: https://www.econbiz.de/10010410719
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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2012
The finance industry has grown. Financial markets have become more liquid. Information technology has improved. But have prices become more informative? Using stock and bond prices to forecast earnings, we find that the information content of market prices has not increased since 1960. The...
Persistent link: https://www.econbiz.de/10010333618
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Banking on Deposits : Maturity Transformation without Interest Rate Risk
DRECHSLER, ITAMAR; SAVOV, ALEXI; SCHNABL, PHILIPP - In: The Journal of Finance 76 (2021) 3, pp. 1091-1143
Persistent link: https://www.econbiz.de/10012538098
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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2012
The finance industry has grown. Financial markets have become more liquid. Information technology has improved. But have prices become more informative? Using stock and bond prices to forecast earnings, we find that the information content of market prices has not increased since 1960. The...
Persistent link: https://www.econbiz.de/10009657611
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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2013
Persistent link: https://www.econbiz.de/10010229529
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A model of monetary policy and risk premia
Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2014
Persistent link: https://www.econbiz.de/10010364602
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The puzzle of index option returns
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - In: Review of asset pricing studies 3 (2013) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10010249052
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The deposits channel of monetary policy
Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2016
Persistent link: https://www.econbiz.de/10011473492
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The macroeconomics of shadow banking
Moreira, Alan; Savov, Alexi - 2014
Persistent link: https://www.econbiz.de/10010394625