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2. Agricultural productivity in the United States: catching-up and the business cycle. (2011). SAN JUAN MESONADA, CARLOS ; Ulloa, Camilo A. ; Ball, Eldon V. ; Carlos San Juan Mesonada, .
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4. Source of Finance, Growth and Firm Size ? Evidence from China. (2009). Girma, Sourafel ; Du, Jun.
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5. Exports, Productivity, and Credit Constraints: A Firm-Level Empirical Investigation of China. (2009). Yu, Miaojie ; Li, Zhiyuan.
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6. Political institutions and suicide: A regional analysis of Switzerland. (2008). Fischer, Justina A. V. ; ANDRES, ANTONIO ; Rodriguez-Andres, Antonio .
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7. Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area. (2006). Kaufmann, Sylvia ; Kugler, Peter.
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2. When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models. (2011). Prono, Todd.
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3. Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco.
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4. Structural versus Temporary Drivers of Country and Industry Risk. (2005). Inghelbrecht, Koen ; Baele, Lieven.
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5. Time Varying Sensitivities on a GRID architecture. (2005). d'Addona, Stefano ; Ciprian, Mattia.
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6. The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street. (2005). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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7. Expected Returns, Yield Spreads, and Asset Pricing Tests. (2005). Zhang, Lu ; Chen, Long ; Campello, Murillo.
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8. Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium. (2005). Wachter, Jessica ; Lettau, Martin.
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9. Consumption Risk and the Cost of Equity Capital. (2005). Jagannathan, Ravi ; Wang, Yong.
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10. Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?. (2005). Lundtofte, Frederik.
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11. Asset-pricing models and economic risk premia: a decomposition. (2005). Robotti, Cesare ; Balduzzi, Pierluigi.
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12. A survey on risk-return analysis. (2004). Galagedera, Don.
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13. Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Brandt, Michael W..
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14. The Cross-Section of Volatility and Expected Returns. (2004). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
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15. How Much Does Household Collateral Constrain Regional Risk Sharing?. (2004). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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16. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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17. Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach. (2004). Karlsson, Sune ; Parmler, Johan.
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18. Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk. (2004). Lee, Tae Hwy ; Gonzalez-Rivera, Gloria ; Mishra, Santosh .
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19. Generalized Reduced Rank Tests using the Singular Value Decomposition. (2004). Paap, Richard ; Kleibergen, Frank.
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20. Modelos de valoración de activos condicionales: un panorama comparativo con datos españoles. (2004). Nieto, Belen ; Rodriguez, Rosa.
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21. How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006). (2004). Lustig, Hanno.
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22. Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance. (2004). Lustig, Hanno.
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23. Ratchet vs Blasé Investors and Asset Markets. (2004). St-Amour, Pascal.
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24. The Price is (Almost) Right. (2003). Polk, Christopher ; Cohen, Randolph B. ; Vuolteenaho, Tuomo .
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25. Contagion: an empirical test. (2003). Wongswan, Jon.
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26. Equilibrium Asset Pricing Under Heterogeneous Information. (2003). Bossaerts, Peter ; Biais, Bruno ; Spatt, Chester.
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27. Housing Collateral, Consumption Insurance and Risk Premia. (2002). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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28. Cross Sectional Analysis of the Swedish Stock Market. (2002). Hansson, Björn ; Asgharian, Hossein.
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29. A quantile regression analysis of the cross section of stock market returns. (2002). Barnes, Michelle ; Hughes, Anthony W..
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30. Equilibrium Cross-Section of Returns. (2002). Zhang, Lu ; Gomes, João.
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31. Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns. (2002). Wang, Kevin Q. ; Jacobs, Kris.
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32. Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective. (2001). Harvey, Campbell ; Graham, John R..
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33. Efficient Estimation of Conditional Asset Pricing Models. (2001). Hodgson, Douglas ; Vorkink, Keith.
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34. Tax Smoothing with Stochastic Interest Rates: A Re-assessment of Clintons Fiscal Legacy. (2001). Zhu, Xiaodong ; Lloyd-Ellis, Huw.
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35. Sovereign Risk and Return in Global Equity Markets. (2001). Bansal, Ravi ; Dahlquist, Magnus.
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36. Estimating Nonseparable Preference Specifications for Asset Market Participants. (2001). Jacobs, Kris.
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37. Entrepreneurship and Household Saving. (2000). Hubbard, Robert ; Gentry, William.
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38. The Asian crisis and the exposure of large U.S. firms. (2000). Emmons, William ; Schmid, Frank.
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39. Estimating Nonseparable Preference Specifications for Asset Market Participants. (2000). Jacobs, Kris.
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40. CAPM Reconsidered: A Robust Finite Sample Evaluation. (1999). Ravikumar, B ; Savin, N. E. ; Ray, Surajit .
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41. Modelling normal returns in event studies: a model-selection approach and pilot study. (1999). J. Cable, K. Holland, .
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42. Explaining the Poor Performance of Consumption-Based Asset Pricing Models. (1999). Cochrane, John ; Campbell, John.
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43. New Facts in Finance. (1999). Cochrane, John.
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44. An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
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45. Economic Tracking Portfolios. (1999). Lamont, Owen.
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46. Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying. (1999). Ludvigson, Sydney ; Lettau, Martin.
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47. Understanding the Nature of the Risks and the Source of Rewards to Momentum Investing. (1998). Grundy, Bruce D. ; Martin, Spencer J..
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48. Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance. (1996). Ferson, Wayne ; Glassman, Debra A. ; Christopherson, Jon A..
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49. Why should older people invest less in stock than younger people?. (1996). Kocherlakota, Narayana ; Jagannathan, Ravi.
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50. Prospect Theory and the CAPM: A contradiction or coexistence?. (). De Giorgi, Enrico ; Hens, Thorsten.
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