Works matching IS 20459920 AND DT 2022 AND VI 12 AND IP 1

Results: 8

Working Remotely and the Supply-Side Impact of COVID-19.

Published in:

Review of Asset Pricing Studies, 2022, v. 12, n. 1, p. 53, doi. 10.1093/rapstu/raab026

By:

Papanikolaou, Dimitris;
Schmidt, Lawrence D W

Publication type:

Article

Measuring Operating Leverage.

Published in:

Review of Asset Pricing Studies, 2022, v. 12, n. 1, p. 112, doi. 10.1093/rapstu/raab025

By:

Chen, Huafeng (Jason);
Chen, Jason V;
Li, Feng;
Li, Pengfei

Publication type:

Article

Cross-Sectional Skewness.

Published in:

Review of Asset Pricing Studies, 2022, v. 12, n. 1, p. 155, doi. 10.1093/rapstu/raab023

By:

Oh, Sangmin S;
Wachter, Jessica A

Publication type:

Article

Embedded Leverage.

Published in:

Review of Asset Pricing Studies, 2022, v. 12, n. 1, p. 1, doi. 10.1093/rapstu/raab022

By:

Frazzini, Andrea;
Pedersen, Lasse Heje

Publication type:

Article

Valuation Risk in Mutual Fund Portfolio Disclosure.

Published in:

Review of Asset Pricing Studies, 2022, v. 12, n. 1, p. 243, doi. 10.1093/rapstu/raab021

By:

Chen, Hsiu-Lang

Publication type:

Article

Pricing Implications of Covariances and Spreads in Currency Markets.

Published in:

Review of Asset Pricing Studies, 2022, v. 12, n. 1, p. 336, doi. 10.1093/rapstu/raab019

By:

Maurer, Thomas;
Tô, Thuy-Duong;
Tran, Ngoc-Khanh

Publication type:

Article

Volatility-of-Volatility Risk in Asset Pricing.

Published in:

Review of Asset Pricing Studies, 2022, v. 12, n. 1, p. 289, doi. 10.1093/rapstu/raab018

By:

Chen, Te-Feng;
Chordia, Tarun;
Chung, San-Lin;
Lin, Ji-Chai

Publication type:

Article

Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data.

Published in:

Review of Asset Pricing Studies, 2022, v. 12, n. 1, p. 199, doi. 10.1093/rapstu/raab013

By:

Beschwitz, Bastian von;
Lunghi, Sandro;
Schmidt, Daniel

Publication type:

Article