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The Review of Financial Studies, ISSN 0893-9454, 3/2009, Volume 22, Issue 3, pp. 1311 - 1341
We propose a direct and robust method for quantifying the variance risk premium on financial assets. We show that the risk-neutral expected value of return... 
Market portfolios | Statistical variance | Investment risk | Approximation | Investors | Price volatility | Predisposing factors | Risk premiums | Stochastic models | Stock market indices | ASSETS | MAXIMUM-LIKELIHOOD-ESTIMATION | DIFFUSIONS | MARKET | PERFORMANCE | G10 | RETURNS | G13 | G12 | STOCHASTIC VOLATILITY | OPTION PRICES | IMPLICIT | BUSINESS, FINANCE | MODELS | ECONOMICS | Studies | Stock prices | Variances | Risk premium
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 05/2018, Volume 31, Issue 5, pp. 1856 - 1895
Abstract Credit default swaps can be used to lower the capital requirements of dealer banks entering into uncollateralized derivatives positions with... 
LIMITS | BUSINESS, FINANCE | BANK | TERM STRUCTURE | SOVEREIGN CDS | DYNAMICS | RISK | ECONOMICS | DEFAULT
Journal Article
Journal of International Economics, ISSN 0022-1996, 07/2017, Volume 107, pp. 91 - 110
The literature has found that sovereigns with a history of default are charged only a small and/or short-lived premium on the interest rate warranted by... 
Country risk | Interest rate spread | Haircut | Sovereign debt | Emerging markets | MARKET | RISK | BONDHOLDERS | FLUCTUATIONS | BANKS | INVESTMENT | ECONOMICS | GOLD STANDARD | CRISES | VOLATILITY
Journal Article
The Journal of Finance, ISSN 0022-1082, 2/2005, Volume 60, Issue 1, pp. 67 - 103
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 05/2017, Volume 124, Issue 2, pp. 415 - 440
Journal Article
1999, Wiley frontiers in finance, ISBN 0471327352, x, 227
Book
Review of Finance, ISSN 1572-3097, 05/2017, Volume 21, Issue 3, pp. 987 - 1022
This paper studies variance risk premiums in the Treasury market. We first develop a theory to price variance swaps and show that the realized variance can be... 
Treasury variance swap | Variance risk premium | Treasury implied volatility | BUSINESS, FINANCE | MARKET | RETURNS | FUTURES | CURVE | ARBITRAGE | ECONOMICS | OPTIONS
Journal Article
The Journal of Finance, ISSN 0022-1082, 10/2019, Volume 74, Issue 5, pp. 2391 - 2439
ABSTRACT In this paper, we investigate how globalization is reflected in asset prices. We use shipping costs to measure firms' exposure to globalization. Firms... 
BUSINESS, FINANCE | TRADE LIBERALIZATION | COSTS | INTERNATIONAL-TRADE | IMPORT COMPETITION | HOME BIAS | INFORMATION | GROWTH | FIRMS | ECONOMICS | PRODUCTIVITY IMPROVEMENTS | GEOGRAPHY | International trade | Business schools | Macroeconomics | Conferences and conventions | Globalization | Financial disclosure | Productivity | Economic models | Risk premiums | Shipping industry
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 08/2015, Volume 117, Issue 2, pp. 350 - 368
We examine the illiquidity premium in stock markets across 45 countries and present two findings. First, the average illiquidity return premium across... 
G12 | Illiquidity premium | G15 | International markets | F37 | Commonality in illiquidity premium | TESTS | PRICES | BIASES | CROSS-SECTION | BUSINESS, FINANCE | COSTS | INTEGRATION | EXPECTED STOCK RETURNS | EMERGING MARKETS | ECONOMICS | EFFICIENCY | LIQUIDITY RISK
Journal Article
Management Science, ISSN 0025-1909, 6/2019, Volume 65, Issue 6, pp. 2876 - 2899
We use 10-K filings to construct novel text-based measures of the extent to which U.S. firms are exposed to three offshore activities: the sale of output,... 
offshoring | consumption risk | outsourcing | firm organization | global trade network | risk premia | stock returns | International trade | Outsourcing | Research | Stocks | Assets | Securities markets
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 05/2017, Volume 124, Issue 2, p. 415
We provide new empirical evidence that world currency and U.S. stock variance risk premiums have nonredundant and significant predictive power for the... 
Economic models | Currency | Risk premiums | Currencies
Journal Article
Journal of Financial and Quantitative Analysis, ISSN 0022-1090, 07/2015, Volume 50, Issue 1-2, pp. 197 - 229
Stock liquidity has improved over the recent 4 decades. This improvement was accompanied by a dramatic increase in trading activity. The net effect on the... 
BUSINESS, FINANCE | MARKET LIQUIDITY | TRANSACTION COSTS | EXPECTED STOCK RETURNS | EQUILIBRIUM | BID-ASK SPREAD | TRADING ACTIVITY | RISK | COMMONALITY | ECONOMICS | ILLIQUIDITY | CROSS-SECTION | Economic aspects | Forecasts and trends | Stocks | Liquidity (Finance)
Journal Article
Journal of Financial Econometrics, ISSN 1479-8409, 06/2018, Volume 16, Issue 3, pp. 341 - 383
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 04/2013, Volume 108, Issue 1, pp. 1 - 28
Profitability, measured by gross profits-to-assets, has roughly the same power as book-to-market predicting the cross section of average returns. Profitable... 
Value premium | Profitability | Factor models | Quality investing | Asset pricing | ANOMALIES | RETURNS | EARNINGS | RISK | BUSINESS, FINANCE | INVESTMENT | ECONOMICS | EQUITY
Journal Article