On the statistical properties of tests of parameter restrictions in beta-pricing models with a large number of assets
with Amedeo Andriollo and Giulio Rossetti, 2023, working paper.
with Amedeo Andriollo and Giulio Rossetti, 2023, working paper.
with Alex Dickerson and Philippe Mueller, 2023, working paper, R&R Journal of Financial Economics.
with Bartosz Gebka and Georgios Xyngis, 2002, working paper. [pdf coming soon]
with Bartosz Gebka and Georgios Xyngis, 2022, working paper.
with Danilo Giannone, 2022, working paper.
with Rohit Allena, 2022, working paper. [pdf coming soon]
with Nikolay Gospodinov, 2021, Journal of Finance, Replications and Comments.
with Raymond Kan and Xiaolu Wang, 2022, working paper. [pdf coming soon].
with Raymond Kan and Xiaolu Wang, 2022, working paper. [pdf coming soon].
with Raymond Kan, 2022, working paper. [pdf coming soon].