Asset Pricing Theories, Models, and Tests
with Nikolay Gospodinov, 2013, in Portfolio Theory and Management, H. Kent Baker, Greg Filbeck, eds., Chapter 3, pp. 46-72, Oxford University Press.
with Nikolay Gospodinov, 2013, in Portfolio Theory and Management, H. Kent Baker, Greg Filbeck, eds., Chapter 3, pp. 46-72, Oxford University Press.
with Nikolay Gospodinov and Raymond Kan, 2012, Journal of Business and Economic Statistics 30, pp. 494-504.
with Raymond Kan, 2012, in Handbook of Computational Finance, Jin-Chuan Duan, James E. Gentle, Wolfgang Haerdle, eds., Chapter 9, pp. 223-251, Springer.
with Raymond Kan, 2011, Economics Letters 110, pp. 117-121.
with Pierluigi Balduzzi, 2010, Journal of Empirical Finance 17, pp. 54-80.
with Raymond Kan, 2009, Review of Financial Studies 22, pp. 3449-3490.
with Pierluigi Balduzzi, 2008, Journal of Business and Economic Statistics 26, pp. 354-368.
with Raymond Kan, 2008, Journal of Empirical Finance 15, pp. 816-838.
with Ramon P. DeGennaro, 2007, Federal Reserve Bank of Atlanta Economic Review, Third Quarter.
with Gerald P. Dwyer Jr., 2004, Federal Reserve Bank of Atlanta Economic Review, First Quarter.