[15] Firm Characteristics and Stock Price Levels: A Long-Term Discount Rate Perspective

by Yixin Chen and Ron Kaniel

UW Summer Finance Conference 2022


[14] Risk preferences implied by synthetic options

by Ian Dew-Becker and Stefano Giglio

BI-SHoF Conference 2022


[13] A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models

by Fousseni Chabi-Yo and Jonathan Loudis

AFA 2022 [slides]


[12] Asymmetries and the Market for Put Options

by Adam Farago, Mariana Khapko, and Chayawat Ornthanalai

CICF 2021 [slides]


[11] Predicting the Equity Premium with the Implied Volatility Spread

by Charles Cao, Timothy Simin, and Han Xiao

MFA 2020 [slides]


[10] Size Premium Waves

by Bernard Herskovic, Howard Kung, and Thilo Kind

SFS Cavalcade 2019 [slides]


[9] Liquidity Creation as Volatility Risk

by Itamar Drechsler, Alan Moreira, and Alexi Savov

EFA 2018 [slides]


[8] Predictability and the Cross-Section of Expected Returns

by Christian Schlag, Michael Semenischev, and Julian Thimme

EFA 2018 [slides]


[7] The Information in Index Returns and the Cross-Section of Options

by Kris Jacobs and Yuguo Liu

SFS Cavalcade 2018 [slides]


[6] Volatility Risk Pass-Through

by Riccardo Colacito, Mariano Croce, Yang Liu, and Ivan Shaliastovich

WFA 2017 [slides]


[5] Asymmetries and Portfolio Choice

by Magnus Dahlquist, Adam Farago, and Romeo Tedongap

EFA 2016 [slides]


[4] Emergency Preparedness -- Rare Events and the Persistence of Uncertainty

by Savitar Sundaresan

ESSFM Gerzensee 2016 [slides]


[3] One-Factor Asset Pricing

by Stefanos Delikouras and Alexandros Kostakis

MFA 2016 [slides]


[2] Interest rate risk and corporate hedging

by Lorenzo Bretscher, Philippe Mueller, Lukas Schmid, and Andrea Vedolin

EFA 2015 [slides]


[1] Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

by Steve Dimmock, Roy Kouwenberg, Olivia Mitchell, and Kim Peijnenburg

WFA 2014 [slides]