David Schreindorfer

Assistant Professor of Finance | Eli Broad College of Business | Michigan State University

CV | SSRN | Google Scholar

Research Interests: Asset Pricing (Macro-finance, Derivatives, Empirical Asset Pricing), Macroeconomics (Business Cycles, Firm Investment), Computational Methods

Contact: schreind@msu.edu 


Macroeconomic Tail Risks and Asset Prices [Journal, SSRN, online appendix, code, errata, bibtex]

Dissecting the Equity Premium [Journal, SSRN, online appendix, bibtex]

with Tyler Beason

Persistent Crises and Levered Asset Prices [Journal, SSRN, bibtex]

with Lars-Alexander Kuehn and Florian Schulz


By Force of Habit and Cyclical Leverage, updated 10/2023 [SSRN, online appendix, code, bibtex]

Volatility and the Pricing Kernel, updated 10/2023 [SSRN, online appendix, bibtex]

with Tobias Sichert

Misallocation Cycles [paper, bibtex]

with Cedric Ehouarne and Lars-Alexander Kuehn