|
|
||||||||||||||||
|
|
||||||||||||||||
|
Dana
Kiku
|
|
Working Papers – Growth to Value:
Option Exercise and the Cross Section of Equity Returns [pdf] with Hengjie
Ai (2009) – An Empirical
Evaluation of the Long-Run Risks Model for Asset Prices with Ravi Bansal
and Amir Yaron (2009) – Cointegration and Long-Run Asset
Allocation [pdf] with Ravi Bansal
(2009) – Risks For the Long
Run: Estimation and Inference [pdf] with Ravi Bansal
and Amir Yaron (2007) – A Note on the Economics
and Statistics of Predictability: A Long Run Risks Perspective [pdf] with Ravi Bansal
and Amir Yaron (2007) – Is the Value Premium
a Puzzle? (2006) |
||||||||||||||
|
|
Publication – Cointegration and Consumption Risks
in Asset Returns [pdf] with Ravi Bansal
and Robert Dittmar, Review of Financial Studies,
22(3), 2009 |
|||||||||||||||
