Dana Kiku

Assistant Professor of Finance
The Wharton School
University of Pennsylvania
	kiku@wharton.upenn.edu
Address:	3620 Locust Walk
	Philadelphia, PA 19104-6367
Phone:	(215) 898-1198

Working Papers

– Growth to Value: Option Exercise and the Cross Section of Equity Returns [pdf]

with Hengjie Ai (2011)

– An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

with Ravi Bansal and Amir Yaron (2009)

– Risks For the Long Run: Estimation and Inference

with Ravi Bansal and Amir Yaron (2007)

– A Note on the Economics and Statistics of Predictability: A Long Run Risks Perspective

with Ravi Bansal and Amir Yaron (2007)

– Is the Value Premium a Puzzle? (2006)

Publications

– Cointegration and Long-Run Asset Allocation [pdf]

with Ravi Bansal, Journal of Business and Economic Statistics, 29(1), 2011

– Long Run Risks, the Macroeconomy, and Asset Prices

with Ravi Bansal and Amir Yaron, American Economic Review: Papers & Proceedings, 100(2), 2010

– Cointegration and Consumption Risks in Asset Returns [pdf]

with Ravi Bansal and Robert Dittmar, Review of Financial Studies, 22(3), 2009