Zobrazeno 1 - 10
of 34
pro vyhledávání: '"SETH PRUITT"'
Publikováno v:
The Journal of Finance.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ff71741714a15ffca44b303f5eb0ede
https://doi.org/10.1111/jofi.13233
https://doi.org/10.1111/jofi.13233
Autor:
Seth Pruitt, Bryan Kelly
Publikováno v:
Critical Finance Review. 11:375-381
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ceadd373211a9af8d27033f20c3528a
https://doi.org/10.1561/104.00000114
https://doi.org/10.1561/104.00000114
Autor:
Seth Pruitt
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ebd987fffda7f9493f3030e137bb3aeb
https://doi.org/10.2139/ssrn.4343101
https://doi.org/10.2139/ssrn.4343101
Autor:
Seth Pruitt, Nicholas Turner
Publikováno v:
American Economic Review: Insights. 2:237-254
Using detailed Internal Revenue Service administrative data on millions of households, we find that households effectively insure against much of the risk facing primary earners. We show that households face less risk than males alone, and households
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bfa3e099b457d44edcdefb5273325f6b
https://doi.org/10.1257/aeri.20190096
https://doi.org/10.1257/aeri.20190096
Autor:
Bryan T. Kelly, Seth Pruitt
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f200a630a61b0c849d192258a0049fdf
https://doi.org/10.2139/ssrn.4069478
https://doi.org/10.2139/ssrn.4069478
Publikováno v:
Journal of Financial Economics. 134:501-524
We propose a new modeling approach for the cross section of returns. Our method, Instrumented Principal Component Analysis (IPCA), allows for latent factors and time-varying loadings by introducing observable characteristics that instrument for the u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da45ecbc95b721e79d4314f43acee45f
https://doi.org/10.1016/j.jfineco.2019.05.001
https://doi.org/10.1016/j.jfineco.2019.05.001
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04b60ff76879e6cea4ce12d18b2e8b10
https://doi.org/10.2139/ssrn.3975077
https://doi.org/10.2139/ssrn.3975077
Publikováno v:
Journal of Financial and Quantitative Analysis. 53:243-268
To “ensure depth and liquidity,” the European Central Bank intervened in sovereign debt markets through its Securities Markets Programme (SMP), providing a unique opportunity to estimate the effects of large-scale asset purchases on sovereign bon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::077cd2e301bf40501e354a6465683c20
https://doi.org/10.1017/s0022109017000898
https://doi.org/10.1017/s0022109017000898
Publikováno v:
SSRN Electronic Journal.
Stock momentum, long-term reversal, and other past return characteristics that predict future returns also predict future realized betas, suggesting these characteristics capture time-varying risk compensation. We formalize this argument with a condi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2dc41d78cf06144c3b8898ade4015b8
https://doi.org/10.2139/ssrn.3610814
https://doi.org/10.2139/ssrn.3610814
