Centre for Asset Pricing Research (CAPR)
The Centre for Asset Pricing Research (CAPR) serves as a bridge between academia and the financial industry.
The Centre for Asset Pricing Research (CAPR) serves as a bridge between academia and the financial industry.
Journal of Financial and Quantitative Analysis.
Review of Financial Studies. Forthcoming.
Review of Finance, Volume 25, Issue 3, May 2021, Pages 777-818.
Journal of Political Economy, 129 (3) pp. 703-756, 2021.
American Economic Journal: Macroeconomics, 13 (3) pp. 1-54, 2021.
Journal of Financial Economics, 141(2), s. 783- 801.
Journal of Monetary Economics.
Max Weber Studies, 21(2), s. 203- 212.
Journal of Financial and Quantitative Analysis, Forthcoming.
Econometrica, 88(1), s. 115- 170.
Journal of Financial Economics, 136(2).
Social Science Research Network (SSRN)
Journal of Economic and Social Measurement, 45 (1) pp. 65-81, 2020.
Journal of Finance, s. 1- 37.
Journal of International Money and Finance, 103(May), s. 1- 22.
Journal of Financial Intermediation, Volume 46 (2021), article 100868
Journal of Financial Intermediation.
Forthcoming: Management Science.
International Journal of Finance and Economics.
Journal of Finance, s. 1- 37, 2020.
Econometrica, Vol. 88, No.1, 115–170, 2020.
Hamilton, Jonathan H. (red.). Oxford Research Encyclopedias: Economics and Finance.
Beta, 33(1), s. 43- 60.
Journal of Financial and Quantitative Analysis, 2019.
Journal of Finance, 73(6), 2018
Review of Economic Studies, 85 (1) pp.437-474, 2018.
Journal of Empirical Finance, 49, s. 142- 156.
Journal of Financial Economics. Volume 130(2), 392-408, 2018.
Journal of Financial and Quantitative Analysis, 2018.
The Review of financial studies, 31(5), s. 1856- 1895, 2018.
Journal of Monetary Economics, 93, s. 45- 62, 2018.
Management Science, 65(9), s. 3988- 4010, 2018.
Journal of Finance, 74(2), s. 675- 710, 2018.
The Review of Economic Studies, 85(3), s. 1752- 1780, 2018.
Management Science, 64(9), s. 4157- 4176, 2018.
Journal of Financial Economics, 127(3), s. 459- 484, 2018.
Journal of Economic and Social Measurement, 42 (1) pp.67-100, 2017.
Journal of Finance, 72 (2) pp.705-750, 2017.
American Economic Review: Papers & Proceedings, 107 (5) pp.393-397, 2017.
Journal of Finance. Volume 72(1), pp. 133-166. 2017.
Management Science. Volume 63, pp. 1919-1937, 2017.
Journal of Money, Credit and Banking, 48 (2-3) pp.293-324, 2016.
American Economic Review: Papers & Proceedings, 106 (5) pp.651-655, 2016.
Journal of International Money and Finance, 69(Dec.), s. 45- 68.
Journal of Financial Economics. Volume 120(1) pp. 41-57, 2016.
Journal of Financial and Quantitative Analysis. Volume 51(4) pp. 1111-1133, 2016.
Management Science. Volume 62(4), pp. 924-944. 2016.
Management Science. Volume 62(4), pp. 945-963. 2016.
Journal of Money, Credit and Banking, 48(6), s. 1113- 1134, 2016.
Journal of Economic Theory, 160, s. 438- 462, 2015.
Journal of Monetary Economics, Volume 70, March 2015, Pages 1–21
Journal of International Economics 92:1 (2014).
Economic Journal, 124 (576) pp.540-568, 2014.
The Scandinavian Journal of Economics, Volume 116.(2) p. 506-538, 2014.
Journal of International Money and Finance, Volume 49, Part A, Pages 170-189, 2014.
Journal of Computational Finance, Volume 18(1) p.1-23, 2014.
Review of Financial Economics, 2013, 22(1), 36-46.
Journal of International Money and Finance, 38, s. 95- 119.
Journal of Monetary Economics, Volume 60(6), pp. 613-631, 2013.
Journal of Financial Economics, Volume 109, Issue 3, September 2013, Pages 775-796.
Review of Finance, Volume 17, No. 3, July 2013, Pages 1029-1064.
Journal of International Economics, 80(1), s. 72- 88.
Review of Financial Studies, 2012.
Journal of Economic Theory 147:2 (2012)
Journal of Financial Economics, 2012.
Pacific Economic Review, 17(3), s. 434- 466.
Review of Finance, 17(3), s. 1029- 1064.
Journal of Financial and Quantitative Analysis, Volume 47, No. 05, 2012, Page 1003-1028.
Journal of Economic Dynamics and Control, Volume 36, Issue 10, October 2012, Pages 1600-1625.
Management Science, Volume 58, No. 10, October 2012.
Journal of Financial Economics, 2011.
Review of Economic Dynamics 13:2 (2010)
Social Science Research Network (SSRN)
Applied Economics, 42 (7) pp.851-864, 2010.
Review of Financial Studies, 2010.
The Review of financial studies, 22(7), s. 2801- 2833.
Journal of Banking & Finance, 33(10), s. 1741- 1754.
Journal of Finance 2009. Vol, 64.(6) p. 2703-2730.
Review of Finance, 2008.
Journal of Monetary Economics 55:1 (2008)
Review of Financial Studies, 2008.
Journal of Finance, 2008.
Bauwenns, Luc; Pohlmeier, Winfried & Veredas, David (red.). High-Frequency Financial Econometrics.
Journal of International Economics, 76, s. 237- 253.
Journal of Financial Economics 2008. Vol, 90.(3) p. 298-312.
Journal of Monetary Economics, Volume 55(1), pp. 48-61, 2008.
Annals of Operations Research, 152(1), s. 49- 77.
Empirical Economics, 30, s. 889- 911, 2006.
Multinational Finance Journal, 10(3), s. 179- 221.
Journal of Finance 2006. Vol, 61.(1) p. 139-170.
Journal of Business 2006. Vol, 79.(1) p. 365-392.
Journal of International Money and Finance, 24(2), s. 175- 196.
Journal of Financial Economics 2005. Vol, 75.(3) p. 571-605.
Economic Policy, 17, s. 536- 552.
Journal of Financial and Quantitative Analysis 2000. Vol, 35.(2) p.