Asset Pricing publications

Below a list of all publications in the field of Asset Pricing. For a list of all publications see the link to the right

2021

Jungsuk Han, James Dow and Francesco Sangiorgi (2021).

 

2020

Magnus Dahlquist and Henrik Hasseltoft (2020). 

Riccardo Sabbatucci, Davide Pettenuzzo and Allan Timmermann (2020).

 

2019

Anders Anderson, Howard Jones and José Martinez (2019). Measuring the Added Value of Stock Recommendations. Journal of Financial and Quantitative Analysis, pp. 

Björn Hagströmer and Albert J. Menkveld (2019).

Matthew Baron, Jonathan Brogaard, Björn Hagströmer, and Andrei Kirilenko (2019). 

Vincent Maurin, Piero Gottardi and Cyril Monnet (2019). 

 

2018

Mikhail Chernov, Jeremy Graveline and Irina Zviadadze (2018).

Ard den Reijer and Andreas Johansson (2018).

James Dow and Jungsuk Han (2018).

Jungsuk Han and Albert S. Kyle (2018).

Magnus Dahlquist and Bernt Arne Odegaard (2018).

Magnus Dahlquist, Ofer Setty and Roine Vestman (2018).

 

2017

Magnus Dahlquist, Adam Farago and Roméo Tédongap (2017).

Tomas Björk, Mariana Khapko and Agatha Murgoci (2017). 

 

2016

Irina Zviadadze (2016).

Magnus Dahlquist and Henrik Hasseltoft (2016).

 

2015

James Dow and Jungsuk Han (2015). 

Michael Halling, Martijn Cremers and David Weinbaum (2015).

 

2014

Magnus Dahlquist, Göran Robertsson, and Kristian Rydqvist (2014).

 

2013

Anders Anderson (2013). 

Magnus Dahlquist and Henrik Hasseltoft (2013).

Per Strömberg, Peter Englund, Per Krusell, Mats Persson and Torsten Persson (2013).

 

2012

Michael Halling and Thomas Dangl (2012).