Links to Appendices


June 2016 6 (1)

Macro Disagreement and the Cross-Section of Stock Returns

December 2015 5 (2)

Managerial Activeness and Mutual Fund

The Impact of Hedge Funds on Asset Markets

June 2015 5(1)

Price-Dividend Ratio Factor Proxies for Long-Run Risks

A Credit Spread Puzzle for Reduced-Form Models

Internationally Correlated Jumps

December 2014 4 (2)

Rating-Based Investment Practices and Bond Market Segmentation

Detecting Superior Mutual Fund Managers: Evidence from Copycats

December 2013 3 (2)

The Puzzle of Index Option Returns

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