“Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns” by Alexander Barinov and Georgy Chabakauri
“Investor Demand for Leverage: Evidence from Equity Closed-End Funds” by Robert Dam, Shaun William Davies, and S. Katie Moon
Code for RAPS papers is found in the RAPS Dataverse.
SFS Cavalcade North America 2023
May 22-25, 2023