Forthcoming Papers

“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

Forthcoming Paper

“Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions” by Sheen Liu, Junbo Wang, and Chunchi Wu

“Product market competition, labor mobility, and the cross-section of stock returns” by Shamim Ahmed, Ziwen Bu, and Xiaoxia Ye