Ripples into waves: Trade networks, economic activity, and asset prices Article Author(s) Jeffery (Jinfan) Chang, Huancheng Du, Dong Lou, Christopher Polk ISSN/ISBN 10.1016/j.jfineco.2021.08.005 Comomentum: Inferring Arbitrage Activity from Return Correlations Article Author(s) Dong Lou, Christopher Polk ISSN/ISBN 10.1093/rfs/hhab117 A tug of war: Overnight versus intraday expected returns Article Author(s) Dong Lou, Christopher Polk, Spyros Skouras ISSN/ISBN 10.1016/j.jfineco.2019.03.011 An Intertemporal CAPM with Stochastic Volatility Article Author(s) John Y. Campbell, Stefano Giglio, Christopher Polk, Robert Turley ISSN/ISBN 10.1016/j.jfineco.2018.02.011 Browser does not support script. Browser does not support script. Browser does not support script. Browser does not support script. Browser does not support script. Browser does not support script.
Comomentum: Inferring Arbitrage Activity from Return Correlations Article Author(s) Dong Lou, Christopher Polk ISSN/ISBN 10.1093/rfs/hhab117 A tug of war: Overnight versus intraday expected returns Article Author(s) Dong Lou, Christopher Polk, Spyros Skouras ISSN/ISBN 10.1016/j.jfineco.2019.03.011 An Intertemporal CAPM with Stochastic Volatility Article Author(s) John Y. Campbell, Stefano Giglio, Christopher Polk, Robert Turley ISSN/ISBN 10.1016/j.jfineco.2018.02.011
A tug of war: Overnight versus intraday expected returns Article Author(s) Dong Lou, Christopher Polk, Spyros Skouras ISSN/ISBN 10.1016/j.jfineco.2019.03.011 An Intertemporal CAPM with Stochastic Volatility Article Author(s) John Y. Campbell, Stefano Giglio, Christopher Polk, Robert Turley ISSN/ISBN 10.1016/j.jfineco.2018.02.011
An Intertemporal CAPM with Stochastic Volatility Article Author(s) John Y. Campbell, Stefano Giglio, Christopher Polk, Robert Turley ISSN/ISBN 10.1016/j.jfineco.2018.02.011