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market volatility
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19
Stanford GSB Faculty Publications
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18
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1
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GSB Authors
4
Hanno Lustig
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Ilya A Strebulaev
2
Mary Barth
1
Arthur Korteweg
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Arvind Krishnamurthy
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Haim Mendelson
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Ian Martin
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Kenneth Singleton
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Kevin Smith
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assets (accounting)
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earnings announcements
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risk premiums
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uncertainty (information theory)
2
capital market
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econometric models
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financial markets
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incomplete markets
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rate of return on stocks
2
stock exchanges
1
) expected utility
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American business enterprises
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Gaussian processes
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JOBS Act
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United States Jumpstart Our Business Startups Act
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adjustable rate mortgages
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bullwhip effect
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capital markets
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capital regulation
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computable general equilibrium models
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consumers
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credit risk
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crisis management
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cross section of stock returns
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currency risk premia
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dconomic competition
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default (finance)
1
delayed information processing
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demand signal processing
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disclosure
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distribution (probability theory)
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diversification
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dynamic models
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earnings horizon
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earnings informativeness
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economics
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economics in the press
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expected returns
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f44
1
financial disclosure
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financial disclosure laws
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financial institutions
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financial policy
1
financial ratios
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financial risk
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firm volatility
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fixed rate mortgages
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g12
1
g17
1
general equilibrium theory (economics)
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going public (securities)
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growth rate
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hedge funds
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hedging (finance)
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history
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idiosyncratic volatility puzzle
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information content
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information theory in economics
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information uncertainty
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insurance policies
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interest rate risk
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interest rates
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investments
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investors
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macroeconomics
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mandatory disclosure
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market capitalization
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martingale model of forecast evolution
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mathmematical models
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maximum likelihood statistics
1
mortgage loan default
1
mortgages
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non-diversifiable volatility risk
1
open source software
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option pricing
1
portfolio management (investments
1
portfolio management (investments)
1
portfolio performance
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power law (mathematics)
1
premiums (retail trade)
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pricing
1
production scheduling
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production smoothing
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proprietary costs
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puzzles
1
quarterly reporting
1
quarterly reports
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rate of return
1
rate of return -- mathematical models
1
rent (economic theory)
1
return volatility
1
risk shifting
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sales & prices of stock options
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seniority
1
sharpe ratio
1
stock price indexes
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stock prices
1
stockholders
1
stocks (finance)
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supply chains
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underpricing
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united states economic policy
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valuation
1
volatility
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voluntary disclosure
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workers' compensation
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