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Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
- GSB Authors: Hanno Lustig
- Date: 2016-09-22
- Publication Type: Articles
- Publication: The Review of Financial Studies
Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
- GSB Authors: Hanno Lustig
- Date: 2016-09-22
- Publication Type: Articles
- Publication: The Review of Financial Studies
Complex Asset Markets
- GSB Authors: Hanno Lustig
- Date: 2016-08-15
- Publication Type: Working Papers
Capital Share Dynamics When Firms Insure Workers
- GSB Authors: Hanno Lustig
- Date: 2016-07-09
- Publication Type: Working Papers
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
- GSB Authors: Hanno Lustig
- Date: 2016-06-01
- Publication Type: Articles
- Publication: The American Economic Review
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
- GSB Authors: Hanno Lustig
- Date: 2016-02-01
- Publication Type: Working Papers
Equity Is Cheap for Large Financial Institutions: The International Evidence
- GSB Authors: Hanno Lustig
- Date: 2016-01-01
- Publication Type: Working Papers
Why Are Exchange Rates So Smooth? A Segmented Asset Markets Explanation
- GSB Authors: Hanno Lustig
- Date: 2015-11-01
- Publication Type: Working Papers
Gravity in the Exchange Rate Factor Structure
- GSB Authors: Hanno Lustig
- Date: 2015-10-30
- Publication Type: Working Papers
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
- GSB Authors: Hanno Lustig
- Date: 2015-10-21
- Publication Type: Articles
- Publication: Journal of Financial Economics
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
- GSB Authors: Hanno Lustig
- Date: 2015-10-21
- Publication Type: Articles
- Publication: Journal of Financial Economics
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
- GSB Authors: Hanno Lustig
- Date: 2015-02-12
- Publication Type: Articles
- Publication: Review of Economic Dynamics
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
- GSB Authors: Hanno Lustig
- Date: 2015-02-12
- Publication Type: Articles
- Publication: Review of Economic Dynamics
The Term Structure of Currency Carry Trade Risk Premia
- GSB Authors: Hanno Lustig
- Date: 2013-10-16
- Publication Type: Working Papers
Firm Volatility in Granular Networks
- GSB Authors: Hanno Lustig
- Date: 2012-12-07
- Publication Type: Working Papers
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
- GSB Authors: Hanno Lustig
- Date: 2011-02-15
- Publication Type: Working Papers
The Cross-Section and Time-Series of Stock and Bond Returns
- GSB Authors: Hanno Lustig
- Date: 2009-02-11
- Publication Type: Working Papers