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Showing 51 - 67 of 67 Records

Miniature of Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
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


Miniature of Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
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


Miniature of Complex Asset Markets
Complex Asset Markets
  • GSB Authors: Hanno Lustig
  • Date: 2016-08-15
  • Publication Type: Working Papers


Miniature of Capital Share Dynamics When Firms Insure Workers
Capital Share Dynamics When Firms Insure Workers
  • GSB Authors: Hanno Lustig
  • Date: 2016-07-09
  • Publication Type: Working Papers


Miniature of Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
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


Miniature of Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
  • GSB Authors: Hanno Lustig
  • Date: 2016-02-01
  • Publication Type: Working Papers


Miniature of Equity Is Cheap for Large Financial Institutions: The International Evidence
Equity Is Cheap for Large Financial Institutions: The International Evidence
  • GSB Authors: Hanno Lustig
  • Date: 2016-01-01
  • Publication Type: Working Papers


Miniature of Why Are Exchange Rates So Smooth? A Segmented Asset Markets Explanation
Why Are Exchange Rates So Smooth? A Segmented Asset Markets Explanation
  • GSB Authors: Hanno Lustig
  • Date: 2015-11-01
  • Publication Type: Working Papers


Miniature of Gravity in the Exchange Rate Factor Structure
Gravity in the Exchange Rate Factor Structure
  • GSB Authors: Hanno Lustig
  • Date: 2015-10-30
  • Publication Type: Working Papers


Miniature of The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
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


Miniature of The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
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


Miniature of Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
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


Miniature of Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
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


Miniature of The Term Structure of Currency Carry Trade Risk Premia
The Term Structure of Currency Carry Trade Risk Premia
  • GSB Authors: Hanno Lustig
  • Date: 2013-10-16
  • Publication Type: Working Papers


Miniature of Firm Volatility in Granular Networks
Firm Volatility in Granular Networks
  • GSB Authors: Hanno Lustig
  • Date: 2012-12-07
  • Publication Type: Working Papers


Miniature of Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
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


Miniature of The Cross-Section and Time-Series of Stock and Bond Returns
The Cross-Section and Time-Series of Stock and Bond Returns
  • GSB Authors: Hanno Lustig
  • Date: 2009-02-11
  • Publication Type: Working Papers