Следене
Serhiy Kozak
Serhiy Kozak
University of Maryland, R.H. Smith School of Business
Потвърден имейл адрес: umd.edu - Начална страница
Заглавие
Позовавания
Позовавания
Година
Shrinking the cross section
S Kozak, S Nagel, S Santosh
Journal of Financial Economics 135 (2), 271-292, 2020
6492020
Interpreting factor models
S Kozak, S Nagel, S Santosh
Journal of Finance 73 (3), 1183-1223, 2018
4122018
Factor timing
V Haddad, S Kozak, S Santosh
Review of Financial Studies 33 (5), 1980-2018, 2020
121*2020
Equity term structures without dividend strips data
S Giglio, BT Kelly, S Kozak
National Bureau of Economic Research, 2023
622023
Kernel trick for the cross-section
S Kozak
Available at SSRN 3307895, 2020
392020
Banking Deregulation and Stock Market Participation
S Kozak, D Sosyura
Unpublished working paper, 2019
27*2019
Dynamics of bond and stock returns
S Kozak
Journal of Monetary Economics, 188-209, 2022
25*2022
Why do discount rates vary?
S Kozak, S Santosh
Journal of Financial Economics 137 (3), 740-751, 2020
22*2020
When do cross-sectional asset pricing factors span the stochastic discount factor?
S Kozak, S Nagel
National Bureau of Economic Research, 2023
162023
Bond and foreign exchange risk premia
S Kozak
Working Paper, University of Chicago, 2011
52011
Characteristics as Signal Processes: Asset Prices, Carry, and Risk Premia
JW Bae, H Huang, S Kozak
Working Paper, 2019
12019
Internet Appendix to Shrinking the Cross-Section
S Kozak, S Nagel, S Santosh
12019
Online Appendix to Why do discount rates vary?
S Kozak, S Santosh
2019
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Статии 1–13