E-LIB Suche - Ergebnisse für: PRUITT, SETH

1

Modeling Corporate Bond Returns:

KELLY, BRYAN ; PALHARES, DIOGO ; PRUITT, SETH
The Journal of Finance. 78 (2023) 4 - p. 1967-2008 , 2023

Link: https://doi.org/10.1111/..

2

Understanding momentum and reversal:

Kelly, Bryan T. ; Moskowitz, Tobias J. ; Pruitt, Seth
Journal of Financial Economics. 140 (2021) 3 - p. 726-743 , 2021

Link: https://doi.org/10.1016/..

3

Characteristics are covariances: A unified model of risk an..:

Kelly, Bryan T. ; Pruitt, Seth ; Su, Yinan
Journal of Financial Economics. 134 (2019) 3 - p. 501-524 , 2019

Link: https://doi.org/10.1016/..

4

The Liquidity Effects of Official Bond Market Intervention:

De Pooter, Michiel ; Martin, Robert F. ; Pruitt, Seth
The Journal of Financial and Quantitative Analysis. 53 (2018) 1 - p. 243-268 , 2018

Link: https://www.jstor.org/st..

5

Characteristics Are Covariances: A Unified Model of Risk an..

NBER working paper series, no. w24540

Kelly, Bryan ; Pruitt, Seth ; Su, Yinan , 2018

Link: https://www.nber.org/pap..

6

The Liquidity Effects of Official Bond Market Intervention:

De Pooter, Michiel ; Martin, Robert F. ; Pruitt, Seth
Journal of Financial and Quantitative Analysis. 53 (2018) 1 - p. 243-268 , 2018

Link: https://doi.org/10.1017/..

7

Estimating Monetary Policy Rules When Nominal Interest Rate..:

KIM, JINILL ; PRUITT, SETH
Journal of Money, Credit and Banking. 49 (2017) 4 - p. 585-602 , 2017

Link: https://doi.org/10.1111/..

8

Estimating Monetary Policy Rules When Nominal Interest Rate..:

KIM, JINILL ; PRUITT, SETH
Journal of Money, Credit and Banking. 49 (2017) 4 - p. 585-602 , 2017

Link: https://www.jstor.org/st..

9

Systemic risk and the macroeconomy: An empirical evaluation:

Giglio, Stefano ; Kelly, Bryan ; Pruitt, Seth
Journal of Financial Economics. 119 (2016) 3 - p. 457-471 , 2016

Link: https://doi.org/10.1016/..

10

The three-pass regression filter: A new approach to forecas..:

Kelly, Bryan ; Pruitt, Seth
Journal of Econometrics. 186 (2015) 2 - p. 294-316 , 2015

Link: https://doi.org/10.1016/..

11

Systemic Risk and the Macroeconomy: An Empirical Evaluation

NBER working paper series, no. w20963

Giglio, Stefano ; Kelly, Bryan T ; Pruitt, Seth , 2015

Link: https://www.nber.org/pap..

12

The Demand for Youth: Explaining Age Differences in the Vol..:

Jaimovich, Nir ; Pruitt, Seth ; Siu, Henry E.
The American Economic Review. 103 (2013) 7 - p. 3022-3044 , 2013

Link: https://www.jstor.org/st..

13

Market Expectations in the Cross‐Section of Present Values:

KELLY, BRYAN ; PRUITT, SETH
The Journal of Finance. 68 (2013) 5 - p. 1721-1756 , 2013

Link: https://doi.org/10.1111/..

14

Market Expectations in the Cross-Section of Present Values:

KELLY, BRYAN ; PRUITT, SETH
The Journal of Finance. 68 (2013) 5 - p. 1721-1756 , 2013

Link: https://www.jstor.org/st..

15

Uncertainty Over Models and Data: The Rise and Fall of Amer..:

PRUITT, SETH
Journal of Money, Credit and Banking. 44 (2012) 2-3 - p. 341-365 , 2012

Link: https://doi.org/10.1111/..