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Fousseni Chabi-Yo
Fousseni Chabi-Yo
Isenberg School of Management, University of Massachusetts-Amherst
Email verificata su isenberg.umass.edu - Home page
Titolo
Citata da
Citata da
Anno
Crash sensitivity and the cross section of expected stock returns
F Chabi-Yo, S Ruenzi, F Weigert
Journal of Financial and Quantitative Analysis 53 (3), 1059-1100, 2018
1892018
Pricing kernels with stochastic skewness and volatility risk
F Chabi-Yo
Management Science 58 (3), 624-640, 2012
1522012
State dependence can explain the risk aversion puzzle
F Chabi-Yo, R Garcia, E Renault
The review of Financial studies 21 (2), 973-1011, 2008
1462008
A generalized measure of riskiness
TG Bali, N Cakici, F Chabi-Yo
Management science 57 (8), 1406-1423, 2011
772011
The conditional expected market return
F Chabi-Yo, J Loudis
Journal of Financial Economics 137 (3), 752-786, 2020
642020
Variance bounds on the permanent and transitory components of stochastic discount factors
G Bakshi, F Chabi-Yo
Journal of Financial Economics 105 (1), 191-208, 2012
602012
A recovery that we can trust? Deducing and testing the restrictions of the recovery theorem
G Bakshi, F Chabi-Yo, X Gao
The Review of Financial Studies 31 (2), 532-555, 2018
562018
Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?
MR King, M Padalko
Bank of Canada working paper, 2005
48*2005
Aggregation of preferences for skewed asset returns
F Chabi-Yo, DPJ Leisen, E Renault
Journal of Economic Theory 154, 453-489, 2014
402014
Conditioning information and variance bounds on pricing kernels with higher-order moments: Theory and evidence
F Chabi-Yo
The Review of Financial Studies 21 (1), 181-231, 2008
372008
Explaining the idiosyncratic volatility puzzle using stochastic discount factors
F Chabi-Yo
Journal of Banking & Finance 35 (8), 1971-1983, 2011
332011
Crash sensitivity and the cross-section of expected stock returns
S Ruenzi, F Weigert
302013
Generalized bounds on the conditional expected excess return on individual stocks
F Chabi-Yo, C Dim, G Vilkov
Management Science 69 (2), 922-939, 2023
282023
Multivariate crash risk
F Chabi-Yo, M Huggenberger, F Weigert
Journal of Financial Economics 145 (1), 129-153, 2022
272022
Default risk, idiosyncratic coskewness and equity returns
F Chabi-Yo, J Yang
Idiosyncratic Coskewness And Equity Returns (March 16, 2010), 2010
242010
A new approach to measuring riskiness in the equity market: Implications for the risk premium
TG Bali, N Cakici, F Chabi-Yo
Journal of Banking & Finance 57, 101-117, 2015
172015
A new approach to measuring riskiness in the equity market: Implications for the risk premium
TG Bali, N Cakici, F Chabi-Yo
Journal of Banking & Finance 57, 101-117, 2015
162015
Disentangling the effects of heterogeneous beliefs and preferences on asset prices
F Chabi-Yo, E Ghysels, E Renault
Unpublished Working Paper. Ohio State University and University of North …, 2007
132007
Implications of asymmetry risk for portfolio analysis and asset pricing
F Chabi-Yo, D Leisen, E Renault
Bank of Canada, 2007
122007
Recovering the probability weights of tail events with volatility risk from option prices
F Chabi-Yo, Z Song
Working Paper, Ohio State, 2013
112013
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20