Seth Pruitt
Seth Pruitt
Arizona State University, Finance Department
Email verificata su asu.edu - Home page
Titolo
Citata da
Citata da
Anno
Market expectations in the cross section of present values
B Kelly, S Pruitt
The Journal of Finance 68 (5), 1721-1756, 2013
4052013
Systemic risk and the macroeconomy: An empirical evaluation
S Giglio, B Kelly, S Pruitt
Journal of Financial Economics 119 (3), 457-471, 2016
3922016
The three-pass regression filter: A new approach to forecasting using many predictors
B Kelly, S Pruitt
Journal of Econometrics 186 (2), 294-316, 2015
2702015
Characteristics are covariances: A unified model of risk and return
BT Kelly, S Pruitt, Y Su
Journal of Financial Economics 134 (3), 501-524, 2019
252*2019
The liquidity effects of official bond market intervention
M De Pooter, RF Martin, S Pruitt
Journal of Financial and Quantitative Analysis 53 (1), 243-268, 2018
107*2018
The demand for youth: Explaining age differences in the volatility of hours
N Jaimovich, S Pruitt, HE Siu
American Economic Review 103 (7), 3022-44, 2013
75*2013
Instrumented principal component analysis
BT Kelly, S Pruitt, Y Su
Available at SSRN 2983919, 2020
452020
Estimating the market-perceived monetary policy rule
JD Hamilton, S Pruitt, S Borger
American Economic Journal: Macroeconomics 3 (3), 1-28, 2011
43*2011
Earnings risk in the household: Evidence from millions of US tax returns
S Pruitt, N Turner
American Economic Review: Insights 2 (2), 237-54, 2020
28*2020
Estimating monetary policy rules when nominal interest rates are stuck at zero
J Kim, S Pruitt
Journal of Money, Credit and Banking 49 (4), 585-602, 2017
202017
Cheap Talk and the Efficacy of the ECB's Securities Market Programme: Did Bond Purchases Matter?
M De Pooter, DS Rebecca, RF Martin, S Pruitt
162015
Uncertainty over models and data: The rise and fall of American inflation
S Pruitt
Journal of Money, Credit and Banking 44 (2‐3), 341-365, 2012
162012
Markup variation and endogenous fluctuations in the price of investment goods
M Floetotto, N Jaimovich, S Pruitt
FRB International Finance Discussion Paper, 2009
152009
Understanding momentum and reversal
BT Kelly, TJ Moskowitz, S Pruitt
Journal of Financial Economics 140 (3), 726-743, 2021
132021
Modeling corporate bond returns
BT Kelly, D Palhares, S Pruitt
Available at SSRN, 2020
122020
Dissecting market expectations in the cross-section of book-to-market ratios: A Comment
B Kelly, S Pruitt
2021
The Pseudo-Information Filter
S Pruitt
Available at SSRN 2080107, 2012
2012
Three essays on macroeconomics
SJ Pruitt
University of California, San Diego, 2008
2008
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–18