Seth Pruitt
Seth Pruitt
Arizona State University, Finance Department
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Market expectations in the cross section of present values
B Kelly, S Pruitt
The Journal of Finance 68 (5), 1721-1756, 2013
Systemic risk and the macroeconomy: An empirical evaluation
S Giglio, B Kelly, S Pruitt
Journal of Financial Economics 119 (3), 457-471, 2016
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
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
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
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
Instrumented principal component analysis
BT Kelly, S Pruitt, Y Su
Available at SSRN 2983919, 2020
Estimating the market-perceived monetary policy rule
JD Hamilton, S Pruitt, S Borger
American Economic Journal: Macroeconomics 3 (3), 1-28, 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
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
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
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
Markup variation and endogenous fluctuations in the price of investment goods
M Floetotto, N Jaimovich, S Pruitt
FRB International Finance Discussion Paper, 2009
Understanding momentum and reversal
BT Kelly, TJ Moskowitz, S Pruitt
Journal of Financial Economics 140 (3), 726-743, 2021
Modeling corporate bond returns
BT Kelly, D Palhares, S Pruitt
Available at SSRN, 2020
Dissecting market expectations in the cross-section of book-to-market ratios: A Comment
B Kelly, S Pruitt
The Pseudo-Information Filter
S Pruitt
Available at SSRN 2080107, 2012
Three essays on macroeconomics
SJ Pruitt
University of California, San Diego, 2008
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
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