23 key alumni publications

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  Hendershott, T., Menkveld, AlbertJ., Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.

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  Juodis, A. and Sarafidis, V. (2022). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, 229(1):19--54.

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  Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.