Heterogeneous intermediary asset pricing-Reference-Cited by-同舟云学术

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Heterogeneous intermediary asset pricing

Published:2021-08 Issue:2 Volume:141 Page:505-532
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Kargar Mahyar

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference74 articles.

1. Risk premia and term premia in general equilibrium;Abel;J. Monet. Econ.,1999

2. Measuring systemic risk;Acharya;Rev. Financ. Stud.,2017

3. Adrian, T., Boyarchenko, N., 2015. Intermediary leverage cycles and financial stability.Unpublished working paper. Federal Reserve Bank of New York.

4. Financial intermediaries and the cross-section of asset returns;Adrian;J. Finance,2014

5. Adrian, T., Moench, E., Shin, H. S., 2014b. Dynamic leverage asset pricing.Unpublished Working Paper. Federal Reserve Bank of New York.

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2. Quantities and Covered-Interest Parity;SSRN Electronic Journal;2024

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4. Heterogeneous Intermediary Asset Pricing in Iran’s Stock Market: Privately-Owned vs. State-Owned;Emerging Markets Finance and Trade;2023-10-24

5. Complex Asset Markets;The Journal of Finance;2023-08-08

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