Fousseni Chabi-Yo

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Turan BaliRobert Parker Chair Professor of Finance, Georgetown UniversityZweryfikowany adres z georgetown.edu
Nusret CakiciFordham UniversityZweryfikowany adres z fordham.edu
Gurdip BakshiProfessor of FinanceZweryfikowany adres z temple.edu
Rene GarciaProfessor, Université de MontréalZweryfikowany adres z umontreal.ca
Stefan RuenziUniversity of MannheimZweryfikowany adres z uni-mannheim.de
Johnathan LoudisAssistant Professor of Finance, University of Notre Dame Mendoza College of BusinessZweryfikowany adres z nd.edu
Dietmar LeisenProfessor of Banking, University of MainzZweryfikowany adres z uni-mainz.de
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillZweryfikowany adres z unc.edu
Zhaogang SongThe Johns Hopkins Carey Business SchoolZweryfikowany adres z jhu.edu
Ric ColacitoProfessor of Finance, UNC Chapel Hill; National Bureau of Economic ResearchZweryfikowany adres z unc.edu
Andrei S GonçalvesAssociate Professor of Finance, The Ohio State UniversityZweryfikowany adres z osu.edu
Hitesh DoshiUniversity of HoustonZweryfikowany adres z bauer.uh.edu
Yan LiuChair Professor of Finance, Tsinghua UniversityZweryfikowany adres z sem.tsinghua.edu.cn

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Fousseni Chabi-Yo

Isenberg School of Management, University of Massachusetts-Amherst

Zweryfikowany adres z isenberg.umass.edu - Strona główna

Asset Pricing Theory Empirical Asset Pricing Financial Econometrics


Tytuł Sortuj wg cytatów Sortuj wg roku Sortuj wg tytułu	Cytowane przez Cytowane przez	Rok
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	206	2018
Pricing kernels with stochastic skewness and volatility risk F Chabi-Yo Management Science 58 (3), 624-640, 2012	157	2012
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	152	2008
The conditional expected market return F Chabi-Yo, J Loudis Journal of Financial Economics 137 (3), 752-786, 2020	79	2020
A generalized measure of riskiness TG Bali, N Cakici, F Chabi-Yo Management science 57 (8), 1406-1423, 2011	76	2011
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	65	2018
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	62	2012
Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem? MR King, M Padalko Bank of Canada, 2005	45*	2005
Aggregation of preferences for skewed asset returns F Chabi-Yo, DPJ Leisen, E Renault Journal of Economic Theory 154, 453-489, 2014	44	2014
Multivariate crash risk F Chabi-Yo, M Huggenberger, F Weigert Journal of Financial Economics 145 (1), 129-153, 2022	42	2022
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	39	2008
Explaining the idiosyncratic volatility puzzle using stochastic discount factors F Chabi-Yo Journal of Banking & Finance 35 (8), 1971-1983, 2011	35	2011
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	33	2023
Crash sensitivity and the cross-section of expected stock returns S Ruenzi, F Weigert	29	2013
Default risk, idiosyncratic coskewness and equity returns F Chabi-Yo, J Yang Idiosyncratic Coskewness And Equity Returns (March 16, 2010), 2010	29	2010
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	18	2015
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	14	2007
A decomposition of conditional risk premia and implications for representative agent models F Chabi-Yo, JA Loudis Management Science 70 (10), 6804-6834, 2024	12	2024
Implications of asymmetry risk for portfolio analysis and asset pricing F Chabi-Yo, D Leisen, E Renault Bank of Canada, 2007	12	2007
Recovering the probability weights of tail events with volatility risk from option prices F Chabi-Yo, Z Song Working Paper, Ohio State, 2013	11	2013

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