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  11. Chen, Yong [Author] ; Eaton, Gregory W. [Other]; Paye, Bradley S. [Other]

    Micro(structure) before Macro? The Predictive Power of Aggregate Illiquidity for Stock Returns and Economic Activity

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    [S.l.]: SSRN, [2018]

  14. Easterwood, Sara [Author]; Netter, Jeffry M. [Author]; Paye, Bradley S. [Author]; Stegemoller, Mike [Author]

    Taking Over the Size Effect : Asset Pricing Implications of Merger Activity

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    [S.l.]: SSRN, [2022]

  15. Johnson, James A. [Author]; Medeiros, Marcelo C. [Author]; Paye, Bradley S. [Author]

    Jumps in stock prices: new insights from old data

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    Rio de Janeiro, RJ: Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro, [2021]

    Published in: Pontifícia Universidade Católica do Rio de Janeiro: Texto para discussão ; 682