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  5. Jiang, Hao [Author]; Vayanos, Dimitri [Author]; Lu, Zheng [Author]

    Tracking biased weights: asset pricing implications of value-weighted indexing

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    [London]: [LSE Financial Markets Group], December 2020

    Published in: London School of Economics and Political Science: Discussion paper ; 823

  15. Di Maggio, Marco [Author]; Franzoni, Francesco [Author]; Kogan, Shimon [Author]; Xing, Ran [Author]

    Avoiding idiosyncratic volatility : flow sensitivity to individual stock returns

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    Geneva: Swiss Finance Institute, [2023]

    Published in: Swiss Finance Institute: Research paper series ; 2023,108

  20. Kita, Arben [Author]; Tortorice, Daniel L. [Author]

    Can risk models extract inflation expectations from financial market data? : evidence from the inflation protected securities of six countries

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    Worcester, Massachusetts: Department of Economics, College of the Holy Cross, April 2018

    Published in: College of the Holy Cross: Faculty research series ; 2018,01