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Johnson, James A [Author] ; Paye, Bradley S. [Other]

Monetary Policy and Asset Prices : A Jumps-Based Approach to Identifying Monetary Surprises

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[S.l.]: SSRN, [2019]
Eaton, Gregory W. [Author] ; Paye, Bradley S. [Other]

Payout Yields and Stock Return Predictability : How Important is the Measure of Cash Flow?

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[S.l.]: SSRN, [2017]
Kapadia, Nishad [Author] ; Paye, Bradley S. [Other]

Estimating the Cost of Equity : Why Do Simple Benchmarks Outperform Factor Models?

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[S.l.]: SSRN, [2014]
Fleming, Jeff [Author] ; Paye, Bradley S. [Other]

High-Frequency Returns, Jumps and the Mixture of Normals Hypothesis

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[S.l.]: SSRN, [2006]
Easterwood, John C. [Author] ; Paye, Bradley S. [Other]; Xie, Yutong [Other]

Firm Uncertainty and Corporate Policies : The Role of Asymmetries

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[S.l.]: SSRN, [2020]
Kapadia, Nishad [Author] ; Linn, Matthew [Other]; Paye, Bradley S. [Other]

One Vol to Rule Them All : Common Volatility Dynamics in Factor Returns

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[S.l.]: SSRN, [2020]
Paye, Bradley S. [Author]

The Economic Value of Estimated Portfolio Rules Under General Utility Specifications

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[S.l.]: SSRN, [2012]
Paye, Bradley S. [Author]

Deja Vol : Predictive Regressions for Aggregate Stock Market Volatility Using Macroeconomic Variables

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[S.l.]: SSRN, [2011]
Paye, Bradley S. [Author] ; Timmermann, Allan [Other]

Instability of Return Prediction Models

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[S.l.]: SSRN, [2005]
Johnson, James A [Author] ; Medeiros, Marcelo C. [Other]; Paye, Bradley S. [Other]

Jumps in Stock Prices : New Insights from Old Data

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[S.l.]: SSRN, [2020]
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]
Grullon, Gustavo [Author] ; Paye, Bradley S. [Other]; Underwood, Shane [Other]; Weston, James [Other]

Has the Propensity to Pay Out Declined?

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[S.l.]: SSRN, [2007]
Easterwood, Sara [Author]; Paye, Bradley S. [Author]

High on High Sharpe Ratios : Optimistically Biased Factor Model Assessments

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[S.l.]: SSRN, 2023
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]
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
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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http://hdl.handle.net/10419/249730

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Rio de Janeiro: Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia, 2021
Paye, Bradley S.

‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables

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Elsevier BV, 2012

Published in: Journal of Financial Economics
Paye, Bradley S.

Deja Vol: Predictive Regressions for Aggregate Stock Market Volatility Using Macroeconomic Variables

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Elsevier BV, 2011

Published in: SSRN Electronic Journal
Paye, Bradley S.

Combination Approaches to Estimating Optimal Portfolios

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Elsevier BV, 2010

Published in: SSRN Electronic Journal
Easterwood, Sara; Paye, Bradley S.

High on High Sharpe Ratios: Optimistically Biased Factor Model Assessments

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Elsevier BV, 2023

Published in: SSRN Electronic Journal

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