The cross section of the monetary policy announcement premium
Ai, Hengjie, Han, Leyla Jianyu, Pan, Xuhui Nick, Xu, Lai
Published in Journal of financial economics (01.01.2022)
Published in Journal of financial economics (01.01.2022)
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Journal Article
News Shocks and the Production-Based Term Structure of Equity Returns
Ai, Hengjie, Croce, Mariano Max, Diercks, Anthony M., Li, Kai
Published in The Review of financial studies (01.07.2018)
Published in The Review of financial studies (01.07.2018)
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Journal Article
Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
Ai, Hengjie, Croce, Mariano Massimiliano, Li, Kai
Published in The Review of financial studies (01.02.2013)
Published in The Review of financial studies (01.02.2013)
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Journal Article
The Collateralizability Premium
Ai, Hengjie, Li, Jun E., Li, Kai, Schlag, Christian
Published in The Review of financial studies (01.12.2020)
Published in The Review of financial studies (01.12.2020)
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Journal Article
Identifying Preference for Early Resolution from Asset Prices
Ai, Hengjie, Bansal, Ravi, Guo, Hongye, Yaron, Amir
Published in NBER Working Paper Series (01.04.2023)
Published in NBER Working Paper Series (01.04.2023)
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Paper
The collateralizability premium
Ai, Hengjie, Li, Jun E, Li, Kai, Schlag, Christian
Published in IDEAS Working Paper Series from RePEc (01.01.2019)
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Published in IDEAS Working Paper Series from RePEc (01.01.2019)
Paper
Misallocation and risk sharing
Ai, Hengjie, Bhandari, Anmol, Chao, Ying, Chen, Yuchen
Published in IDEAS Working Paper Series from RePEc (01.01.2019)
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Published in IDEAS Working Paper Series from RePEc (01.01.2019)
Paper