A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
Bakshi, Gurdip, Chabi-Yo, Fousseni, Gao, Xiaohui
Published in The Review of financial studies (01.02.2018)
Published in The Review of financial studies (01.02.2018)
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Journal Article
Crash Sensitivity and the Cross Section of Expected Stock Returns
Chabi-Yo, Fousseni, Ruenzi, Stefan, Weigert, Florian
Published in Journal of financial and quantitative analysis (01.06.2018)
Published in Journal of financial and quantitative analysis (01.06.2018)
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Journal Article
Multivariate crash risk
Chabi-Yo, Fousseni, Huggenberger, Markus, Weigert, Florian
Published in Journal of financial economics (01.07.2022)
Published in Journal of financial economics (01.07.2022)
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Journal Article
New Entropy Restrictions and the Quest for Better-Specified Asset-Pricing Models
Bakshi, Gurdip, Chabi-Yo, Fousseni
Published in Journal of financial and quantitative analysis (01.12.2019)
Published in Journal of financial and quantitative analysis (01.12.2019)
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Journal Article
State Dependence Can Explain the Risk Aversion Puzzle
Chabi-Yo, Fousseni, Garcia, René, Renault, Eric
Published in The Review of financial studies (01.04.2008)
Published in The Review of financial studies (01.04.2008)
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Journal Article
A new approach to measuring riskiness in the equity market: Implications for the risk premium
Bali, Turan G., Cakici, Nusret, Chabi-Yo, Fousseni
Published in Journal of banking & finance (01.08.2015)
Published in Journal of banking & finance (01.08.2015)
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Journal Article
Aggregation of preferences for skewed asset returns
Chabi-Yo, Fousseni, Leisen, Dietmar P.J., Renault, Eric
Published in Journal of economic theory (01.11.2014)
Published in Journal of economic theory (01.11.2014)
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Journal Article
Multivariate crash risk
Chabi-Yo, Fousseni, Huggenberger, Markus, Weigert, Florian
Published in IDEAS Working Paper Series from RePEc (01.01.2021)
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Published in IDEAS Working Paper Series from RePEc (01.01.2021)
Paper
Multivariate Crash Risk
Chabi-Yo, Fousseni, Huggenberger, Markus, Weigert, Florian
Published in IDEAS Working Paper Series from RePEc (01.01.2019)
Get full text
Published in IDEAS Working Paper Series from RePEc (01.01.2019)
Paper