Search Results - "Dittmar, Robert"

Ex Ante Skewness and Expected Stock Returns by CONRAD, JENNIFER, DITTMAR, ROBERT F., GHYSELS, ERIC

“…We use option prices to estimate ex ante higher moments of the underlying individual securities' risk-neutral returns distribution. We find that individual…”
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Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations by Delikouras, Stefanos, Dittmar, Robert F

“…Abstract We investigate the empirical implications of the investment-based model of asset pricing for the Hansen-Jagannathan and Kozak-Nagel-Santosh discount…”
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Tonsil biopsy to detect chronic wasting disease in white-tailed deer (Odocoileus virginianus) by immunohistochemistry by Schneider, David A, Lehmkuhl, Aaron D, Spraker, Terry R, Dittmar, Robert O, Lockwood, Mitch A, Rollo, Susan, Nichols, Tracy A

“…Chronic wasting disease (CWD) continues to spread in wild and farmed cervid populations. Early antemortem CWD testing of farmed cervids is of considerable…”
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Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns by Dittmar, Robert F.

“…This paper investigates nonlinear pricing kernels in which the risk factor is endogenously determined and preferences restrict the definition of the pricing…”
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Evaluating the transmission dynamics and host competency of aoudad (Ammotragus lervia) experimentally infected with Mycoplasma ovipneumoniae and leukotoxigenic Pasteurellaceae by Thomas, Logan F, Clontz, Dallas, Nunez, Chase M, Dittmar, Robert O, Hernandez, Froylán, Rech, Raquel R, Cook, Walter E

“…Feral populations of aoudad (Ammotragus lervia) occur in Texas bighorn sheep (Ovis canadensis) habitat and pose several conceptual ecological threats to…”
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Cointegration and Consumption Risks in Asset Returns by Bansal, Ravi, Dittmar, Robert, Kiku, Dana

“…We argue that the cointegrating relation between dividends and consumption, a measure of long-run consumption risks, is a key determinant of risk premia at all…”
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Firm characteristics, consumption risk, and firm-level risk exposures by Dittmar, Robert F., Lundblad, Christian T.

“…We propose a novel approach to measuring firm-level risk exposures and costs of equity. Using a simple consumption-based asset pricing model that explains…”
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Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets? by Dittmar, Robert F., Yuan, Kathy

“…We analyze the impact of emerging-market sovereign bonds on emerging-market corporate bonds by examining their spanning enhancement, price discovery, and…”
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Consumption, Dividends, and the Cross Section of Equity Returns by BANSAL, RAVI, DITTMAR, ROBERT F., LUNDBLAD, CHRISTIAN T.

“…We show that aggregate consumption risks embodied in cash flows can account for the puzzling differences in risk premia across book-to-market, momentum, and…”
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Basis Assets by Ahn, Dong-Hyun, Conrad, Jennifer, Dittmar, Robert F.

“…This paper proposes a new method of forming basis assets. We use return correlations to sort securities into portfolios and compare the inferences drawn from…”
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Detection of CWD prions in naturally infected white-tailed deer fetuses and gestational tissues by PMCA by Bravo-Risi, Francisca, Soto, Paulina, Eckland, Thomas, Dittmar, Robert, Ramírez, Santiago, Catumbela, Celso S. G., Soto, Claudio, Lockwood, Mitch, Nichols, Tracy, Morales, Rodrigo

“…Chronic wasting disease (CWD) is a prevalent prion disease affecting cervids. CWD is thought to be transmitted through direct animal contact or by indirect…”
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Implied Default Probabilities and Losses Given Default from Option Prices by Conrad, Jennifer, Dittmar, Robert F, Hameed, Allaudeen

“…We propose a novel method of estimating default probabilities using equity options data. The resulting default probabilities are highly correlated with…”
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The timing of financing decisions: An examination of the correlation in financing waves by Dittmar, Amy K., Dittmar, Robert F.

“…Why do corporate financing events occur in waves? We challenge recent evidence of the importance of valuation cycles in driving financing waves by documenting…”
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HEMATOLOGY AND BIOCHEMICAL REFERENCE INTERVALS FOR FREE-RANGING PRONGHORN ( ANTILOCAPRA AMERICANA ) IN WEST TEXAS by Reeves, Ashley M, Gray, Shawn S, Harveson, Louis A, Hilton, Clayton D, Springer, Cary M, Conway, Warren C, Dittmar, Robert O

“…Pronghorn ( ) are considered a keystone species of North American grasslands and an important economic source for many landowners in Texas. Pronghorn…”
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Safety and Efficacy of Nalbuphine, Medetomidine, and Azaperone for Immobilizing Aoudad (Ammotragus lervia) by Thomas, Logan F., Nunez, Chase M., Dittmar, Robert O., Rech, Raquel R., Richison, Jack J., Lance, William R., Cook, Walter E.

“…We evaluated the safety and efficacy of nalbuphine (40 mg/mL), plus medetomidine (10 mg/mL), plus azaperone (10 mg/mL) under the premixed label NalMed-A. From…”
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Leisure Preferences, Long-Run Risks, and Human Capital Returns by Dittmar, Robert F., Palomino, Francisco, Yang, Wei

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Quadratic Term Structure Models: Theory and Evidence by Ahn, Dong-Hyun, Dittmar, Robert F., Gallant, A. Ronald

“…This article theoretically explores the characteristics underpinning quadratic term structure models (QTSMs), which designate the yield on a bond as a…”
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Risk Adjustment and Trading Strategies by Ahn, Dong-Hyun, Conrad, Jennifer, Dittmar, Robert F.

“…We assess the profitability of momentum strategies using a stochastic discount factor approach. In unconditional tests, approximately half of the strategies'…”
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Nonsubstitutable Consumption Growth Risk by Dittmar, Robert F., Schlag, Christian, Thimme, Julian

“…Standard applications of the consumption-based asset pricing model assume that goods and services within the nondurable consumption bundle are substitutes. We…”
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INFLATION PERSISTENCE AND FLEXIBLE PRICES by Dittmar, Robert D., Gavin, William T., Kydland, Finn E.

“…If the central bank follows an interest rate rule, then inflation is likely to be persistent, even when prices are fully flexible. Any shock, whether…”
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