Variance premium, downside risk and expected stock returns B Feunou, R Lopez Aliouchkin, R Tédongap, L Xi Bank of Canada, 2017 | 35* | 2017 |
Homeowners' Risk Premia: Evidence from Zip Code Housing Returns E Eiling, E Giambona, R Lopez Aliouchkin, P Tuijp Available at SSRN 3312391, 2019 | 7 | 2019 |
Loss uncertainty, gain uncertainty, and expected stock returns B Feunou, R Lopez Aliouchkin, R Tédongap, L Xu Roméo and Xu, Lai, Loss Uncertainty, Gain Uncertainty, and Expected Stock …, 2019 | 6 | 2019 |
The cross-section of expected housing returns E Eiling, E Giambona, RL Aliouchkin, P Tuijp SSRN Electronic Journal, 2019 | 6 | 2019 |
The COVID-19 pandemic: supply chain disruption, wealth effects, and corporate responses K Aral, E Giambona, L Aliouchkin Social Science Research Network 3686744, 2020 | 4 | 2020 |
Downside Risk and the Cross-section of Corporate Bond Returns P Augustin, LF Cong, R Lopez Aliouchkin, R Tédongap Proceedings of Paris December 2020 Finance Meeting EUROFIDAI-ESSEC, 2020 | 3 | 2020 |
Global supply chain disruptions KD Aral, E Giambona, RL Aliouchkin, GM Phillips Working Paper, 2021 | 2 | 2021 |
The term structures of expected loss and gain uncertainty B Feunou, RL Aliouchkin, R Tédongap, L Xu Journal of Financial Econometrics 18 (3), 473-501, 2020 | 2 | 2020 |
Option-implied idiosyncratic and systematic risk in the cross-section of expected stock returns RL Aliouchkin Available at SSRN, 2015 | 1 | 2015 |
Option Pricing with Stochastic Conditional Skewness RL Aliouchkin Working Paper, 2015 | 1 | 2015 |
Board Gender Diversity and Buyer-Supplier Relationships K Aral, E Giambona, R Lopez Aliouchkin, Y Wang Available at SSRN 4717346, 2024 | | 2024 |
The Term Structures of Loss and Gain Uncertainty B Feunou, R Lopez Aliouchkin, R Tedongap, L Xu Bank of Canada, 2020 | | 2020 |
Essays in the financial economics RL Aliouchkin Stockholm School of Economics, 2016 | | 2016 |
Option-Implied Idiosyncratic and Systematic Risk in the Cross-Section of Expected Stock Returns RL Aliouchkin Available at SSRN, 2015 | | 2015 |