| Generating options-implied probability densities to understand oil market events DD Datta, JM Londono, LJ Ross Energy Economics 64, 440-457, 2017 | 43 | 2017 |
| Are Item 1A Risk Factors Priced? L Ross Available at SSRN 3359253, 2019 | 5 | 2019 |
| Are characteristic interactions important to the cross-section of expected returns? L Ross Available at SSRN 3862847, 2020 | 3 | 2020 |
| Risk exposures from risk disclosures: What they said and how they said it R Mazumder, S Pruitt, L Ross Available at SSRN, 2023 | 1 | 2023 |
| Essays in Empirical Asset Pricing LJ Ross Washington University in St. Louis, 2021 | 1 | 2021 |
| A Facilitated Interface to Generate a Combined Textual and Graphical Database System Using Widely Available Software C Lawson, K Larson, J Van Erdewyk, C Smith, A Rizzo, L Ross, M Rendell Journal of Software Engineering and Applications 5 (10), 789, 2012 | 1 | 2012 |
| Bottom Up vs Top Down: What Does Firm 10-K Tell Us? L Ross, J Horn, M Pilanci, KH Luo, G Zhou Available at SSRN 4747519, 2024 | | 2024 |
| Cash-Hedged Stock Returns CP Ross, L Ross FEDS Working Paper, 2022 | | 2022 |
| Common Stock Returns Are Not Equity Returns CP Ross, L Ross, SY Ross Yale ICF Working Paper, 2019 | | 2019 |
Seth PruittArizona State University, Finance DepartmentVerified email at asu.edu
