A New Measure of Crisis Risk and Its Pricing in the Time Series and Cross-section of Stock Returns

LI, Tao (Principal Investigator / Project Coordinator)

Department of Economics and Finance

Project: Research

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2025
A disaster explanation of equity term structures
Wu, D., Sept 2025, In: Review of Finance. 29, 5, p. 1437-1465 29 p.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review