Follow
Robert Dittmar
Title
Cited by
Cited by
Year
Nonlinear pricing kernels, kurtosis preference, and evidence from the cross section of equity returns
RF Dittmar
The Journal of Finance 57 (1), 369-403, 2002
9702002
Ex ante skewness and expected stock returns
J Conrad, RF Dittmar, E Ghysels
The Journal of Finance 68 (1), 85-124, 2013
8032013
Consumption, dividends, and the cross section of equity returns
R Bansal, RF Dittmar, CT Lundblad
The Journal of Finance 60 (4), 1639-1672, 2005
6402005
Quadratic term structure models: Theory and evidence
DH Ahn, RF Dittmar, AR Gallant
The Review of financial studies 15 (1), 243-288, 2002
5682002
Risk adjustment and trading strategies
DH Ahn, J Conrad, RF Dittmar
The Review of Financial Studies 16 (2), 459-485, 2003
2342003
The timing of financing decisions: An examination of the correlation in financing waves
AK Dittmar, RF Dittmar
Journal of Financial Economics 90 (1), 59-83, 2008
2262008
Cointegration and consumption risks in asset returns
R Bansal, R Dittmar, D Kiku
The Review of Financial Studies 22 (3), 1343-1375, 2009
1602009
Stock repurchase waves: An explanation of the trends in aggregate corporate payout policy
AK Dittmar, RF Dittmar
Available at SSRN 346548, 2002
1312002
Do sovereign bonds benefit corporate bonds in emerging markets?
RF Dittmar, K Yuan
The Review of Financial Studies 21 (5), 1983-2014, 2008
1112008
Basis assets
DH Ahn, J Conrad, RF Dittmar
The Review of Financial Studies 22 (12), 5133-5174, 2009
1102009
Purebred or hybrid?: Reproducing the volatility in term structure dynamics
DH Ahn, RF Dittmar, AR Gallant, B Gao
Journal of Econometrics 116 (1-2), 147-180, 2003
682003
Firm characteristics, consumption risk, and firm-level risk exposures
RF Dittmar, CT Lundblad
Journal of Financial Economics 125 (2), 326-343, 2017
422017
The timing of stock repurchases
AK Dittmar, RF Dittmar
Available at SSRN 911308, 2007
412007
Cross-market and cross-firm effects in implied default probabilities and recovery values
J Conrad, RF Dittmar, A Hameed
School of Business, National University of Singapore, 2014
392014
Momentum is not an anomaly
RF Dittmar, G Kaul, Q Lei
Available at SSRN 1027057, 2007
272007
Cointegration and consumption risks in asset returns
R Bansal, R Dittmar, D Kiku
National Bureau of Economic Research, 2007
272007
Cointegration and consumption risks in asset returns
R Bansal, R Dittmar, D Kiku
National Bureau of Economic Research, 2007
272007
Long run risks and equity returns
R Bansal, RF Dittmar, D Kiku
AFA 2007 Chicago Meetings Paper, 2006
222006
Skewness and the Bubble
J Conrad, RF Dittmar, E Ghysels
Unpublished working paper, University of North Carolina at Chapel Hill, 2008
202008
Quadratic Gaussian Models: Theory and Evidence. forthcoming
DH Ahn, RF Dittmar, AR Gallant
Review of Financial Studies, 2002
172002
The system can't perform the operation now. Try again later.
Articles 1–20