Expected Returns: An Investor's Guide to Harvesting Market Rewards

Bibliography

Acharya, Viral V.; Yakov Amihud; and Sreedhar T. Bharath (2010), “Liquidity risk of corporate bond returns,” New York University Stern School of Business working paper, available at SSRN: http://ssrn.com/abstract=1612287

Acharya, Viral; and Lasse H. Pedersen (2005), “Asset pricing with liquidity risk,” Journal of Financial Economics 77, 375–410.

Adrian, Tobias; Emanuel Moench; and Hyun Song Shin (2010), “Financial intermediation, asset prices and macroeconomic dynamics,” Federal Reserve Bank of New York, Staff Report 422.

Agarwal, Vikas; Gurdip S. Bakshi; and Joop Huij (2007), “Do higher-moment equity risks explain hedge fund returns?” Robert H. Smith School, Research Paper 06-066 available at SSRN: http://ssrn.com/abstract=1108635

Agarwal, Vikas; Naveen Daniel; and Narayan Y. Naik (2009) “Role of managerial incentives and discretion in hedge fund performance,” Journal of Finance 64, 2221–2256.

Aggarwal, Rajesh K.; and Philippe Jorion (2008), “The performance of emerging hedge fund managers,” working paper, available at SSRN: http://ssrn.com/abstract=1103215

AIMR (2002), “Proceedings of equity risk premium forum,” Association for Investment Management and Research (AIMR) and TIAA-CREF, available at http://www.cfapubs.org/toc/cp.1/2002/7/

Akerlof, George A.; and Robert J. Shiller (2009), Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism, Princeton, NJ: Princeton University Press.

Allen, Franklin; and Roni Michaely (2003), ...