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Selected Publications

Goetzmann, W. N., & Huang, S. (2018). Momentum in Imperial Russia. Journal of Financial Economics, 130(3), 579-591. https://doi.org/10.1016/j.jfineco.2018.07.008 Chabi-Yo

Goetzmann, W. N., & Huang, S. (2018). Momentum in Imperial Russia. Journal of Financial Economics130(3), 579-591. https://doi.org/10.1016/j.jfineco.2018.07.008

Chabi-Yo, F., & Loudis, J. (2019). The conditional expected market return. Journal of Financial Economics (JFE), Forthcominghttp://dx.doi.org/10.2139/ssrn.3033936

Chabi-Yo, F., Ruenzi, S., & Weigert, F. (2018). Crash sensitivity and the cross section of expected stock returns. Journal of Financial and Quantitative Analysis53(3), 1059-1100. DOI: https://doi.org/10.1017/S0022109018000121

Chabi-Yo, F., & Colacito, R. (2018). The Term Structures of Coentropy in International Financial Markets. Management Sciencehttps://doi.org/10.1287/mnsc.2017.3017

Linn, M., Shive, S., & Shumway, T. (2017). Pricing kernel monotonicity and conditional information. The Review of Financial Studies31(2), 493-531. https://doi.org/10.1093/rfs/hhx095