Anya Mkrtchyan & John Bai. What do outside CEOs really do? Evidence from plant-level data. 2023, Journal of Financial Economics 147, 27-48.
Chabi-Yo, F., Hitesh Doshi & Virgilio Zurita. Never a Dull Moment: Entropy Risk in Commodity Markets. 2023, Review of Asset Pricing Studies.
Anya Mkrtchyan & Udi Hoitash. Internal governance and outside directors’ connections to non-director executives. 2022, Journal of Accounting and Economics 73, 101436.
Chabi-Yo, F., Markus Huggenberger & Florian Weigert. Multivariate Crash Risk, Journal of Financial Economics, Volume 145, Issue 1, July 2022, Pages 129-153.
Bing Liang, George Jiang & Huacheng Zhan. Hedge Fund Manager Skills and Style-Shifting. 2021, Management Science 68, No. 3.
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, F., & Loudis, J. (2019). The conditional expected market return. Journal of Financial Economics (JFE), Forthcoming. http://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 Analysis, 53(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 Science. https://doi.org/10.1287/mnsc.2017.3017
Linn, M., Shive, S., & Shumway, T. (2017). Pricing kernel monotonicity and conditional information. The Review of Financial Studies, 31(2), 493-531. https://doi.org/10.1093/rfs/hhx095