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Fousseni Chabi-Yo

15 works· latest 2022· 3 institutionscluster: provisionalORCID 0000-0001-8200-9372

h-index15

i1015

Citations977

Works here15

Most cited in this library

Crash Sensitivity and Cross-Section of Expected Stock Returns2016 · 163 citations
Pricing Kernels with Stochastic Skewness and Volatility Risk2011 · 139 citations
State Dependence Can Explain the Risk Aversion Puzzle2007 · 121 citations
The conditional expected market return2020 · 104 citations
A Generalized Measure of Riskiness2011 · 58 citations

Works

15 shown

Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks

Management Science·2022·3 authors

48citations

Multivariate crash risk

Alexandria (UniSG) (University of St.Gallen)·2022·3 authors

35citations

The conditional expected market return

Journal of Financial Economics·2020·2 authors·Open access

104citations

The Term Structures of Coentropy in International Financial Markets

Management Science·2018·2 authors·Open access

26citations

Crash Sensitivity and the Cross Section of Expected Stock Returns

Journal of Financial and Quantitative Analysis·2018·3 authors·Open access

44citations

Crash Sensitivity and Cross-Section of Expected Stock Returns

Alexandria (UniSG) (University of St.Gallen)·2016·3 authors

163citations

A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem

Review of Financial Studies·2016·3 authors·Open access

56citations

Aggregation of preferences for skewed asset returns

Journal of Economic Theory·2014·3 authors

36citations

Variance bounds on the permanent and transitory components of stochastic discount factors

Journal of Financial Economics·2012·2 authors

55citations

Pricing Kernels with Stochastic Skewness and Volatility Risk

Management Science·2011·1 author·Open access

139citations

A Generalized Measure of Riskiness

Management Science·2011·3 authors

58citations

Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors

Journal of Banking & Finance·2011·1 author

25citations

Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors

SSRN Electronic Journal·2011·2 authors·preprint·Open access

29citations

State Dependence Can Explain the Risk Aversion Puzzle

Review of Financial Studies·2007·3 authors

121citations

Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence

Review of Financial Studies·2007·1 author·Open access

38citations