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Counterparty Risk: Implications for Network Linkages and Asset Prices
16 references·1 citing·36 second hop
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2014A five-factor asset pricing model7,841 cited
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  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2015Measuring Uncertainty2,908 cited
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  • 2013Organization Capital and the Cross‐Section of Expected Returns1,005 cited
  • 2006Trade Credit: Suppliers as Debt Collectors and Insurance Providers980 cited
  • 2017Intermediary asset pricing: New evidence from many asset classes

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  • 2023The use of asset growth in empirical asset pricing models31 cited