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Details about Robert F. Dittmar

E-mail:
Homepage:http://webuser.bus.umich.edu/rdittmar
Workplace:Ross School of Business, University of Michigan, (more information at EDIRC)

Access statistics for papers by Robert F. Dittmar.

Last updated 2012-05-17. Update your information in the RePEc Author Service.

Short-id: pdi90


Jump to Journal Articles

Working Papers

2007

  1. Cointegration and Consumption Risks in Asset Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Review of Financial Studies (2009)

Journal Articles

2009

  1. Basis Assets
    Review of Financial Studies, 2009, 22, (12), 5133-5174 Downloads View citations (14)
  2. Cointegration and Consumption Risks in Asset Returns
    Review of Financial Studies, 2009, 22, (3), 1343-1375 Downloads View citations (43)
    See also Working Paper (2007)

2008

  1. Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?
    Review of Financial Studies, 2008, 21, (5), 1983-2014 Downloads View citations (31)
  2. The timing of financing decisions: An examination of the correlation in financing waves
    Journal of Financial Economics, 2008, 90, (1), 59-83 Downloads View citations (25)

2005

  1. Consumption, Dividends, and the Cross Section of Equity Returns
    Journal of Finance, 2005, 60, (4), 1639-1672 Downloads View citations (121)
  2. Long-run risks and equity Returns
    Proceedings, 2005 Downloads View citations (1)

2003

  1. Purebred or hybrid?: Reproducing the volatility in term structure dynamics
    Journal of Econometrics, 2003, 116, (1-2), 147-180 Downloads View citations (12)
  2. Risk Adjustment and Trading Strategies
    Review of Financial Studies, 2003, 16, (2), 459-485 Downloads View citations (18)

2002

  1. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns
    Journal of Finance, 2002, 57, (1), 369-403 Downloads View citations (158)
  2. Quadratic Term Structure Models: Theory and Evidence
    Review of Financial Studies, 2002, 15, (1), 243-288 View citations (157)
 
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