Details about Serhiy Kozak

Access statistics for papers by Serhiy Kozak.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pko970

Working Papers

2023

1. Equity Term Structures without Dividend Strips Data
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article Equity Term Structures without Dividend Strips Data, Journal of Finance, American Finance Association (2024) View citations (1) (2024)
2. When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2020

3. Factor Timing
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
   See also Journal Article Factor Timing, The Review of Financial Studies, Society for Financial Studies (2020) (2020)

2017

4. Predicting Relative Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
5. Shrinking the Cross Section
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (48)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (26)
   See also Journal Article Shrinking the cross-section, Journal of Financial Economics, Elsevier (2020) View citations (110) (2020)

Journal Articles

2024

1. Equity Term Structures without Dividend Strips Data
   Journal of Finance, 2024, 79, (6), 4143-4196 View citations (1)
   See also Working Paper Equity Term Structures without Dividend Strips Data, NBER Working Papers (2023) View citations (1) (2023)

2022

2. Dynamics of bond and stock returns
   Journal of Monetary Economics, 2022, 126, (C), 188-209 View citations (5)

2020

3. Factor Timing
   The Review of Financial Studies, 2020, 33, (5), 1980-2018
   See also Working Paper Factor Timing, NBER Working Papers (2020) View citations (6) (2020)
4. Shrinking the cross-section
   Journal of Financial Economics, 2020, 135, (2), 271-292 View citations (110)
   See also Working Paper Shrinking the Cross Section, NBER Working Papers (2017) View citations (48) (2017)
5. Why do discount rates vary?
   Journal of Financial Economics, 2020, 137, (3), 740-751 View citations (8)

2018

6. Interpreting Factor Models
   Journal of Finance, 2018, 73, (3), 1183-1223 View citations (94)