Risk preferences and the macroeconomic announcement premium H Ai, R Bansal Econometrica 86 (4), 1383-1430, 2018 | 253 | 2018 |
Information Quality and Long‐Run Risk: Asset Pricing Implications H Ai The Journal of Finance 65 (4), 1333-1367, 2010 | 196 | 2010 |
Toward a quantitative general equilibrium asset pricing model with intangible capital H Ai, MM Croce, K Li The Review of Financial Studies, 2012, 2010 | 148 | 2010 |
Growth to value: Option exercise and the cross-section of equity returns H Ai, D Kiku Journal of Financial Economics, 2013, 2009 | 121* | 2009 |
News shocks and the production-based term structure of equity returns H Ai, MM Croce, AM Diercks, K Li The Review of Financial Studies 31 (7), 2423-2467, 2018 | 107* | 2018 |
Investment and CEO compensation under limited commitment H Ai, R Li Journal of Financial Economics 116 (3), 452-472, 2015 | 107 | 2015 |
The trade-off theory of corporate capital structure H Ai, MZ Frank, A Sanati Oxford research encyclopedia of economics and finance, 2020 | 75 | 2020 |
Volatility risks and growth options H Ai, D Kiku Management Science 62 (3), 741-763, 2016 | 71 | 2016 |
Financial intermediation and capital misallocation H Ai, K Li, F Yang Journal of financial economics 138 (3), 663-686, 2020 | 66 | 2020 |
The collateralizability premium H Ai, JE Li, K Li, C Schlag The Review of Financial Studies 33 (12), 5821-5855, 2020 | 59 | 2020 |
The cross section of the monetary policy announcement premium H Ai, LJ Han, XN Pan, L Xu Journal of Financial Economics 143 (1), 247-276, 2022 | 58 | 2022 |
Asset pricing with endogenously uninsurable tail risk H Ai, A Bhandari ECONOMETRICA 89 (3), 1471-1505, 2021 | 51 | 2021 |
A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching H Ai, D Kiku, R Li, J Tong Journal of Finance 76 (3), 317-356, 2021 | 51* | 2021 |
Information acquisition and the pre-announcement drift H Ai, R Bansal, LJ Han Available at SSRN 3964349, 2021 | 44 | 2021 |
Information quality and long-run risks: Asset pricing and welfare implications H Ai Unpublished 2696, 2007 | 25 | 2007 |
Information-driven volatility H Ai, LJ Han, L Xu Available at SSRN 3961096, 2022 | 18 | 2022 |
A quantitative model of dynamic moral hazard H Ai, D Kiku, R Li The Review of Financial Studies 36 (4), 1408-1463, 2023 | 15 | 2023 |
A model of the macroeconomic announcement premium with production H Ai, R Bansal, J Im, C Ying SSRN, 2018 | 13 | 2018 |
Identifying preference for early resolution from asset prices H Ai, R Bansal, H Guo, A Yaron National Bureau of Economic Research, 2023 | 12 | 2023 |
Equilibrium value and profitability premiums H Ai, JE Li, J Tong Working paper, 2022 | 10 | 2022 |