| Bond risk premiums with machine learning D Bianchi, M Büchner, A Tamoni The Review of Financial Studies 34 (2), 1046-1089, 2021 | 465 | 2021 |
| Long-run risk and the persistence of consumption shocks F Ortu, A Tamoni, C Tebaldi The Review of Financial Studies 26 (11), 2876-2915, 2013 | 133 | 2013 |
| COVID-19 and the cross-section of equity returns: Impact and transmission L Bretscher, A Hsu, P Simasek, A Tamoni The Review of Asset Pricing Studies 10 (4), 705-741, 2020 | 109 | 2020 |
| The scale of predictability FM Bandi, B Perron, A Tamoni, C Tebaldi Journal of Econometrics 208 (1), 120-140, 2019 | 96 | 2019 |
| Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns CA Favero, AE Gozluklu, A Tamoni Journal of Financial and Quantitative Analysis 46 (5), 1493-1520, 2011 | 95 | 2011 |
| Spectral factor models FM Bandi, SE Chaudhuri, AW Lo, A Tamoni Journal of Financial Economics 142 (1), 214-238, 2021 | 82* | 2021 |
| Business-cycle consumption risk and asset prices FM Bandi, A Tamoni Journal of Econometrics 237 (2), 105447, 2023 | 67 | 2023 |
| Fiscal policy driven bond risk premia L Bretscher, A Hsu, A Tamoni Journal of Financial Economics 138 (1), 53-73, 2020 | 56* | 2020 |
| The real response to uncertainty shocks: The risk premium channel L Bretscher, A Hsu, A Tamoni Management Science 69 (1), 119-140, 2023 | 50* | 2023 |
| Value return predictability across asset classes and commonalities in risk premia F Baba Yara, M Boons, A Tamoni Review of Finance 25 (2), 449-484, 2021 | 44 | 2021 |
| Dynamic asset (mis) pricing: Build-up versus resolution anomalies JH Van Binsbergen, M Boons, CC Opp, A Tamoni Journal of Financial Economics 147 (2), 406-431, 2023 | 39 | 2023 |
| Horizon-specific macroeconomic risks and the cross-section of expected returns M Boons, A Tamoni SSRN, 2017 | 36 | 2017 |
| A persistence‐based Wold‐type decomposition for stationary time series F Ortu, F Severino, A Tamoni, C Tebaldi Quantitative Economics 11 (1), 203-230, 2020 | 32 | 2020 |
| New and old sorts: Implications for asset pricing F Baba-Yara, M Boons, A Tamoni Martijn and Tamoni, Andrea, New and Old Sorts: Implications for Asset …, 2020 | 30* | 2020 |
| Expectations and aggregate risk L Bretscher, A Malkhozov, A Tamoni Journal of Monetary Economics 123, 91-108, 2021 | 23* | 2021 |
| The supply channel of uncertainty shocks and the cross-section of returns: Evidence from the COVID-19 crisis L Bretscher, A Hsu, A Tamoni SSRN Electronic Journal, 2020 | 19 | 2020 |
| When it rains it pours: Cascading uncertainty shocks AM Diercks, A Hsu, A Tamoni Journal of Political Economy 132 (2), 694-720, 2024 | 13 | 2024 |
| Monetary policy and bond prices with drifting equilibrium rates CA Favero, A Melone, A Tamoni Journal of Financial and Quantitative Analysis 59 (2), 626-651, 2024 | 12 | 2024 |
| The multi-horizon dynamics of risk and returns A Tamoni Available at SSRN 2948595, 2011 | 12 | 2011 |
| Factor models with drifting prices CA Favero, A Melone, A Tamoni Working Paper, 2020 | 11 | 2020 |