| Bond risk premiums with machine learning D Bianchi, M Büchner, A Tamoni The Review of Financial Studies 34 (2), 1046-1089, 2021 | 366 | 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 | 118 | 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 | 99 | 2020 |
| The scale of predictability FM Bandi, B Perron, A Tamoni, C Tebaldi Journal of Econometrics 208 (1), 120-140, 2019 | 89 | 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 | 89 | 2011 |
| Business-cycle consumption risk and asset prices FM Bandi, A Tamoni Journal of Econometrics 237 (2), 105447, 2023 | 61 | 2023 |
| Spectral factor models FM Bandi, SE Chaudhuri, AW Lo, A Tamoni Journal of Financial Economics 142 (1), 214-238, 2021 | 51 | 2021 |
| 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 | 35 | 2021 |
| Fiscal policy driven bond risk premia L Bretscher, A Hsu, A Tamoni Journal of Financial Economics 138 (1), 53-73, 2020 | 31 | 2020 |
| 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 | 30 | 2023 |
| 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 | 28 | 2020 |
| The real response to uncertainty shocks: The risk premium channel L Bretscher, A Hsu, A Tamoni Management Science 69 (1), 119-140, 2023 | 26 | 2023 |
| Persistent and transitory components of characteristics: Implications for asset pricing F Baba Yara, M Boons, A Tamoni Martijn and Tamoni, Andrea, Persistent and Transitory Components of …, 2020 | 19 | 2020 |
| The multi-horizon dynamics of risk and returns A Tamoni Available at SSRN 2948595, 2011 | 12 | 2011 |
| When it rains it pours: Cascading uncertainty shocks AM Diercks, A Hsu, A Tamoni Journal of Political Economy 132 (2), 694-720, 2024 | 10 | 2024 |
| Factor models with drifting prices CA Favero, A Melone, A Tamoni Available at SSRN 3418352, 2019 | 10 | 2019 |
| Implications of return predictability for consumption dynamics and asset pricing CA Favero, F Ortu, A Tamoni, H Yang Journal of Business & Economic Statistics 38 (3), 527-541, 2020 | 8 | 2020 |
| Mind the (convergence) gap: Bond predictability strikes back! A Berardi, M Markovich, A Plazzi, A Tamoni Management Science 67 (12), 7888-7911, 2021 | 6 | 2021 |
| Demographics and US stock market fluctuations CA Favero, A Tamoni CESifo Economic Studies 57 (1), 25-43, 2011 | 6 | 2011 |
| Implementing stochastic volatility in DSGE models: a comment L Bretscher, A Hsu, A Tamoni Macroeconomic Dynamics 24 (4), 935-950, 2020 | 3 | 2020 |
