Good and bad variance premia and expected returns M Kilic, I Shaliastovich Management Science 65 (6), 2522-2544, 2019 | 149 | 2019 |
Gold, platinum, and expected stock returns D Huang, M Kilic Journal of Financial Economics 132 (3), 50-75, 2019 | 131 | 2019 |
Risk, unemployment, and the stock market: A rare-event-based explanation of labor market volatility M Kilic, JA Wachter The Review of Financial Studies 31 (12), 4762-4814, 2018 | 79 | 2018 |
Learning, slowly unfolding disasters, and asset prices M Ghaderi, M Kilic, SB Seo Journal of Financial Economics 143 (1), 527-549, 2022 | 28 | 2022 |
Asset pricing implications of hiring demographics M Kilic SSRN, 2018 | 17 | 2018 |
Insensitive Investors C Charles, C Frydman, M Kilic Journal of Finance, 2023 | 16 | 2023 |
The Cross-Section of Investment and Profitability: Implications for Asset Pricing M Kilic, L Yang, MB Zhang Journal of Financial Economics 145 (3), 706-724, 2022 | 14* | 2022 |
Why do rational investors like variance at the peak of a crisis? A learning-based explanation M Ghaderi, M Kilic, SB Seo Journal of Monetary Economics 142, 103513, 2024 | 4 | 2024 |
Leverage Risk and Investment: The Case of Gold Clauses in the 1930s J Gomes, M Kilic, S Plante Available at SSRN 3342943, 2019 | 3 | 2019 |
The factor competition channel of interest rate transmission M Kilic, Z Zhang Available at SSRN, 2023 | 1 | 2023 |
Investing in Misallocation M Kilic, S Tuzel Available at SSRN 4464542, 2024 | | 2024 |
Risk and Risk-Free Rates M Kilic, Z Zhang, A Zotov Available at SSRN 4780149, 2024 | | 2024 |
Internet Appendix for “Gold, Platinum, and Expected Stock Returns” D Huang, M Kilic | | 2018 |
Internet Appendix for “Learning, Slowly Unfolding Disasters, and Asset Prices” M Ghaderi, M Kilic, SB Seo | | |