| Shrinking the cross section S Kozak, S Nagel, S Santosh Journal of Financial Economics 135 (2), 271-292, 2020 | 682 | 2020 |
| Interpreting factor models S Kozak, S Nagel, S Santosh Journal of Finance 73 (3), 1183-1223, 2018 | 417 | 2018 |
| Factor timing V Haddad, S Kozak, S Santosh Review of Financial Studies 33 (5), 1980-2018, 2020 | 125* | 2020 |
| Equity term structures without dividend strips data S Giglio, BT Kelly, S Kozak National Bureau of Economic Research, 2023 | 67 | 2023 |
| Kernel trick for the cross-section S Kozak Available at SSRN 3307895, 2020 | 38 | 2020 |
| Dynamics of bond and stock returns S Kozak Journal of Monetary Economics, 188-209, 2022 | 28* | 2022 |
| Banking Deregulation and Stock Market Participation S Kozak, D Sosyura Unpublished working paper, 2019 | 28* | 2019 |
| Why do discount rates vary? S Kozak, S Santosh Journal of Financial Economics 137 (3), 740-751, 2020 | 23* | 2020 |
| When do cross-sectional asset pricing factors span the stochastic discount factor? S Kozak, S Nagel National Bureau of Economic Research, 2023 | 20 | 2023 |
| Bond and foreign exchange risk premia S Kozak Working Paper, University of Chicago, 2011 | 5 | 2011 |
| Characteristics as Signal Processes: Asset Prices, Carry, and Risk Premia JW Bae, H Huang, S Kozak Working Paper, 2019 | 1 | 2019 |
| Internet Appendix to Shrinking the Cross-Section S Kozak, S Nagel, S Santosh | 1 | 2019 |
| Online Appendix to Why do discount rates vary? S Kozak, S Santosh | | 2019 |
Shrihari SantoshUniversity of Maryland在 umd.edu 的电子邮件经过验证
