Fousseni Chabi-Yo - Publications, H-index & Citations

Fousseni Chabi-Yo

University System of Ohio

17H指数

66论文数

1.2K被引数

收录论文 8

发表时间

An Intertemporal Risk Factor Model 一个跨期风险因子模型

MANAGEMENT SCIENCE

IF4.9

2024-11-08

PREAI

Chabi-Yo, Fousseni; Goncalves, Andrei S.; Loudis, Johnathan A.

New Entropy Restrictions and the Quest for Better-Specified Asset-Pricing Models

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2018-11-15

PREAI

Bakshi, Gurdip; Chabi-Yo, Fousseni

Crash Sensitivity and the Cross Section of Expected Stock Returns

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2018-06-13

OAAI

Chabi-Yo, Fousseni; Ruenzi, Stefan; Weigert, Florian

A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem

REVIEW OF FINANCIAL STUDIES

IF5.4

2017-09-25

OAAI

Bakshi, Gurdip; Chabi-Yo, Fousseni; Gao, Xiaohui

A new approach to measuring riskiness in the equity market: Implications for the risk premium 一种衡量股票市场风险的新方法: 对风险溢价的影响

JOURNAL OF BANKING & FINANCE

IF3.8

2015-08-01

PREAI

Bali, Turan G.; Cakici, Nusret; Chabi-Yo, Fousseni

Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors

JOURNAL OF BANKING & FINANCE

IF3.8

2011-08-01

PREAI

Chabi-Yo, Fousseni

State dependence can explain the risk aversion puzzle

REVIEW OF FINANCIAL STUDIES

IF5.4

2007-12-17

PREAI

Chabi-Yo, Fousseni; Garcia, Rene; Renault, Eric

Conditioning information and variance bounds on pricing kernels with higher-order moments: Theory and evidence

REVIEW OF FINANCIAL STUDIES

IF5.4

2007-11-20

OAAI

Chabi-Yo, Fousseni

研究方向