College of Business: University of Illinois at Urbana-Champaign

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Dana Kiku

Assistant Professor of Finance

All Publications


Articles in Journals

Bansal, R., Kiku, D., Shaliastovich, I., Yaron, A. Forthcoming. Volatility, the Macroeconomy and Asset Prices. Journal of Finance

Ai, H., Kiku, D. 2013. Growth to Value: Option Exercise and the Cross-Section of Equity Returns. Journal of Financial Economics

Bansal, R., Kiku, D., Yaron, A. 2012. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. Critical Finance Review

Bansal, R., Kiku, D. 2011. Cointegration and Long-Run Asset Allocation. Journal of Business and Economic Statistics

Bansal, R., Dittmar, R., Kiku, D. 2009. Cointegration and Consumption Risks in Asset Returns. Review of Financial Studies

Working Papers

Ai, H., Kiku, D., Li, R. 2013. A Mechanism Design Model of Firm Dynamics: The Case of Limited Commitment

Ai, H., Kiku, D., Li, R. 2013. A Mechanism Design Model of Firm Dynamics: Moral Hazard with Limited Commitment

Bansal, R., Kiku, D., Ochoa, M. 2013. Climate Change and Growth Risks

Ai, H., Kiku, D. 2012. Volatility Risks and Growth Options

Bansal, R., Kiku, D., Yaron, A. 2012. Risks for the Long Run: Estimation with Time Aggregation

 

Contact Information:

(217) 244-0431
dka@illinois.edu


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UIUC College of Business