"Volatility, the Macroeconomy and Asset Prices."
Journal of Finance,
"Growth to Value: Option Exercise and the Cross-Section of Equity Returns."
Journal of Financial Economics,
"An Empirical Evaluation of the Long-Run Risks Model for Asset Prices."
Critical Finance Review,
"Cointegration and Long-Run Asset Allocation."
Journal of Business and Economic Statistics,
"Cointegration and Consumption Risks in Asset Returns."
Review of Financial Studies,