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Alexander David
Alexander David
Haskayne School of Business, University of Calgary
Verified email at ucalgary.ca - Homepage
Title
Cited by
Cited by
Year
Fluctuating confidence in stock markets: Implications for returns and volatility
A David
Journal of Financial and Quantitative Analysis 32 (4), 427-462, 1997
3611997
Heterogeneous beliefs, speculation, and the equity premium
A David
The Journal of Finance 63 (1), 41-83, 2008
2872008
What ties return volatilities to price valuations and fundamentals?
A David, P Veronesi
Journal of Political Economy 121 (4), 682-746, 2013
2802013
Inflation uncertainty, asset valuations, and the credit spreads puzzle
A David
The Review of Financial Studies 21 (6), 2487-2534, 2008
1412008
Controlling Information Premia by Repackaging Asset-Backed Securities
A David
Journal of Risk and Insurance, 619-648, 1997
1181997
Option prices with uncertain fundamentals: Theory and evidence on the dynamics of implied volatilities
A David, P Veronesi
Available at SSRN 199332, 2000
1142000
Option prices with uncertain fundamentals
A David, P Veronesi
working paper, University of Chicago, 2002
832002
Inflation and earnings uncertainty and volatility forecasts
A David, P Veronesi
Manuscript, University of Chicago, 2004
622004
Investors' and central bank's uncertainty embedded in index options
A David, P Veronesi
The Review of Financial Studies 27 (6), 1661-1716, 2014
47*2014
Inflation and earnings uncertainty and volatility forecasts: A structural form approach
A David, P Veronesi
Chicago GSB Research Paper, University of Calgary Haskyane School of …, 2008
472008
Inflation and earnings uncertainty and the volatility of asset prices: an empirical investigation
A David, P Veronesi
Manuscript, Graduate School of Business, University of Chicago, 2001
442001
Pricing the strategic value of putable securities in liquidity crises
A David
Journal of Financial Economics 59 (1), 63-99, 2001
392001
Why are banks highly interconnected
A David, A Lehar
Unpublished working paper. University of Calgary, 2011
312011
What ties return volatilities to fundamentals and price valuations?
A David, P Veronesi
Journal of Political Economy 121, 682-746, 2013
282013
Option prices with uncertain fundamentals: theory and evidence on the dynamics of implied volatilities and over-/underreaction in the options market
A David, P Veronesi
Working Paper, Graduate School of Business, University of Chicago, 1999
221999
Exploration activity, long-run decisions, and the risk premium in energy futures
A David
The Review of Financial Studies 32 (4), 1536-1572, 2019
162019
Fluctuating confidence and stock-market returns
A David
151993
The economics of the comovement of stocks and bonds
A David, P Veronesi
Handbook of Fixed‐Income Securities, 313-326, 2016
112016
Imperfect renegotiations in interbank financial networks
A David, A Lehar
Management Science 65 (5), 2342-2359, 2019
92019
Heterogeneous beliefs, trading risk, and the equity premium
A David
Board of Governors of the Federal Reserve System (US) Proceedings, 2004
92004
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