Idiosyncratic Volatility and the ICAPM
Bing Han (Rotman School of Management, University of Toronto)
Pricing Event Risk: Evidence from Concave Implied Volatility Curves
Alexandros Kostakis (University of Liverpool Management School, Alliance Manchester Business School)
The Financial (In)Stability Real Interest Rate, R**
Gianluca Benigno (University of Lausanne and Federal Reserve Bank of New York)
Speculator Spreading Pressure and the Commodity Futures Risk Premium
Arie Gozluklu (Warwick Business School)