Turning Alphas into Betas: Arbitrage and Endogenous Risk T Cho Journal of Financial Economics, 2019 | 46* | 2019 |
Putting the price in asset pricing T Cho, C Polk Journal of Finance forthcoming, 2023 | 26* | 2023 |
Which asset pricing model do firms use? A revealed preference approach T Cho, A Salarkia A Revealed Preference Approach (July 29, 2022), 2022 | 6 | 2022 |
Scale or yield? A present-value identity T Cho, L Kremens, D Lee, C Polk The Review of Financial Studies 37 (3), 950-988, 2024 | 5 | 2024 |
The Present Value of Future Market Power T Cho, M Grotteria, L Kremens, H Kung Available at SSRN 3921171, 2023 | 3 | 2023 |
Asset Pricing of International Equity under Cross-Border Investment Frictions T Cho, A Tsiaras | 2* | 2019 |
Online Appendix to “Turning Alphas into Betas: Arbitrage and the Cross-Section of Risk” T Cho | | 2019 |
Driving out Speculators: Stock Market Fluctuations in a Natural Experiment T Cho | | 2019 |
The Impact of Tax Changes on the Macroeconomy: A New Approach Using Failed Tax Changes T Cho, Y Jung, B Sakthivel | | 2018 |
Driving out Speculators: Aggregate Stock Market Fluctuations in a Natural Experiment T Cho | | 2018 |
Essays in Asset Pricing and Macroeconomics T Cho Harvard University, 2017 | | 2017 |
Online Appendix to “Turning Alphas into Betas: Arbitrage and Endogenous Risk” T Cho | | 2016 |
Internet Appendix for “Putting the Price in Asset Pricing” T CHO, C POLK | | |