Centre for Asset Pricing Research (CAPR)
The Centre for Asset Pricing Research (CAPR) serves as a bridge between academia and the financial industry.
2024
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Ragnar Enger Juelsrud and Ella Getz Wold
Management Science. Doi: 10.1287/mnsc.2023.00987.
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Paolo Giordani
Journal of Financial Econometrics, p. 1-29. Doi: 10.1093/jjfinec/nbae028
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Tetiana Davydiuk, Tatyana Marchuk and Samuel Rosen
Journal of Financial Economics, 162. Doi: 10.1016/j.jfineco.2024.103946
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Thomas F. Cooley, Espen Henriksen & Charlie Nusbaum
European Economic Review, 169, p. 1-29. Doi: 10.1016/j.euroecorev.2024.104829
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Andreas Fagereng, Helene Onshuus and Kjersti N. Torstensen
Journal of Monetary Economics. March 2024. Journal of Monetary Economics, p. 1-20. Doi : 10.1016/j.jmoneco.2024.103578
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Matti Keloharju, Samuli Knüpfer, Dagmar Müller & Joacim Tåg
Research Policy, 53(8). Doi: 10.1016/j.respol.2024.105078
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Spencer Andrews, Riccardo Colacito, Mariano M. Croce & Federico Gavazzoni
Journal of Financial Economics, 159. Doi: 10.1016/j.jfineco.2024.103874
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Sebastien Betermier, Laurent Calvet, Samuli Knüpfer & Jens Sørlie Kværner
Journal of Finance. Forthcoming. Doi: 10.2139/ssrn.3795690
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Costas Xiouros and Fernando Zapatero
Journal of Financial Economics. Doi: 10.1016/j.jfineco.2023.103774
2023
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Gauti B Eggertsson, Ragnar E. Juelsrud, Lawrence H. Summers and Ella Getz Wold
Review of Economic Studies. Doi: 10.1093/restud/rdad085
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Paul Ehling & Costas Xiouros
Social Science Research Network (SSRN). Doi: 10.2139/ssrn.4558796
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Tetiana Davydiuk, Tatyana Marchuk and Samuel Rosen
Review of Financial Studies. Doi: 10.1093/rfs/hhad081
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Iván Alfaro, Nick Bloom, and Xiaoji Lin
Journal of Political Economy, 132(2), p. 577-615. Doi: 10.1086/726230
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Alain Chaboud, Dagfinn Rime & Vladyslav Sushko
Research Handbook of Financial Markets, chap. 12, p. 252-275. Doi: 10.4337/9781800375321.00020
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Sven Klingler and Suresh Sundaresan
Journal of Monetary Economics. Doi: 10.1016/j.jmoneco.2023.01.002
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Richard Priestley and Stig Møller
Journal of Financial and Quantitative Analysis. Doi: 10.1017/S0022109021000715
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Ivan Alfaro, Nicholas Bloom and Xiaoji Lin
Journal of Political Economy. Doi: 10.1086/726230
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Mariano Massimiliano Croce, Tatyana Marchuk and Christian Schlag
The Review of financial studies. Doi: 10.1093/rfs/hhad009
2022
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Ilan Cooper, Andrea Mitrache and Richard Priestley
Journal of Financial and Quantitative Analysis.
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Samuli Knüpfer, Elias Rantapuska and Matti Sarvimäki
Review of Finance. Doi: 10.1093/rof/rfac060 (2022)
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Sven Klingler
Critical Finance Review, 11(3-4), p. 505-539. Doi: 10.1561/104.00000119
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Dagfinn Rime, Andreas Schrimpf and Olav Syrstad
Review of Financial Studies. Volume 35, Issue 11, November 2022, Pages 5185–5227). Doi: 10.1093/rfs/hhac026
2021
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Nicole Branger, Patrick Konermann, Christoph Meinerding and Christian Schlag
Review of Finance, Volume 25, Issue 3, May 2021, Pages 777-818.
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Andreas Fagereng, Magne Mogstad and Marte Rønning
Journal of Political Economy, 129 (3) pp. 703-756, 2021.
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Martin B. Holm, Andreas Fagereng and Gisle J. Natvik
American Economic Journal: Macroeconomics, 13 (3) pp. 1-54, 2021.
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Sven Klingler and Olav Syrstad
Journal of Financial Economics, 141(2), s. 783- 801.
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Gauti Eggertsson, Jacob Robbins and Ella Getz Wold
Journal of Monetary Economics.
2020
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Andreas Fagereng, Luigi Guiso, Davide Malacrino and Luigi Pistaferri
Econometrica, 88(1), s. 115- 170.
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Federico Gavazzoni and Ana Maria Santacreu
Journal of Financial Economics, 136(2).
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Martin Blomhoff Holm, Andreas Fagereng and Kjersti Næss Thorstensen
Journal of Economic and Social Measurement, 45 (1) pp. 65-81, 2020.
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Victoria Atanasov, Stig Møller and RIchard Priestley
Journal of Finance, s. 1- 37.
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Gisle James Natvik, Dagfinn Rime and Olav Syrstad
Journal of International Money and Finance, 103(May), s. 1- 22.
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Frank J. Fabozzi, Sven Klingler, Pia Mølgaard and Mads Stenbo Nielsen
Journal of Financial Intermediation, Volume 46 (2021), article 100868
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Ragnar Enger Juelsrud and Ella Getz Wold
Journal of Financial Intermediation.
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Zanhui Chen, Ilan Cooper, Paul Ehling and Costas Xiouros
Management Science
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Geir Høidal Bjønnes, Carol L. Osler and Dagfinn Rime
International Journal of Finance and Economics.
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Victoria Anastov, Stig Muller and Richard Priestley
Journal of Finance, s. 1- 37, 2020.
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Andreas Fagereng, Luigi Guiso, Davide Malacrino and Luigi Pistaferri
Econometrica, Vol. 88, No.1, 115–170, 2020.
2019
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Martin D. D. Evans and Dagfinn Rime
Hamilton, Jonathan H. (red.). Oxford Research Encyclopedias: Economics and Finance.
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Nicole Branger, Patrick Konermann and Christian Schlag
Journal of Financial and Quantitative Analysis, 2019.
2018
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Federico Gavazzoni, Riccardo Colacito, Mariano Massimiliano Croce and Robert Ready
Journal of Finance, 73(6), 2018
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Luigi Guiso, Andreas Fagereng and Luigi Pistaferri
Review of Economic Studies, 85 (1) pp.437-474, 2018.
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Ilan Cooper, Panayiotis Andreou, Ignacio Garcia de Olalla Lopez and Christodoulos Louca
Journal of Empirical Finance, 49, s. 142- 156.
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Renee B. Adams, Matti Keloharju and Samuli Knüpfer
Journal of Financial Economics. Volume 130(2), 392-408, 2018.
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Ilan Cooper and Paolo Maio
Journal of Financial and Quantitative Analysis, 2018.
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Sven Kingler and David Lando
The Review of financial studies, 31(5), s. 1856- 1895, 2018.
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Espen Henriksen and Thomas Cooley
Journal of Monetary Economics, 93, s. 45- 62, 2018.
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Ilan Cooper and Paolo Maio
Management Science, 65(9), s. 3988- 4010, 2018.
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Sven Kingler and Suresh Sundaresan
Journal of Finance, 74(2), s. 675- 710, 2018.
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Paul Ehling, Alessandro Graniero and Christian Heyerdahl-Larsen
The Review of Economic Studies, 85(3), s. 1752- 1780, 2018.
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Paul Ehling, Michael F. Gallmeyer, Sanjay Srivastava and Chunyu Yang
Management Science, 64(9), s. 4157- 4176, 2018.
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Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen and Philipp Illeditsch
Journal of Financial Economics, 127(3), s. 459- 484, 2018.
2017
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Andreas Fagereng and Elin Halvorsen
Journal of Economic and Social Measurement, 42 (1) pp.67-100, 2017.
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Andreas Fagereng, Charles Gottlieb and Luigi Guiso
Journal of Finance, 72 (2) pp.705-750, 2017.
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Luigi Guiso, Andreas Fagereng and Luigi Pistaferri
American Economic Review: Papers & Proceedings, 107 (5) pp.393-397, 2017.
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Samuli Knüpfer, Elias Henrikki Rantapuska and Matti Sarvimäki
Journal of Finance. Volume 72(1), pp. 133-166. 2017.
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Paul Ehling and Christian Heyerdahl-Larsen
Correlations
Management Science. Volume 63, pp. 1919-1937, 2017.
2016
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Andreas Fagereng, Cristoph Basten and Kjetil Telle
Journal of Money, Credit and Banking, 48 (2-3) pp.293-324, 2016.
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Andreas Fagereng, Luigi Guiso, Davide Malacrino and Luigi Pistaferri
American Economic Review: Papers & Proceedings, 106 (5) pp.651-655, 2016.
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Dagfinn Rime and Martin D.D. Evans
Journal of International Money and Finance, 69(Dec.), s. 45- 68.
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Ilan Cooper and Richard Priestley
The Expected Returns and Valuations of Private and Public Firms
Journal of Financial Economics. Volume 120(1) pp. 41-57, 2016.
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Juan-Pedro Gomez, Richard Priestley and Fernando Zapatero
Labor Income, Relative Wealth Concerns, and the Cross-Section of Stock Returns
Journal of Financial and Quantitative Analysis. Volume 51(4) pp. 1111-1133, 2016.
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Mark Grinblatt, Seppo Ikäheimo, Matti Keloharju and Samuli Knüpfer
Management Science. Volume 62(4), pp. 924-944. 2016.
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Markku Kaustia, Samuli Knüpfer and Sami Torstila
Management Science. Volume 62(4), pp. 945-963. 2016.
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Francis Breedon, Dagfinn Rime and Paolo Vitale
Journal of Money, Credit and Banking, 48(6), s. 1113- 1134, 2016.
2015
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Paul Ehling and Christian Heyerdahl-Larsen
Journal of Economic Theory, 160, s. 438- 462, 2015.
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Marcel Fratzscher, Dagfinn Rime, Lucio Sarno, and Gabriele Zinna
Journal of Monetary Economics, Volume 70, March 2015, Pages 1–21
2014
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David Backus, Thomas Cooley and Espen Henriksen
Demography and Low-Frequency Capital Flow
Journal of International Economics 92:1 (2014).
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Andreas Fagereng, Christoph Basten and Kjetil Telle
Economic Journal, 124 (576) pp.540-568, 2014.
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Geir Høidal Bjønnes, Steinar Holden, Dagfinn Rime and Haakon O. Aa Solheim
The Scandinavian Journal of Economics, Volume 116.(2) p. 506-538, 2014.
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Yin-Wong Cheung and Dagfinn Rime
Journal of International Money and Finance, Volume 49, Part A, Pages 170-189, 2014.
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Tompaidis and Chunyu (Ben) Yang
Journal of Computational Finance, Volume 18(1) p.1-23, 2014.
2013
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Patrick Konermann, Christoph Meinerding and Olga Sedova
Review of Financial Economics, 2013, 22(1), 36-46.
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Michael R. King, Carol L. Osler and Dagfinn Rime
Journal of International Money and Finance, 38, s. 95- 119.
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Espen Henriksen, Finn Kydland and Roman Šustek
Journal of Monetary Economics, Volume 60(6), pp. 613-631, 2013.
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Herve Roche, Stathis Tompaidis and Chunyu (Ben) Yang
Journal of Financial Economics, Volume 109, Issue 3, September 2013, Pages 775-796.
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Ilan Cooper and Richard Priestley
Review of Finance, Volume 17, No. 3, July 2013, Pages 1029-1064.
2012
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Dagfinn Rime, Lucio Sarno and Elvira Sojli
Journal of International Economics, 80(1), s. 72- 88.
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Matti Keloharju, Samuli Knüpfer and Juhani T. Linnainmaa
Review of Financial Studies, 2012.
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Espen Henriksen and Steve Spear
Journal of Economic Theory 147:2 (2012)
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Samuli Knüpfer and Markku Kaustia
Journal of Financial Economics, 2012.
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Dagfinn Rime, Hans Jørgen Tranvåg
Pacific Economic Review, 17(3), s. 434- 466.
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Ilan Cooper and Richard Priestley
Review of Finance, 17(3), s. 1029- 1064.
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Ian Garrett and Richard Priestley
Journal of Financial and Quantitative Analysis, Volume 47, No. 05, 2012, Page 1003-1028.
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Vikas Agarwal, Juan-Pedro Gomez and Richard Priestley
Journal of Economic Dynamics and Control, Volume 36, Issue 10, October 2012, Pages 1600-1625.
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Long Chen, Zhi Da, and Richard Priestley
Management Science, Volume 58, No. 10, October 2012.
2011
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Ilan Cooper and Richard Priestley
Journal of Financial Economics, 2011.
2010
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Espen Henriksen and Finn E. Kydland
Review of Economic Dynamics 13:2 (2010)
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David K. Backus, Federico Gavazzoni, Christopher Telmer and Stanley E. Zin
Social Science Research Network (SSRN)
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Pål Boug and Andreas Fagereng
Applied Economics, 42 (7) pp.851-864, 2010.
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Costas Xiouros and Fernando Zapatero
The Representative Agent of an Economy with External Habit-Formation and Heterogeneous Risk-Aversion
Review of Financial Studies, 2010.
2009
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Richard Priestley and Ilan Cooper
The Review of financial studies, 22(7), s. 2801- 2833.
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Farooq Q. Akram, Dagfinn Rime and Lucio Sarno
Journal of Banking & Finance, 33(10), s. 1741- 1754.
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Juan-Pedro Gómez, Richard Priestley and Fernando Zapatero
Journal of Finance 2009. Vol, 64.(6) p. 2703-2730.
2008
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Samuli Knüpfer and Elias Rantapuska
Review of Finance, 2008.
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Dave Backus, Kjetil Storesletten and Espen Henriksen
Taxes and the Global Allocation of Capital
Journal of Monetary Economics 55:1 (2008)
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Matti Keloharju, Samuli Knüpfer and Sami Torstila
Review of Financial Studies, 2008.
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Markku Kaustia and Samuli Knüpfer
Journal of Finance, 2008.
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Genaro Sucarrat, Luc Bauwens and Dagfinn Rime
Bauwenns, Luc; Pohlmeier, Winfried & Veredas, David (red.). High-Frequency Financial Econometrics.
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Farooq Q. Akram, Dagfinn Rime and Lucio Sarno
Journal of International Economics, 76, s. 237- 253.
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Daniel Aunon-Nerin and Paul Ehling
Journal of Financial Economics 2008. Vol, 90.(3) p. 298-312.
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David K. Backus, Espen Henriksen and Kjetil Storesletten
Journal of Monetary Economics, Volume 55(1), pp. 48-61, 2008.
2007
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David Saunders, Costas Xiouros and Stavros Zenios
Annals of Operations Research, 152(1), s. 49- 77.
2006
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Luc Bauwens, Dagfinn Rime and Genaro Sucarrat
Empirical Economics, 30, s. 889- 911, 2006.
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Marios Neroupposm, David Saunders, Costas Xiouros and Stavros Zenios
Multinational Finance Journal, 10(3), s. 179- 221.
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Ilan Cooper
Journal of Finance 2006. Vol, 61.(1) p. 139-170.
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G.A. Hardouvelis, D. Malliaropulos and Richard Priestley
Journal of Business 2006. Vol, 79.(1) p. 365-392.
2005
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Geir Høidal Bjønnes, Dagfinn Rime and Haakon Solheim
Journal of International Money and Finance, 24(2), s. 175- 196.
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Geir Høidal Bjønnes and Dagfinn Rime
Journal of Financial Economics 2005. Vol, 75.(3) p. 571-605.
2004
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Charles Goodhart, Ryan Love, Richard Payne and Dagfinn Rime
Economic Policy, 17, s. 536- 552.
2000
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I. Garrett and Richard Priestley
Journal of Financial and Quantitative Analysis 2000. Vol, 35.(2) p.