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David Schreindorfer
David Schreindorfer
Assistant Professor of Finance, W.P. Carey School of Business, Arizona State University
Verified email at asu.edu - Homepage
Title
Cited by
Cited by
Year
Macroeconomic tail risks and asset prices
D Schreindorfer
The Review of Financial Studies 33 (8), 3541-3582, 2020
61*2020
Dissecting the Equity Premium
T Beason, D Schreindorfer
Available at SSRN 3452743, 2021
27*2021
Misallocation cycles
C Ehouarne, LA Kuehn, D Schreindorfer
Tech. rep., Working Paper, 2016
8*2016
Volatility and the pricing kernel
D Schreindorfer, T Sichert
Swedish House of Finance Research Paper, 2023
72023
Persistent Crises and Levered Asset Prices
LA Kuehn, D Schreindorfer, F Schulz
The Review of Financial Studies 36 (6), 2571-2616, 2023
7*2023
By Force of Habit and Cyclical Leverage
D Schreindorfer
By Force of Habit and Cyclical Leverage: Schreindorfer, David, 2023
12023
Volatility Dynamics, Return Predictability, and Leverage in the Campbell-Cochrane Model
D Schreindorfer
Return Predictability, and Leverage in the Campbell-Cochrane Model (August 5 …, 2023
2023
Optimal Volatility Timing: A Life-Cycle Perspective
J Schneemeier, D Schreindorfer
Available at SSRN 2358130, 2013
2013
Volatility Estimation with High-frequency Data: A Comparison of Realized Variance Estimators
D Schreindorfer
University of Iowa, 2008
2008
Nonparametric Volatility Estimation: A realized variance implementation in R and VBA
D Schreindorfer, J Bawazer
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