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Bunn, D W, Chevallier, J, Le Pen, Y and Sevi, B
(2017)
Fundamental and financial influences on the co-movement of oil and gas prices.
Energy Journal, 38 (2).
ISSN 0195-6574
Dow, J, Han, J and Sangiorgi, F (2020) Hysteresis in price efficiency and the economics of slow-moving capital. Review of Financial Studies. ISSN 0893-9454 (In Press)
Dow, J and Jungsuk, H
(2018)
The paradox of financial fire sales: the role of arbitrage capital in determining liquidity.
Journal of Finance, 73 (1).
pp. 229-274.
ISSN 0022-1082
Edmans, A, Goldstein, I and Jiang, W
(2015)
Feedback effects, asymmetric trading, and the limits
to arbitrage.
American Economic Review, 105 (12).
pp. 3766-3797.
ISSN 0002-8282
Ehling, P, Gallmeyer, M, Heyerdahl-Larsen, C and Illeditsch, P
(2018)
Disagreement about inflation and the yield curve.
Journal of Financial Economics, 127 (3).
pp. 459-484.
ISSN 0304-405X
