Serhiy Kozak
Serhiy Kozak
University of Maryland, R.H. Smith School of Business
Verified email at umd.edu - Homepage
Title
Cited by
Cited by
Year
Shrinking the cross section
S Kozak, S Nagel, S Santosh
Journal of Financial Economics 135 (2), 271-292, 2020
2422020
Interpreting factor models
S Kozak, S Nagel, S Santosh
Journal of Finance 73 (3), 1183-1223, 2018
2002018
Factor timing
V Haddad, S Kozak, S Santosh
Review of Financial Studies 33 (5), 1980-2018, 2020
39*2020
Kernel trick for the cross-section
S Kozak
Available at SSRN 3307895, 2020
132020
Banking Deregulation and Stock Market Participation
S Kozak, D Sosyura
Unpublished working paper, 2019
13*2019
Why do discount rates vary?
S Kozak, S Santosh
Journal of Financial Economics 137 (3), 740-751, 2020
11*2020
Dynamics of bond and stock returns
S Kozak
Ross School of Business Paper, 2020
11*2020
Equity term structures without dividend strips data
S Giglio, BT Kelly, S Kozak
Available at SSRN, 2020
92020
Bond and foreign exchange risk premia
S Kozak
Working Paper, University of Chicago, 2011
52011
Online Appendix to Why do discount rates vary?
S Kozak, S Santosh
2019
Characteristics as Signal Processes: Asset Prices, Carry, and Risk Premia
JW Bae, H Huang, S Kozak
2019
Internet Appendix to Shrinking the Cross-Section
S Kozak, S Nagel, S Santosh
2019
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Articles 1–12