Links to code and data
- On the timing and pricing of dividends.
- Health and mortality delta: Assessing the welfare cost of household insurance choice.
- Shadow insurance.
- Financial health economics.
- The cost of financial frictions for life insurers.
- On the timing and pricing of dividends: Reply.
- Carry.
- Update carry returns for the international factors and commodities (until July 2021).
- A demand system approach to asset pricing (code, liquidity measures, instrument for market equity, corrected manager codes, long-horizon expected returns).