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Alexander David

Heterogeneous Beliefs, Speculation, and the Equity Premium
2008 · ALEXANDER DAVID · The Journal of Finance · 250
What Ties Return Volatilities to Price Valuations and Fundamentals?
2013 · Alexander David, Pietro Veronesi · Journal of Political Economy · 242
Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle
2007 · Alexander David · Review of Financial Studies · 121
What Ties Return Volatilities to Price Valuations and Fundamentals?
2010 · Alexander David, Pietro Veronesi · SSRN Electronic Journal · 101
Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities
1999 · Alexander David, Pietro Veronesi · Finance and Economics Discussion Series · 89
Investors' and Central Bank's Uncertainty Embedded in Index Options
2014 · Alexander David, Pietro Veronesi · Review of Financial Studies · 40
Inflation and Earnings Uncertainty and Volatility Forecasts
2006 · Alexander David, Pietro Veronesi, et al. · 31
Pricing the strategic value of putable securities in liquidity crises
2001 · Alexander David · Journal of Financial Economics · 26
Exploration Activity, Long-run Decisions, and the Risk Premium in Energy Futures
2018 · Alexander David · Review of Financial Studies · 20
Investors' and Central Bank's Uncertainty Embedded in Index Options
2011 · Alexander David, Pietro Veronesi · National Bureau of Economic Research · 16
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A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?
2022 · Alexander David, Pietro Veronesi · Annual Review of Financial Economics · 12
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Imperfect Renegotiations in Interbank Financial Networks
2008 · Alexander David, Alfred Lehar · SSRN Electronic Journal · 11
Controlling Information Premia by Repackaging Asset-Backed Securities
1997 · Alexander David · Journal of Risk & Insurance · 11
Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility
1998 · Alexander David · SSRN Electronic Journal · 8
The Economics of the Comovement of Stocks and Bonds
2016 · Alexander David, Pietro Veronesi · 6
Investors' and Central Bank's Uncertainty Measures Embedded in Index Options
2012 · Alexander David, Pietro Veronesi · SSRN Electronic Journal · 5
Heterogeneous beliefs, trading risk, and the equity premium
2005 · Alexander David · RePEc: Research Papers in Economics · 5
Bayesian Persuasion in Credit Ratings, the Credit Cycle, and the Riskiness of Structured Debt
2015 · Maksim Isakin, Alexander David · RePEc: Research Papers in Economics · 4
Imperfect Renegotiations in Interbank Financial Networks
2017 · Alexander David, Alfred Lehar · Management Science · 3
When Is the Price of Analysts’ Disagreement Risk Positive?
2026 · Alexander David, Amel Farhat · Journal of Financial and Quantitative Analysis · 2
A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?
2022 · Alexander David, Pietro Veronesi · SSRN Electronic Journal · 1
Replication Data for When is the Price of Analysts' Disagreement Risk Positive
2026 · David, Alexander · Harvard Dataverse
Hoarding, Stockouts, and Commodity Futures Prices During the Pandemic
2024 · Swaminathan Balasubramaniam, Alexander David · SSRN Electronic Journal
Hoarding, Stockouts, and Commodity Futures Prices During the Pandemic
2024 · Alexander David, Swaminathan Balasubramaniam · SSRN Electronic Journal
The Bank of Canada just hiked interest rates for the sixth time — is it too late?
2022 · Alexander David
Works count: 36
Citation count: 1,004
H-index: 11
I10-index: 13
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