Salomon Brothers

The Rodney L. White Center for Financial Research Members of the Center Directing Members Members Aronson + Partners Credit Suisse Asset Management Is the Abnormal Return following Equity Issuances Anomalous?

Paul A. Gompers, René M. Stulz, Christopher C. Geczy, 2022 .

On the Relationship between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach

Michael W. Brandt, Qiang Kang, Sydney C. Ludvigson, 2002 .

On the Relationship Between the Conditional Mean and Volatility of Stock Returns : A Latent VAR Approach ∗

Michael W. Brandt, Sydney C. Ludvigson, L. Kogan, 2002 .