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Seth Pruitt

Seth Pruitt

Arizona State University - Tempe / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 813975
person_outline Seth Pruitt's MOST POPULAR ARTICLES
1-) Characteristics are covariances: A unified model of risk and return Journal of Financial Economics 134 (3), 501-524, 2019
2-) Systemic risk and the macroeconomy: An empirical evaluation Journal of Financial Economics 119 (3), 457-471, 2016
3-) Market expectations in the cross section of present values The Journal of Finance 68 (5), 1721-1756, 2013
4-) The three-pass regression filter: A new approach to forecasting using many predictors Journal of Econometrics 186 (2), 294-316, 2015
5-) The liquidity effects of official bond market intervention Journal of Financial and Quantitative Analysis 53 (1), 243-268, 2018