| Crash sensitivity and the cross section of expected stock returns F Chabi-Yo, S Ruenzi, F Weigert Journal of Financial and Quantitative Analysis 53 (3), 1059-1100, 2018 | 158 | 2018 |
| State dependence can explain the risk aversion puzzle F Chabi-Yo, R Garcia, E Renault The review of Financial studies 21 (2), 973-1011, 2008 | 145 | 2008 |
| Pricing kernels with stochastic skewness and volatility risk F Chabi-Yo Management Science 58 (3), 624-640, 2012 | 138 | 2012 |
| A generalized measure of riskiness TG Bali, N Cakici, F Chabi-Yo Management science 57 (8), 1406-1423, 2011 | 72 | 2011 |
| Variance bounds on the permanent and transitory components of stochastic discount factors G Bakshi, F Chabi-Yo Journal of Financial Economics 105 (1), 191-208, 2012 | 54 | 2012 |
| A recovery that we can trust? Deducing and testing the restrictions of the recovery theorem G Bakshi, F Chabi-Yo, X Gao The Review of Financial Studies 31 (2), 532-555, 2018 | 50 | 2018 |
| Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem? MR King, M Padalko Bank of Canada working paper, 2005 | 48* | 2005 |
| The conditional expected market return F Chabi-Yo, J Loudis Journal of Financial Economics 137 (3), 752-786, 2020 | 42 | 2020 |
| Aggregation of preferences for skewed asset returns F Chabi-Yo, DPJ Leisen, E Renault Journal of Economic Theory 154, 453-489, 2014 | 39 | 2014 |
| Conditioning information and variance bounds on pricing kernels with higher-order moments: Theory and evidence F Chabi-Yo The Review of Financial Studies 21 (1), 181-231, 2008 | 34 | 2008 |
| Explaining the idiosyncratic volatility puzzle using stochastic discount factors F Chabi-Yo Journal of Banking & Finance 35 (8), 1971-1983, 2011 | 32 | 2011 |
| Crash sensitivity and the cross-section of expected stock returns S Ruenzi, F Weigert | 30 | 2013 |
| Default risk, idiosyncratic coskewness and equity returns F Chabi-Yo, J Yang Idiosyncratic Coskewness and Equity Returns (March 16, 2010), 2010 | 24 | 2010 |
| A new approach to measuring riskiness in the equity market: Implications for the risk premium TG Bali, N Cakici, F Chabi-Yo Journal of Banking & Finance 57, 101-117, 2015 | 17 | 2015 |
| A new approach to measuring riskiness in the equity market: Implications for the risk premium TG Bali, N Cakici, F Chabi-Yo Journal of Banking & Finance 57, 101-117, 2015 | 16 | 2015 |
| Multivariate crash risk F Chabi-Yo, M Huggenberger, F Weigert Journal of Financial Economics 145 (1), 129-153, 2022 | 15 | 2022 |
| Generalized bounds on the conditional expected excess return on individual stocks F Chabi-Yo, C Dim, G Vilkov Management Science 69 (2), 922-939, 2023 | 12 | 2023 |
| New entropy restrictions and the quest for better-specified asset-pricing models G Bakshi, F Chabi-Yo Journal of Financial and Quantitative Analysis 54 (6), 2517-2541, 2019 | 12* | 2019 |
| Implications of asymmetry risk for portfolio analysis and asset pricing F Chabi-Yo, D Leisen, E Renault Bank of Canada, 2007 | 12 | 2007 |
| Disentangling the effects of heterogeneous beliefs and preferences on asset prices F Chabi-Yo, E Ghysels, E Renault Unpublished Working Paper. Ohio State University and University of North …, 2007 | 12 | 2007 |
Turan BaliRobert Parker Chair Professor of Finance, Georgetown UniversityVerified email at georgetown.edu
