Subprojects

Investment Managers and Intermediary Asset Pricing

Fragmented Intermediation, Bond Risk Premia, and Market Stability

Exchange Traded Funds and Tail Risk

Passive Investing, Intermediaries, and Asset Prices

Monetary Policy, Intermediaries, and Asset Prices

Intermediary Frictions, Dealer Positions and Option Prices

Characterizing Asset Pricing Anomalies

Flexible Theoretical Models of Intermediary Asset Pricing

Econometric Analysis of Intermediary Asset Pricing Models