Which (Nonlinear) Factor Models?, by Caio Almeida and Gustavo Freire

Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?, by Jessica A. Wachter

Habits and Leverage, by Tano Santos and Pietro Veronesi

The Lost Capital Asset Pricing Model, by Daniel Andrei, Julien Cujean, Mungo Wilson

High Dimensional Factor Models with an Application to Mutual Fund Characteristics, by C.D. Carroll, M. Otsuka, J. Slacalek

Insurers as Asset Managers and Systemic Risk, by Andrew Ellul, Chotibhak Jotikasthira, Anastasia Kartasheva, Christian T. Lundblad and Wolf Wagner

Identifying Contagion in a Banking Network, by Alan Morrison, Michalis Vasios, Mungo Wilson, Filip Zikes

Term structure of risk in macrofinance models, by Irina Zviadadze

Liquidity and the Marginal Value of Information, by Alex Boulatov and Bart Taub

Real Estate Collateral and Labor Demand, by Thomas Chaney, David Sraer, and David Thesmar

Dealer Networks: Market Quality in Over-The-Counter Markets, by Dan Li and Normann Schürhoff

Changes in the Risk-Free Rate: Evaluating Asset Pricing Risk Models, by Marianne Andries and Jean-Guillaume Sahuc

Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction, by Matthew Pritsker

Time Aggregation and Asset Pricing Models, by Imen Ghattassi and Nour Meddahi

Answering the Queen: Online Machine Learning and Financial Crises, by Jérémy Fouliard, Michael Howell, Hélène Rey

Fuel is Pumping Premiums: A Consumption-based Explanation of the Value Anomaly, by Robert Dittmar Christian Schlag Julian Thimme

Comparing Asset Pricing Models with Traded and Non-Traded Factors, by Rohit Allena

Correcting Misspecified Stochastic Discount Factors, by Raman Uppal, Paolo Zaffaroni, Irina Zviadadze

Sovereign default and the decline in interest rates, by Max Miller, James D. Paron, and Jessica A. Wachter

High Dimensional Factor Models with an Application to Mutual Fund Characteristics, by Martin Lettau

The Implied Equity Term Structure, by Lieven Baele, Joost Driessen and Tomas Jankauskas