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Dana Kiku

Assistant Professor of Finance

All Publications

Articles in Journals

Ai, H., Kiku, D. 2016. Volatility Risks and Growth Options. Management Science

Bansal, R., Kiku, D., Shaliastovich, I., Yaron, A. 2014. Volatility, the Macroeconomy and Asset Prices. Journal of Finance

Ai, H., Kiku, D. 2013. Growth to Value: Option Exercise and the Cross-Section of Equity Returns. Journal of Financial Economics

Bansal, R., Kiku, D., Yaron, A. 2012. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. Critical Finance Review

Bansal, R., Kiku, D. 2011. Cointegration and Long-Run Asset Allocation. Journal of Business and Economic Statistics

Bansal, R., Kiku, D., Yaron, A. 2010. Long Run Risks, the Macroeconomy, and Asset Prices. American Economic Review: Papers & Proceedings

Bansal, R., Dittmar, R., Kiku, D. 2009. Cointegration and Consumption Risks in Asset Returns. Review of Financial Studies

Working Papers

Ai, H., Kiku, D., Li, R. 2016. Quantifying the Impact of Moral Hazard: Evidence from a Structural Estimation

Bansal, R., Kiku, D., Ochoa, M. 2016. What do Capital Markets Tell Us About Climate Change?

Bansal, R., Kiku, D., Yaron, A. 2016. Risks for the Long Run: Estimation with Time Aggregation

Bansal, R., Kiku, D., Ochoa, M. 2015. Climate Change and Growth Risks

Ai, H., Kiku, D., Li, R. 2014. A Mechanism Design Model of Firm Dynamics: The Case of Limited Commitment