An anatomy of commodity futures risk premia M Szymanowska, F De Roon, T Nijman, R Van Den Goorbergh The Journal of Finance 69 (1), 453-482, 2014 | 368 | 2014 |
Reverse convertible bonds analyzed M Szymanowska, JT Horst, C Veld Journal of Futures Markets 29 (10), 895-919, 2009 | 102 | 2009 |
Time-Varying Inflation risk and Stock Returns M Boons, F Duarte, F de Roon, M Szymanowska Journal of Financial Economics 136 (2), 444-470, 2020 | 78* | 2020 |
The price of commodity risk in stock and futures markets M Boons, F De Roon, M Szymanowska Afa 2012 Chicago meetings paper, 2014 | 61* | 2014 |
The cross-section of commodity futures returns F De Roon, M Szymanowska Available at SSRN 891073, 2010 | 25 | 2010 |
Describing model relations: The case of the capital asset pricing model (CAPM) family in financial economics M Vergara-Fernández, C Heilmann, M Szymanowska Studies in History and Philosophy of Science 97, 91-100, 2023 | 13 | 2023 |
Asset pricing restrictions on predictability: Frictions matter F De Roon, M Szymanowska Management Science 58 (10), 1916-1932, 2012 | 13 | 2012 |
Commodity-based consumption tracking portfolio and the cross-section of average stock returns K Hou, M Szymanowska Unpublished working paper, Ohio State University, Erasmus University Rotterdam, 2013 | 12 | 2013 |
The information content of commodity futures markets R Alves, M Szymanowska Available at SSRN 3352822, 2023 | 5 | 2023 |
Contextualist model evaluation: models in financial economics and index funds M Vergara-Fernández, C Heilmann, M Szymanowska European Journal for Philosophy of Science 13 (1), 6, 2023 | 2 | 2023 |
Essays on rational asset pricing M Szymanowska | 2 | 2006 |
Hedging Macro Risks of Commodity-Dependent Economies Y Ma, M Szymanowska Available at SSRN 4282668, 2022 | | 2022 |
Persistent Expected Returns and the Cross-Section of Stock Returns D Basu, M Szymanowska Available at SSRN 3444841, 2020 | | 2020 |