INSIDER TRADING, STOCHASTIC LIQUIDITY, AND EQUILIBRIUM PRICES von Collin-Dufresne, Pierre, Fos, Vyacheslav

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Do Prices Reveal the Presence of Informed Trading? von COLLIN-DUFRESNE, PIERRE, FOS, VYACHESLAV

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Liquidity, Volume, and Order Imbalance Volatility von BOGOUSSLAVSKY, VINCENT, COLLIN‐DUFRESNE, PIERRE

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Dividend Dynamics and the Term Structure of Dividend Strips von BELO, FREDERICO, COLLIN-DUFRESNE, PIERRE, GOLDSTEIN, ROBERT S.

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How Integrated are Credit and Equity Markets? Evidence from Index Options von COLLIN‐DUFRESNE, PIERRE, JUNGE, BENJAMIN, TROLLE, ANDERS B.

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The CDS-bond basis von Bai, Jennie, Collin-Dufresne, Pierre

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ACTIVISM, STRATEGIC TRADING, AND LIQUIDITY von Back, Kerry, Collin-Dufresne, Pierre, Fos, Vyacheslav, Li, Tao, Ljungqvist, Alexander

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Market Structure and Transaction Costs of Index CDSs von COLLIN-DUFRESNE, PIERRE, JUNGE, BENJAMIN, TROLLE, ANDERS B.

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Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates von CASASSUS, JAIME, COLLIN-DUFRESNE, PIERRE

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Portfolio Choice over the Life-Cycle when the Stock and Labor Markets Are Cointegrated von BENZONI, LUCA, COLLIN-DUFRESNE, PIERRE, GOLDSTEIN, ROBERT S.

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On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle von Chen, Long, Collin-Dufresne, Pierre, Goldstein, Robert S.

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Do Credit Spreads Reflect Stationary Leverage Ratios? von Collin-Dufresne, Pierre, Goldstein, Robert S.

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Parameter Learning in General Equilibrium: The Asset Pricing Implications von Collin-Dufresne, Pierre, Johannes, Michael, Lochstoer, Lars A.

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Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility von Collin-Dufresne, Pierre, Goldstein, Robert S.

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Identification of Maximal Affine Term Structure Models von COLLIN-DUFRESNE, PIERRE, GOLDSTEIN, ROBERT S., JONES, CHRISTOPHER S.

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Informed Trading in the Stock Market and Option-Price Discovery von Collin-Dufresne, Pierre, Fos, Vyacheslav, Muravyev, Dmitry

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Liquidity regimes and optimal dynamic asset allocation von Collin-Dufresne, Pierre, Daniel, Kent, Sağlam, Mehmet

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On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations von COLLIN-DUFRESNE, PIERRE, GOLDSTEIN, ROBERT S., YANG, FAN

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On the Term Structure of Default Premia in the Swap and LIBOR Markets von Collin-Dufresne, Pierre, Solnik, Bruno

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Asset Pricing When 'This Time Is Different' von Collin-Dufresne, Pierre, Johannes, Michael, Lochstoer, Lars A.

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