Factor risk premiums and invested capital: calculations with stochastic discount factors von Ang, Andrew, Hogan, Ked, Shores, Sara

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Program trading, nonprogram trading, and market volatility von Hogan Jr, Kedreth C., Kroner, Kenneth F., Sultan, Jahangir

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Sources of meteor showers and heat waves in the foreign exchange market von Hogan, Kedreth C., Melvin, Michael T.

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Can the Gains from International Diversification Be Achieved without Trading Abroad? von Errunza, Vihang, Hogan, Ked, Hung, Mao-Wei

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An Intertemporal International Asset Pricing Model: Theory and Empirical Evidence von Chang, Jow-ran, Errunza, Vihang, Hogan, Ked, Hung, Mao-wei

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PROGRAM TRADING, NONPROGRAM TRADING, AND MARKET VOLATILITY: INTRODUCTION von HOGAN, KEDRETH C, Kroner, Kenneth F, Sultan, Jahangir

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Behavior of international stock return distributions: A simple test of functional form von Errunza, Vihang, Hogan, Kedreth, Mazumdar, Sumon C.

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