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"Horizon Pricing" (with Avraham Kamara, Xiaoxia Lou, and Ronnie Sadka). Journal of Financial and Quantitative Analysis, 51 (December 2016): 1769-1793..

Published version.

Internet appendix (on JFQA site).

Working paper version (includes internet appendix)

Presentation slides.

Summary in Kellogg Insight.

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