Concepedia

Seth Pruitt

SP

Statistics

Publications

24

Citations

3.4K

H-Index

19

Active since

2009

Affiliations

Arizona State University(Current)

Federal Reserve

Federal Reserve Board of Governors

National Bureau of Economic Research

Capital University

Seth Pruitt is an author at Arizona State University specializing in economics, financial economics, and finance.

Publications per year

2009–2023

24

Publications

24

Characteristics are covariances: A unified model of risk and return

Bryan T. Kelly, Seth Pruitt, Yinan Su · Journal of Financial Economics · 2019 · 781 citations

, , +17

Market Expectations in the Cross‐Section of Present Values

Bryan Kelly, Seth Pruitt · The Journal of Finance · 2013 · 597 citations

, , +17

Systemic risk and the macroeconomy: An empirical evaluation

Stefano Giglio, Bryan Kelly, Seth Pruitt · Journal of Financial Economics · 2016 · 561 citations

, , +14

The three-pass regression filter: A new approach to forecasting using many predictors

Bryan Kelly, Seth Pruitt · Journal of Econometrics · 2015 · 376 citations

, , +10

Market Expectations in the Cross Section of Present Values

Bryan T. Kelly, Seth Pruitt · SSRN Electronic Journal · 2012 · 214 citations · Full text

, , +17

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