Concepedia

Seth Pruitt

SP

Statistics

Publications

23

Citations

3.2K

H-Index

18

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 business, economics, and finance.

Top concepts

BusinessEconomicsFinanceManagementMacroeconomicsEconomic AnalysisStatisticsEconometricsAsset PricingRisk Management

Publications per year

2009–2021

23

Publications

23

Characteristics are covariances: A unified model of risk and return

Bryan T. Kelly, Seth Pruitt, Yinan Su · Journal of Financial Economics · 2019 · 730 citations

Economics, Financial Economics, Asset Pricing +11

Market Expectations in the Cross‐Section of Present Values

Bryan Kelly, Seth Pruitt · The Journal of Finance · 2013 · 581 citations

Empirical Finance, Time Series Econometrics, Aggregate Market Expectations +18

Systemic risk and the macroeconomy: An empirical evaluation

Stefano Giglio, Bryan Kelly, Seth Pruitt · Journal of Financial Economics · 2016 · 542 citations

Economics, Macroeconomics, Risk Management +5

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

Bryan Kelly, Seth Pruitt · Journal of Econometrics · 2015 · 360 citations

Forecasting Methodology, Probabilistic Forecasting, Many Predictors +10

Market Expectations in the Cross Section of Present Values

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

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