Concepedia

Alexander David

AD

16

Publications

1.1K

Citations

13

H-Index

1997

Active since

Affiliations

University of Calgary(Current)

University of Chicago

National Bureau of Economic Research

Centre for Economic Policy Research

Federal Reserve Board of Governors

Alexander David is an author at University of Calgary specializing in asset pricing, finance, and financial economics.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsMacroeconomicsVolatility ModelingForecastingMacro FinanceEmpirical Finance

Publications per year

1997–2022

16

Publications

16

What Ties Return Volatilities to Price Valuations and Fundamentals?

Alexander David, Pietro Veronesi · Journal of Political Economy · 2013 · 266 citations

Empirical Finance, Volatility Modeling, Economics +12

Heterogeneous Beliefs, Speculation, and the Equity Premium

Alexander David · The Journal of Finance · 2008 · 250 citations

Empirical Finance, Expectation Formation, Economics +11

What Ties Return Volatilities to Price Valuations and Fundamentals?

Alexander David, Pietro Veronesi · SSRN Electronic Journal · 2010 · 103 citations · Full text

Heterogeneous Beliefs, Speculation, and the Equity Premium

Alexander David · SSRN Electronic Journal · 2004 · 89 citations · Full text

Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities

Alexander David, Pietro Veronesi · Finance and Economics Discussion Series · 1999 · 68 citations · Full text

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