Jacob Sagi

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3939-1104

Kenan-Flagler Business School

Publications

• Asset-Level Risk and Return in Real Estate Investments — The Review of Financial Studies 2021
• Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets — The Journal of Finance 2015
• Managed Distribution Policies in Closed-End Funds and Shareholder Activism — Journal of Financial and Quantitative Analysis 2014
• A Liquidity-Based Theory of Closed-End Funds — The Review of Financial Studies 2009
• Firm-specific attributes and the cross-section of momentum — Journal of Financial Economics 2007
• Event Exchangeability: Probabilistic Sophistication Without Continuity or Monotonicity — Econometrica 2006
• Asset pricing with unforeseen contingencies — Journal of Financial Economics 2006