Kevin Aretz

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

ORCID: 0000-0001-6463-7658

Alliance Manchester Business School, Manchester M15 6PB, United Kingdom

Publications

• The Early Exercise Risk Premium — Management Science 2025
• Construction, Real Uncertainty, and Stock-Level Investment Anomalies — Journal of Financial and Quantitative Analysis 2025
• Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns — Review of Finance 2023
• Access to Collateral and the Democratization of Credit: France's Reform of the Napoleonic Security Code — The Journal of Finance 2020
• In the Path of the Storm: Does Distress Risk Cause Industrial Firms to Risk-Shift? — Review of Finance 2019
• Real Options Models of the Firm, Capacity Overhang, and the Cross Section of Stock Returns — The Journal of Finance 2018
• Do Stock Returns Really Decrease with Default Risk? New International Evidence — Management Science 2018