Bradley Paye

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

ORCID: 0000-0003-2173-7610

University of Massachusetts Amherst Isenberg School of Management

Publications

• Taking Over the Size Effect: Asset Pricing Implications of Merger Activity — Journal of Financial and Quantitative Analysis 2024
• Uncovering Financial Constraints — Journal of Financial and Quantitative Analysis 2024 (name-matched, not ORCID-linked)
• One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns — Journal of Financial and Quantitative Analysis 2024
• Pricing Kernel Monotonicity and Conditional Information — The Review of Financial Studies 2018 (name-matched, not ORCID-linked)
• Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity — Journal of Financial Economics 2018
• Payout Yields and Stock Return Predictability: How Important Is the Measure of Cash Flow? — Journal of Financial and Quantitative Analysis 2017
• ‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables — Journal of Financial Economics 2012
• Has the Propensity to Pay Out Declined? — Journal of Financial and Quantitative Analysis 2011