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Seth Pruitt
Seth Pruitt
Arizona State University, Finance Department
Verified email at asu.edu - Homepage
Title
Cited by
Cited by
Year
Characteristics are covariances: A unified model of risk and return
BT Kelly, S Pruitt, Y Su
Journal of Financial Economics 134 (3), 501-524, 2019
6722019
Systemic risk and the macroeconomy: An empirical evaluation
S Giglio, B Kelly, S Pruitt
Journal of Financial Economics 119 (3), 457-471, 2016
6272016
Market expectations in the cross section of present values
B Kelly, S Pruitt
The Journal of Finance 68 (5), 1721-1756, 2013
5852013
The three-pass regression filter: A new approach to forecasting using many predictors
B Kelly, S Pruitt
Journal of Econometrics 186 (2), 294-316, 2015
4212015
The liquidity effects of official bond market intervention
M De Pooter, RF Martin, S Pruitt
Journal of Financial and Quantitative Analysis 53 (1), 243-268, 2018
165*2018
Instrumented principal component analysis
BT Kelly, S Pruitt, Y Su
Available at SSRN 2983919, 2020
1092020
Modeling corporate bond returns
B Kelly, D Palhares, S Pruitt
The Journal of Finance 78 (4), 1967-2008, 2023
992023
The demand for youth: Explaining age differences in the volatility of hours
N Jaimovich, S Pruitt, HE Siu
American Economic Review 103 (7), 3022-3044, 2013
96*2013
Understanding momentum and reversal
BT Kelly, TJ Moskowitz, S Pruitt
Journal of financial economics 140 (3), 726-743, 2021
932021
Estimating the market-perceived monetary policy rule
JD Hamilton, S Pruitt, S Borger
American Economic Journal: Macroeconomics 3 (3), 1-28, 2011
582011
Earnings risk in the household: Evidence from millions of US tax returns
S Pruitt, N Turner
American Economic Review: Insights 2 (2), 237-254, 2020
49*2020
The cost of ESG Investing
LA Lindsey, S Pruitt, C Schiller
Available at SSRN 3975077, 2023
262023
Estimating monetary policy rules when nominal interest rates are stuck at zero
J Kim, S Pruitt
Journal of Money, Credit and Banking 49 (4), 585-602, 2017
212017
Uncertainty over models and data: The rise and fall of American inflation
S Pruitt
Journal of Money, Credit and Banking 44 (2‐3), 341-365, 2012
162012
Markup variation and endogenous fluctuations in the price of investment goods
M Floetotto, N Jaimovich, S Pruitt
FRB International Finance Discussion Paper, 2009
162009
Reconciling trace bond returns
BT Kelly, S Pruitt
Available at SSRN 4069478, 2022
132022
Dogs and Cats Living Together: A Defense of Cash-Flow Predictability
S Pruitt
Available at SSRN 4343101, 2023
22023
Risk exposures from risk disclosures: What they said and how they said it
R Mazumder, S Pruitt, L Ross
Available at SSRN, 2023
12023
Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment
B Kelly, S Pruitt
Critical Finance Review 11 (2), 373-381, 2022
2022
The Pseudo-Information Filter
S Pruitt
Available at SSRN 2080107, 2012
2012
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Articles 1–20