Seth Pruitt

Asst Professor

  • 252 Citations
  • 7 h-Index
20112019

Research output per year

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Research Output

  • 252 Citations
  • 7 h-Index
  • 9 Article

Characteristics are covariances: A unified model of risk and return

Kelly, B. T., Pruitt, S. & Su, Y., Jan 1 2019, In : Journal of Financial Economics.

Research output: Contribution to journalArticle

  • 7 Scopus citations

    The Liquidity Effects of Official Bond Market Intervention

    De Pooter, M., Martin, R. F. & Pruitt, S., Feb 1 2018, In : Journal of Financial and Quantitative Analysis. 53, 1, p. 243-268 26 p.

    Research output: Contribution to journalArticle

  • 7 Scopus citations

    Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero

    Kim, J. & Pruitt, S., Jun 1 2017, In : Journal of Money, Credit and Banking. 49, 4, p. 585-602 18 p.

    Research output: Contribution to journalArticle

  • 1 Scopus citations

    Systemic risk and the macroeconomy: An empirical evaluation

    Giglio, S., Kelly, B. & Pruitt, S., Mar 1 2016, In : Journal of Financial Economics. 119, 3, p. 457-471 15 p.

    Research output: Contribution to journalArticle

  • 77 Scopus citations

    The three-pass regression filter: A new approach to forecasting using many predictors

    Kelly, B. & Pruitt, S., Jun 1 2015, In : Journal of Econometrics. 186, 2, p. 294-316 23 p.

    Research output: Contribution to journalArticle

  • 47 Scopus citations