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
2019

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
2018

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
2017

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
2016

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
2015

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
2013

Market expectations in the cross-section of present values

Kelly, B. & Pruitt, S., Oct 1 2013, In : Journal of Finance. 68, 5, p. 1721-1756 36 p.

Research output: Contribution to journalArticle

78 Scopus citations

The demand for youth: Explaining age differences in the volatility of hours

Jaimovich, N., Pruitt, S. & Siu, H. E., Dec 1 2013, In : American Economic Review. 103, 7, p. 3022-3044 23 p.

Research output: Contribution to journalArticle

14 Scopus citations
2012

Uncertainty Over Models and Data: The Rise and Fall of American Inflation

Pruitt, S., Mar 1 2012, In : Journal of Money, Credit and Banking. 44, 2-4, p. 341-365 25 p.

Research output: Contribution to journalArticle

5 Scopus citations
2011

Estimating the market-perceived monetary policy rule

Hamilton, J. D., Pruitt, S. & Borger, S., Jul 1 2011, In : American Economic Journal: Macroeconomics. 3, 3, p. 1-28 28 p.

Research output: Contribution to journalArticle

16 Scopus citations