Hengjie Ai

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Cross section Business & Economics
Equity returns Business & Economics
Equity premium Business & Economics
Expected returns Business & Economics
Assets Business & Economics
Premium Business & Economics
Closed-form solution Business & Economics
Tobin's Q Business & Economics

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Research Output 2010 2018

A tractable model of limited enforcement and the life-cycle dynamics of firms

Ai, H. & Li, R., Feb 2018, In : Economics Letters. 163, p. 136-140 5 p.

Research output: Contribution to journalArticle

Closed-form solution
Life cycle
Tobin's Q
Firm growth
Continuous-time model
3 Citations (Scopus)

News shocks and the production-based term structure of equity returns

Ai, H., Croce, M. M., Diercks, A. M. & Li, K., Jul 1 2018, In : Review of Financial Studies. 31, 7, p. 2423-2467 45 p.

Research output: Contribution to journalArticle

Expected returns
Cash flow
Cross section
Equity returns
Term structure
3 Citations (Scopus)

Risk Preferences and the Macroeconomic Announcement Premium

Ai, H. & Bansal, R., Jan 1 2018, In : Econometrica. 86, 4, p. 1383-1430 48 p.

Research output: Contribution to journalArticle

Risk preferences
Macroeconomic announcements
Equity premium
8 Citations (Scopus)

Volatility risks and growth options

Ai, H. & Kiku, D., Mar 2016, In : Management Science. 62, 3, p. 741-763 23 p.

Research output: Contribution to journalArticle

Growth options
Volatility risk
Idiosyncratic volatility
13 Citations (Scopus)

Investment and CEO compensation under limited commitment

Ai, H. & Li, R., Jun 1 2015, In : Journal of Financial Economics. 116, 3, p. 452-472 21 p.

Research output: Contribution to journalArticle

Chief executive officer
Limited commitment
Optimal contract