"Market Selection."

Kogan, Lenoid, Stephen Ross, Jiang Wang, and Mark Westerfield. Journal of Economic Theory Vol. 168, (2017): 209-236.

"Growth Opportunities, Technology Shocks, and Asset Prices."

​Kogan, Leonid and Dimitris Papanikolaou. Journal of Finance Vol. 69, No. 2 (2014): 675-718. Online Appendix.

"Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks."

Kogan, Leonid and Dimitris Papanikolaou. Review of Financial Studies Vol. 26, No. 11 (2013): 2718-2759. Online Appendix.

"Measuring the 'Dark Matter' in Asset Pricing Models."

Hui Chen, Leonid Kogan and Winson Wei Dou. Springdale, UT: September 2013.

"Economic Activity of Firms and Asset Prices."

Kogan, Leonid and Dimitris Papanikolaou. Annual Review of Financial Economics Vol. 4, (2012): 361–384.

"Displacement Risk and Asset Returns."

Gârleanu, Nicolae, Leonid Kogan and Stavros Panageas. Journal of Financial Economics Vol. 105, No. 3 (2012): 491-510. Online Appendix.

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