"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.

"Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs."

Khan, Mozaffar, and Leonid Kogan and George Serafeim. Journal of Finance Vol. 67, No. 4 (2012): 1371-1395. Online Appendix.

"Growth Opportunities and Technology Shocks."

​Kogan, Leonid and Dimitris Papanikolaou. American Economic Review Vol. 100, No. 2 (2010): 532-536.

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