Spencer Andrews

University of North Carolina (UNC) at Chapel Hill - Finance Area

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

SCHOLARLY PAPERS

3

DOWNLOADS

341

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Concealed Carry

Number of pages: 73 Posted: 10 Feb 2021 Last Revised: 25 May 2021
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University and INSEAD
Downloads 167 (216,292)

Abstract:

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Currency Risk, Carry Trade, Inflation Risk

2.

The Bond, Equity, and Real Estate Term Structures

Kenan Institute of Private Enterprise Research Paper Forthcoming
Number of pages: 67 Posted: 08 Oct 2020 Last Revised: 13 Oct 2020
Spencer Andrews and Andrei Gonçalves
University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 112 (295,162)

Abstract:

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Cash Flow Duration, Risk Premia Term Structure, Bond Term Structure, Equity Term Structure, Real Estate Term Structure

3.

Dancing to the Same Tune: Commonality in Securities Lending Fees

Number of pages: 54 Posted: 27 Oct 2020
Spencer Andrews, Christian T. Lundblad and Adam V. Reed
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 62 (420,394)

Abstract:

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short selling, commonality, factors, lending fees, loan fees, principal component analysis, PCA