Select Publications


Saxena K; Singh M, 2023, Do Investors Reward Countries for Participating in Climate Agreements?, ,

Saxena K, A One Factor Model Given Style Investing, ,

Saxena K, Are Exogenous Weight Assumptions in Factor Models Harmless?, ,

Barroso P; Saxena K, Internet Appendix for Lest We Forget: Using Out-Of-Sample Forecast Errors in Portfolio Optimization, ,

Phin A; Reeves JJ; Saxena K, Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement, ,

Kim SY; Saxena K, Long Run Risks in FX Markets: Are They There?, ,

Saxena K, Mutual Fund Separation and the Fama, French, Carhart Factors, ,

Feldman D; Li J; Saxena K, Politically Motivated Corporate Decisions: Evidence from China, ,

Feldman D; Saxena K; Xu J, The International Active Fund Management Industry: Concentration Cross Effects, ,

Saxena K, Unconditional Asset Pricing When Betas Covary with the Riskless Rate, ,

Grinblatt M; Saxena K, When Factors Don't Span Their Basis Portfolios, ,

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