By Dr Alexander Dickerson

Journal articles

Dickerson A; Julliard C; Mueller P, 2026, 'The co-pricing factor zoo', Journal of Financial Economics, 182, pp. 104295, http://dx.doi.org/10.1016/j.jfineco.2026.104295

Dickerson A; Mueller P; Robotti C, 2023, 'Priced risk in corporate bonds', Journal of Financial Economics, 150, http://dx.doi.org/10.1016/j.jfineco.2023.103707

Bianchi D; Babiak M; Dickerson A, 2022, 'Trading volume and liquidity provision in cryptocurrency markets', Journal of Banking and Finance, 142, http://dx.doi.org/10.1016/j.jbankfin.2022.106547

Preprints

Dickerson A; Robotti C; Rossetti G, 2026, The Corporate Bond Factor Replication Crisis, https://arxiv.org/abs/2604.07880v1

Dickerson A; Mueller P; Robotti C, 2026, Priced risk in corporate bonds, https://doi.org/10.1016/j.jfineco.2023.103707

Dickerson A; Julliard C; Mueller P, 2026, The Co-Pricing Factor Zoo, https://arxiv.org/abs/2604.04430v1

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