• Tails of Cross-Sectional Return Distributions at High Frequencies

     Torben G. Andersen, Yi Ding, Viktor Todorov

• Realized Variance Disagreement

Carsten Chong, Viktor Todorov

• The Granular Origins of Tail Dispersion Risk

    Torben G. Andersen, Yi Ding, Viktor Todorov

• Aggregate Asymmetry in Idiosyncratic Jump Risk

     Huidi Lin, Viktor Todorov