NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Complex Asset Markets

Andrea L. Eisfeldt, Hanno Lustig, Lei Zhang

NBER Working Paper No. 23476
Issued in June 2017

---- Acknowledgments ----

We thank seminar participants at Wharton, UNC, OSU, the Minnesota Macro Asset Pricing Conference, the Eighth Annual Conference of the Paul Woolley Centre (PWC) for the Study of Capital Market Dysfunctionality, BYU, UCLA Anderson, Wash U., the AFA, the NBER Conference on Long-Term Asset Management, UCSD, University of Michigan, Stanford, CREI, Bocconi, LSE, and UCL, as well as Santiago Bazdresch, Sebastian DiTella, Vincent Glode, Peter Kondor, Pablo Kurlat, Leo Li, Francis Longstaff, Benjamin Moll, Tyler Muir, Dimitris Papanikolaou, Scott Richard, Alexi Savov, Alexis Toda, and Dimitry Vayanos for helpful comments and discussions. We also thank Leo Li for exceptional research assistance. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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