@ARTICLE{He_Kelly_Manela_2017_JFE_intermediary_capital,
author = {Zhiguo He and Bryan Kelly and Asaf Manela},
title = {Intermediary Asset Pricing: New Evidence from Many Asset Classes},
journal = {Journal of Financial Economics},
year = {2017},
number = {1},
pages = {1--35},
volume = {126}
}