He, Zhiguo, Bryan Kelly, and Asaf Manela, Intermediary Asset Pricing: New Evidence from Many Asset Classes, Journal of Financial Economics, Volume 126, Issue 1, October 2017, Pages 1-35<br/> <br/> Bibtex entry:<br/> <code class=citecode ><pre>
@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}
}
</pre></code>