35
H index
41
i10 index
8883
Citations
National Bureau of Economic Research (NBER) (5% share) | 35 H index 41 i10 index 8883 Citations RESEARCH PRODUCTION: 50 Articles 83 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert F. Stambaugh. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 20 |
Journal of Finance | 15 |
Review of Financial Studies | 5 |
Journal of Political Economy | 2 |
Critical Finance Review | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 28 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 10 |
Year | Title of citing document | |
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2021 | Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability. (2021). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-03. Full description at Econpapers || Download paper | |
2022 | The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05. Full description at Econpapers || Download paper | |
2022 | Reallocation of Mutual Fund Managers and Capital Raising Ability. (2022). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-11. Full description at Econpapers || Download paper | |
2022 | Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524. Full description at Econpapers || Download paper | |
2022 | Popular Personal Financial Advice versus the Professors. (2022). Choi, James J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:167-92. Full description at Econpapers || Download paper | |
2022 | Climate alpha and the global capital market. (2022). MARKANDYA, ANIL ; Kedaitiene, Angele ; Celovic, Aldin ; Brody, Michael ; Anda, Jon ; Golub, Alexander. In: FEEM Working Papers. RePEc:ags:feemwp:322792. Full description at Econpapers || Download paper | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
2023 | Sensitivity to measurement errors of the distance to the efficient frontier. (2023). Vanhems, Anne ; Szafarz, Ariane ; Simar, Leopold ; Briere, Marie. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023017. Full description at Econpapers || Download paper | |
2021 | Responsible Investment and Responsible Consumption. (2021). Schliephake, Eva ; Hakenes, Hendrik. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:134. Full description at Econpapers || Download paper | |
2022 | Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108. Full description at Econpapers || Download paper | |
2022 | News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715. Full description at Econpapers || Download paper | |
2021 | Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660. Full description at Econpapers || Download paper | |
2022 | Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115. Full description at Econpapers || Download paper | |
2021 | Machine Learning Portfolio Allocation. (2020). Ruppert, David ; Pinelis, Michael. In: Papers. RePEc:arx:papers:2003.00656. Full description at Econpapers || Download paper | |
2021 | Equity Factors: To Short Or Not To Short, That Is The Question. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Benaych-Georges, Florent . In: Papers. RePEc:arx:papers:2003.10419. Full description at Econpapers || Download paper | |
2021 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2021 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2022 | Deep reinforcement learning for portfolio management based on the empirical study of chinese stock market. (2021). Song, Qingyang ; Zhou, Xiaohua ; Huang, Gang. In: Papers. RePEc:arx:papers:2012.13773. Full description at Econpapers || Download paper | |
2021 | Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251. Full description at Econpapers || Download paper | |
2021 | Portfolio Construction Using Stratified Models. (2021). Boyd, Stephen ; Barratt, Shane ; Tuck, Jonathan. In: Papers. RePEc:arx:papers:2101.04113. Full description at Econpapers || Download paper | |
2021 | Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187. Full description at Econpapers || Download paper | |
2022 | Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451. Full description at Econpapers || Download paper | |
2021 | Perpetual callable American volatility options in a mean-reverting volatility model. (2021). Liu, Hsuan-Ku. In: Papers. RePEc:arx:papers:2104.01127. Full description at Econpapers || Download paper | |
2022 | An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975. Full description at Econpapers || Download paper | |
2021 | Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380. Full description at Econpapers || Download paper | |
2021 | Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences. (2021). Salterini, Benedetta ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2106.13888. Full description at Econpapers || Download paper | |
2022 | From Carbon-transition Premium to Carbon-transition Risk. (2021). Basu, Sankarshan ; Chakrabarty, Siddhartha P ; Nag, Suryadeepto. In: Papers. RePEc:arx:papers:2107.06518. Full description at Econpapers || Download paper | |
2021 | A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873. Full description at Econpapers || Download paper | |
2021 | Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions. (2021). Nobari, Kaveh Salehzadeh. In: Papers. RePEc:arx:papers:2111.04919. Full description at Econpapers || Download paper | |
2021 | A Universal End-to-End Approach to Portfolio Optimization via Deep Learning. (2021). Zohren, Stefan ; Cucuringu, Mihai ; Zhang, Zihao. In: Papers. RePEc:arx:papers:2111.09170. Full description at Econpapers || Download paper | |
2021 | A revised comparison between FF five-factor model and three-factor model,based on Chinas A-share market. (2021). Yao, Haixiang ; Ma, Qinghua ; Yu, Yue ; Zhang, Zhijing. In: Papers. RePEc:arx:papers:2112.03170. Full description at Econpapers || Download paper | |
2021 | Realized GARCH, CBOE VIX, and the Volatility Risk Premium. (2021). Huang, Zhuo ; Wang, Tianyi ; Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2112.05302. Full description at Econpapers || Download paper | |
2023 | Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
2022 | Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes. (2022). Soulier, Philippe ; Hurvich, Clifford ; Hsieh, Meng-Chen. In: Papers. RePEc:arx:papers:2202.00793. Full description at Econpapers || Download paper | |
2023 | Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817. Full description at Econpapers || Download paper | |
2022 | Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR. (2022). Thors, Erik ; Niklasson, Vilhelm ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2205.01444. Full description at Econpapers || Download paper | |
2022 | Randomized geometric tools for anomaly detection in stock markets. (2022). Tsigaridas, Elias ; Fisikopoulos, Vissarion ; Chalkis, Apostolos ; Bachelard, Cyril. In: Papers. RePEc:arx:papers:2205.03852. Full description at Econpapers || Download paper | |
2022 | Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600. Full description at Econpapers || Download paper | |
2022 | The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538. Full description at Econpapers || Download paper | |
2022 | Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573. Full description at Econpapers || Download paper | |
2022 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2022 | 150 Years of Return Predictability Around the World: A Holistic View. (2022). Bai, Yang. In: Papers. RePEc:arx:papers:2209.00121. Full description at Econpapers || Download paper | |
2022 | Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420. Full description at Econpapers || Download paper | |
2022 | State-dependent Asset Allocation Using Neural Networks. (2022). Neghab, Davood Pirayesh ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.00871. Full description at Econpapers || Download paper | |
2022 | Institutional ownership and liquidity commonality: evidence from Australia. (2022). Wu, Winston ; Elliott, Robert ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.03287. Full description at Econpapers || Download paper | |
2022 | Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695. Full description at Econpapers || Download paper | |
2022 | A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility. (2022). Song, Yilun ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2212.14327. Full description at Econpapers || Download paper | |
2023 | Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163. Full description at Econpapers || Download paper | |
2023 | Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575. Full description at Econpapers || Download paper | |
2023 | Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network. (2023). Wang, Guiling ; Deek, Fadi P ; Gu, Jingyi. In: Papers. RePEc:arx:papers:2302.14164. Full description at Econpapers || Download paper | |
2023 | Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950. Full description at Econpapers || Download paper | |
2023 | Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672. Full description at Econpapers || Download paper | |
2021 | Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:488-500. Full description at Econpapers || Download paper | |
2021 | Illiquidity Premium in the Indian Stock Market: An Empirical Study. (2021). Verma, Divya ; Kundlia, Shweta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:501-511. Full description at Econpapers || Download paper | |
2021 | Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:11:y:2021:i:6:p:488-500:id:2101. Full description at Econpapers || Download paper | |
2023 | Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2303. Full description at Econpapers || Download paper | |
2023 | Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309. Full description at Econpapers || Download paper | |
2021 | Covariates Hiding in the Tails. (2021). de Vries, Casper ; Ergun, Lerby ; Bachem, Milian. In: Staff Working Papers. RePEc:bca:bocawp:21-45. Full description at Econpapers || Download paper | |
2021 | Can capital controls promote green investments in developing countries?. (2021). Moro, Alessandro . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1348_21. Full description at Econpapers || Download paper | |
2022 | Issuing bonds during the Covid-19 pandemic: is there an ESG premium?. (2022). Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1392_22. Full description at Econpapers || Download paper | |
2021 | Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245. Full description at Econpapers || Download paper | |
2021 | Non-Standard Errors. (2021). Kirchler, Michael ; Johannesson, Magnus ; Huber, Juergen ; Holzmeister, Felix ; Dreber, Anna ; Menkveld, Albert J ; Gil-Bazo, Javier ; Brownlees, Christian ; Weitzel, Utz ; Razen, Michael ; Neussus, Sebastian. In: Working Papers. RePEc:bge:wpaper:1303. Full description at Econpapers || Download paper | |
2022 | Tweeting for Money: Social Media and Mutual Fund Flows. (2022). Imbet, Juan F ; Gil-Bazo, Javier. In: Working Papers. RePEc:bge:wpaper:1366. Full description at Econpapers || Download paper | |
2022 | Information governance in sustainable finance. (2022). Packer, Frank ; Aramonte, Sirio. In: BIS Papers. RePEc:bis:bisbps:132. Full description at Econpapers || Download paper | |
2022 | Deconstructing ESG scores: how to invest with your own criteria. (2022). Jondeau, Eric ; Jegarasasingam, Anandakumar ; Elsenhuber, Ulrike ; Ehlers, Torsten. In: BIS Working Papers. RePEc:bis:biswps:1008. Full description at Econpapers || Download paper | |
2021 | Firm-specific risk-neutral distributions with options and CDS. (2021). Jahan-Parvar, Mohammad ; Aramonte, Sirio ; Schindler, John W ; Rosen, Samuel. In: BIS Working Papers. RePEc:bis:biswps:921. Full description at Econpapers || Download paper | |
2021 | Greening (runnable) brown assets with a liquidity backstop. (2021). Monnet, Cyril ; Mojon, Benoit ; Jondeau, Eric. In: BIS Working Papers. RePEc:bis:biswps:929. Full description at Econpapers || Download paper | |
2021 | Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82. Full description at Econpapers || Download paper | |
2021 | Momentum, Reversals, and Business Cycle Turning Points. (2021). Xiao, Yuchao ; Min, Byoungkyu. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:4:p:679-708. Full description at Econpapers || Download paper | |
2022 | Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588. Full description at Econpapers || Download paper | |
2021 | Pairs trading and idiosyncratic cash flow risk. (2021). Faff, Robert ; Do, Binh. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3171-3206. Full description at Econpapers || Download paper | |
2021 | The long?run role of innovation in the IPO market: inhibition or promotion?. (2021). Sadeghi, Mehdi ; Zhou, Lu Jolly. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3735-3779. Full description at Econpapers || Download paper | |
2021 | Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285. Full description at Econpapers || Download paper | |
2021 | Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434. Full description at Econpapers || Download paper | |
2021 | Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029. Full description at Econpapers || Download paper | |
2021 | No more excuses! Performance of ESG?integrated portfolios in Australia. (2021). , Victor ; Fan, John Hua ; Lee, Darren D. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2407-2450. Full description at Econpapers || Download paper | |
2022 | Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211. Full description at Econpapers || Download paper | |
2022 | Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930. Full description at Econpapers || Download paper | |
2022 | Media coverage of industry and the cross?section of stock returns. (2022). Zhang, Xueyong ; Huang, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1107-1141. Full description at Econpapers || Download paper | |
2022 | Institutional ownership and liquidity commonality: evidence from Australia. (2022). Wu, Winston ; Elliott, Robert ; Bradrania, Reza. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1231-1272. Full description at Econpapers || Download paper | |
2022 | A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379. Full description at Econpapers || Download paper | |
2022 | Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565. Full description at Econpapers || Download paper | |
2021 | Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766. Full description at Econpapers || Download paper | |
2022 | Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects. (2022). Reboredo, Juan ; Otero, Luis A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:950-968. Full description at Econpapers || Download paper | |
2022 | Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385. Full description at Econpapers || Download paper | |
2022 | Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership. (2022). Pouget, Sebastien ; Gollier, Christian. In: Economica. RePEc:bla:econom:v:89:y:2022:i:356:p:997-1023. Full description at Econpapers || Download paper | |
2021 | ESG preferences, risk and return. (2021). Cornell, Bradford. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:12-19. Full description at Econpapers || Download paper | |
2021 | Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDS–bond basis. (2021). Schnitzler, Jan ; Augustin, Patrick. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:120-146. Full description at Econpapers || Download paper | |
2021 | Contract costs, stakeholder capitalism, and ESG. (2021). Fama, Eugene F. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:189-195. Full description at Econpapers || Download paper | |
2021 | Sentiment?scaled CAPM and market mispricing. (2021). Han, Xiao ; Doukas, John A. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:208-243. Full description at Econpapers || Download paper | |
2021 | Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and momentum. (2021). Wu, Yangru ; Sun, Minxing ; Gu, Ming ; Xu, Weike. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:237-259. Full description at Econpapers || Download paper | |
2021 | Twitter activity, investor attention, and the diffusion of information. (2021). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:3-46. Full description at Econpapers || Download paper | |
2021 | Relevance of the disposition effect on the options market: New evidence. (2021). Chou, Robin K ; Chiu, Hsinyu ; Chiang, Mihsiu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:75-106. Full description at Econpapers || Download paper | |
2021 | Anomalies enhanced: A portfolio rebalancing approach. (2021). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:371-424. Full description at Econpapers || Download paper | |
2021 | Price anchors and short?term reversals. (2021). Stivers, Chris ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:425-454. Full description at Econpapers || Download paper | |
2021 | Correlation and the omitted variable: A tale of two prices. (2021). Pan, Zheyao ; Han, Xing. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:519-552. Full description at Econpapers || Download paper | |
2021 | Rating labels and style investing: Evidence from Moodys rating recalibration. (2021). Wu, Chunchi ; Tao, Xinyuan. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1047-1084. Full description at Econpapers || Download paper | |
2022 | Oil price shocks and stock market anomalies. (2022). Ji, Qiang ; Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:573-612. Full description at Econpapers || Download paper | |
2022 | Investor learning and mutual fund flows. (2022). Yan, Hong ; Wei, Kelsey D ; Huang, Jennifer. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:739-765. Full description at Econpapers || Download paper | |
2022 | Should hedge funds deviate from the benchmark?. (2022). Voukelatos, Nikolaos ; Panopoulou, Ekaterini. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:767-795. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1988 | Stable Factors in Security Returns: Identification Using Cross-Validation: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
2020 | Sustainable Investing in Equilibrium In: Working Papers. [Full Text][Citation analysis] | paper | 124 |
2019 | Sustainable Investing in Equilibrium.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
2021 | Sustainable investing in equilibrium.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | article | |
2019 | Sustainable Investing in Equilibrium.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
1984 | A Further Investigation of the Weekend Effect in Stock Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 211 |
1986 | Does the Stock Market Rationally Reflect Fundamental Values? Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1987 | Mimicking Portfolios and Exact Arbitrage Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 58 |
1987 | Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas. In: Journal of Finance. [Full Text][Citation analysis] | article | 57 |
1995 | Portfolio Inefficiency and the Cross-Section of Expected Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 95 |
1994 | Portfolio Inefficiency and the Cross-Section of Expected Returns.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
1996 | On the Predictability of Stock Returns: An Asset-Allocation Perspective. In: Journal of Finance. [Full Text][Citation analysis] | article | 311 |
1995 | On the Predictability of Stock Returns: An Asset-Allocation Perspective.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 311 | paper | |
1999 | Costs of Equity Capital and Model Mispricing In: Journal of Finance. [Full Text][Citation analysis] | article | 64 |
1998 | Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
1998 | Costs of Equity Capital and Model Mispricing.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
1998 | Costs of Equity Capital and Model Mispricing.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2001 | The Equity Premium and Structural Breaks In: Journal of Finance. [Full Text][Citation analysis] | article | 147 |
2000 | The Equity Premium and Structural Breaks.(2000) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 147 | paper | |
1998 | The Equity Premium and Structural Breaks..(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 147 | paper | |
2000 | The Equity Premium and Structural Breaks.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 147 | paper | |
2000 | The Equity Premium and Structural Breaks.(2000) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 147 | paper | |
2005 | Report of the Editor of The Journal of Finance for the Year 2004 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2006 | Report of the Editor of The Journal of Finance for the Year 2005 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2009 | Predictive Systems: Living with Imperfect Predictors In: Journal of Finance. [Full Text][Citation analysis] | article | 134 |
2007 | Predictive Systems: Living with Imperfect Predictors.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
2007 | Predictive Systems: Living with Imperfect Predictors.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
2008 | Predictive Systems: Living with Imperfect Predictors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
2012 | Are Stocks Really Less Volatile in the Long Run? In: Journal of Finance. [Full Text][Citation analysis] | article | 80 |
2009 | Are Stocks Really Less Volatile in the Long Run?.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2009 | Are Stocks Really Less Volatile in the Long Run?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2014 | Presidential Address: Investment Noise and Trends In: Journal of Finance. [Full Text][Citation analysis] | article | 39 |
2015 | Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle In: Journal of Finance. [Full Text][Citation analysis] | article | 235 |
2012 | Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 235 | paper | |
2017 | Do Funds Make More When They Trade More? In: Journal of Finance. [Full Text][Citation analysis] | article | 38 |
2014 | Do Funds Make More When They Trade More?.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2014 | Do Funds Make More When They Trade More?.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2017 | Portfolio Liquidity and Diversification: Theory and Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Fund Tradeoffs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Fund tradeoffs.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2017 | Fund Tradeoffs.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Liquidity Risk After 20 Years In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | Liquidity Risk After 20 Years.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Liquidity Risk After 20 Years.(2019) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2002 | Liquidity Risk and Expected Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1764 |
2001 | Liquidity Risk and Expected Stock Returns.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1764 | paper | |
2003 | Liquidity Risk and Expected Stock Returns.(2003) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1764 | article | |
Liquidity Risk and Expected Stock Returns.() In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1764 | paper | ||
2010 | On the Size of the Active Management Industry In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 72 |
2010 | On the Size of the Active Management Industry.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2012 | On the Size of the Active Management Industry.(2012) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
2014 | Scale and Skill in Active Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 142 |
2015 | Scale and skill in active management.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | article | |
2014 | Scale and Skill in Active Management.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
1977 | Inequaltty and social status in successive generations In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
1983 | Testing the CAPM with broader market indexes : A problem of mean-deficiency In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2001 | Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency.(2001) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1982 | Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency.(1982) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | The short of it: Investor sentiment and anomalies In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 509 |
2011 | The Short of It: Investor Sentiment and Anomalies.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 509 | paper | |
1982 | On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 98 |
1981 | On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis.(1981) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
2014 | The long of it: Odds that investor sentiment spuriously predicts anomaly returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 57 |
2012 | The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2018 | Absolving beta of volatility’s effects In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
1983 | Arbitrage pricing with information In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 8 |
1983 | Biases in computed returns : An application to the size effect In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 220 |
2019 | Size and value in China In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 136 |
2018 | Size and Value in China.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
2022 | Dissecting green returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 30 |
2021 | Dissecting Green Returns.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
1986 | Predicting returns in the stock and bond markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 674 |
1985 | Predicting Returns in the Stock and Bond Markets.(1985) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 674 | paper | |
1987 | On correlations and inferences about mean-variance efficiency In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 47 |
1987 | Expected stock returns and volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1563 |
1988 | The information in forward rates : Implications for models of the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 108 |
1997 | Analyzing investments whose histories differ in length In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 60 |
1996 | Analyzing Investments Whose Histories Differ in Length.(1996) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
1996 | Analyzing Investments Whose Histories Differ in Length..(1996) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
1997 | Analyzing Investments Whose Histories Differ in Length.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
1999 | Predictive regressions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 715 |
1999 | Predictive Regressions.(1999) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 715 | paper | |
2000 | Comparing asset pricing models: an investment perspective In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 168 |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 168 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 168 | paper | |
1999 | Comparing Asset Pricing Models: An Investment Perspective.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 168 | paper | |
2002 | Mutual fund performance and seemingly unrelated assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 134 |
Mutual Fund Performance and Seemingly Unrelated Assets.â€.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 134 | paper | ||
2002 | Investing in equity mutual funds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 79 |
Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | ||
1991 | Asset returns and intertemporal preferences In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 218 |
1991 | Asset Returns and Intertemporal Preferences.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 218 | paper | |
2002 | Arbitrage Pricing with Heterogeneous Information In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
1982 | Arbitrage Pricing with Heterogeneous Information.(1982) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1993 | Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
1993 | Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94).(1993) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1993 | Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1993 | Bayesian Inference and Portfolio Efficiency..(1993) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1994 | Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1994 | Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93).(1994) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1990 | Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 4 |
1990 | Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009).(1990) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1991 | Bayesian Inference and Portfolio Efficiency (Revised: 4-93) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1991 | Bayesian Inference and Portfolio Efficiency..(1991) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1997 | Costs of Equity from Factor-Based Models In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1997 | Costs of Equity from Factor-Based Models (Revised 4-98).(1997) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2000 | Evaluating and Investing in Equity Mutual Funds In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Evaluating and Investing in Equity Mutual Funds.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
Evaluating and Investing in Equity Mutual Funds.() In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
1983 | Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 163 |
1989 | Expectations and Volatility of Long-Horizon Stock Returns In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
1993 | Estimiting Conditional Expectations when Volatility Fluctuates. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 12 |
1993 | Estimating Conditional Expectations when Volatility Fluctuates.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
1988 | A Mean-Variance Framework for Tests for Asset Pricing Models In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 24 |
1989 | A Mean-Variance Framework for Tests of Asset Pricing Models..(1989) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
1988 | Changing Risk, Changing Risk Premiums, and Dividend Yield Effects In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 29 |
1990 | Changing Risk, Changing Risk Premiums, and Dividend Yield Effects..(1990) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
1994 | On the Predictability of Stock Returns: An Asset- Allocation Perspective. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1988 | Modeling Expected Stock Returns for Long and Short Horizons In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 18 |
1990 | ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES. In: Weiss Center Working Papers. [Citation analysis] | paper | 7 |
1991 | Bayesian Inference and Portfolio Efficiency. In: Weiss Center Working Papers. [Citation analysis] | paper | 37 |
1993 | Bayesian Inference and Portfolio Efficiency.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
1995 | Bayesian Inference and Portfolio Efficiency..(1995) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2014 | Investment Noise and Trends In: NBER Working Papers. [Full Text][Citation analysis] | paper | 35 |
2015 | Mispricing Factors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Mispricing Factors.(2017) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2017 | Anomalies Abroad: Beyond Data Mining In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | Skill and Pro?t in Active Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Pricing Without Mispricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Diseconomies of Scale in Active Management: Robust Evidence In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
1990 | Expectations and Volatility of Consumption and Asset Returns. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 108 |
1994 | A Mean-Variance Framework for Tests of Asset Pricing Models: Correction. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 1 |
2011 | Inference about Survivors In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
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