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~isPartOf:"Journal of financial economics"
~person:"Grinblatt, Mark"
~person:"Lou, Dong"
~person:"Santa-Clara, Pedro"
~subject:"CAPM"
~subject:"Financial analysis"
~subject:"Volatility"
~type:"article"
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Grinblatt, Mark
Lou, Dong
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Journal of financial economics
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1
Global market inefficiencies
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 234-259
Persistent link: https://www.econbiz.de/10012650238
Saved in:
2
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
3
A tug of war : Overnight versus intraday expected returns
Lou, Dong
;
Polk, Christopher
;
Skouras, Spyros
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 192-213
Persistent link: https://www.econbiz.de/10012166758
Saved in:
4
Agnostic fundamental analysis works
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011969134
Saved in:
5
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
6
Forecasting stock market returns : the sum of the parts is more than the whole
Ferreira, Miguel A.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 514-537
Persistent link: https://www.econbiz.de/10009242099
Saved in:
7
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
8
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10002878247
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