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person:"Lakonishok, Josef"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers"
~person:"Bali, Turan G."
~person:"Harvey, Campbell R."
~person:"Timmermann, Allan"
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Lakonishok, Josef
Bali, Turan G.
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Management science : journal of the Institute for Operations Research and the Management Sciences
R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers
NBER working paper series
34
Working paper / National Bureau of Economic Research, Inc.
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24
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The journal of finance : the journal of the American Finance Association
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10
Discussion paper / Department of Economics, University of California San Diego
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7
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The review of financial studies
6
Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
4
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4
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Duke I&E Research Paper
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Journal of econometrics
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Journal of international money and finance
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Koç University - TÜSİAD Economic Research Forum working paper series
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The economic journal : the journal of the Royal Economic Society
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The journal of portfolio management : a publication of Institutional Investor
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1
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ECONIS (ZBW)
8
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1
Do hedge funds outperform stocks and bonds?
Bali, Turan G.
;
Brown, Stephen J.
;
Demirtas, K. Ozgur
- In:
Management science : journal of the Institute for …
59
(
2013
)
8
,
pp. 1887-1903
Persistent link: https://www.econbiz.de/10009788943
Saved in:
2
A corporate beauty contest
Graham, John R.
;
Harvey, Campbell R.
;
Puri, Manju
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3044-3056
Persistent link: https://www.econbiz.de/10011748996
Saved in:
3
Market underreaction to open market share repurchases
Ikenberry, David
;
Lakonishok, Josef
;
Vermaelen, Theo
-
1993
Persistent link: https://www.econbiz.de/10000879079
Saved in:
4
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
5
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
6
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
7
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
Saved in:
8
Are common swings in international stock returns justified by subsequent changes in national outputs?
Dumas, Bernard
;
Harvey, Campbell R.
;
Ruiz, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001465330
Saved in:
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