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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:"Harvey, Campbell R."
~person:"Lo, Andrew W."
~person:"Timmermann, Allan"
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Lakonishok, Josef
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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
Working paper / National Bureau of Economic Research, Inc.
41
NBER working paper series
40
NBER Working Paper
24
Journal of financial economics
18
The journal of finance : the journal of the American Finance Association
13
Discussion paper / Department of Economics, University of California San Diego
8
Discussion paper series / LSE Financial Markets Group
6
The review of financial studies
6
Discussion paper / Centre for Economic Policy Research
4
International journal of forecasting
4
Journal of financial and quantitative analysis : JFQA
4
DAE working paper
3
Discussion papers / CEPR
3
Duke I&E Research Paper
3
Journal of econometrics
3
Journal of empirical finance
3
The economic journal : the journal of the Royal Economic Society
3
Working paper
3
Working papers / Brandeis University, Department of Economics and International Business School
3
Annual review of financial economics
2
Discussion paper / Centre for Economic Forecasting
2
Discussion paper in financial economics : FE
2
Faculty research papers / The Fuqua School of Business, Duke University
2
Journal of banking & finance
2
Journal of international money and finance
2
Les cahiers de recherche / HEC Paris
2
The journal of portfolio management : a publication of Institutional Investor
2
The quarterly journal of economics
2
Advances in financial engineering
1
An Elgar reference collection
1
Annals of economics and finance
1
Birkbeck working papers in economics and finance : BWPEF
1
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
1
Computation and estimation in finance and economics
1
Critical finance review
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion paper / the Pensions Institute, Birkbeck College, University of London
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Return smoothing, liquidity costs, and investor flows : evidence from a separate account platform
Cao, Charles Q.
;
Farnsworth, Grant
;
Liang, Bing
;
Lo, …
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2233-2250
Persistent link: https://www.econbiz.de/10011729386
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
Impossible frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
56
(
2010
)
6
,
pp. 905-923
Persistent link: https://www.econbiz.de/10003988517
Saved in:
6
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:
7
Dynamic alpha : a spectral decomposition of investment performance across time horizons
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4440-4450
Persistent link: https://www.econbiz.de/10012118591
Saved in:
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