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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet - 2000
Persistent link: https://www.econbiz.de/10013423063
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Guru dreams and competition : an anatomy of the economics of blogs
Dong, Yi; Massa, Massimo; Zhang, Hong - 2015
Persistent link: https://www.econbiz.de/10010509461
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How useful is bagging in forecasting economic time series? : A case study of US CPI inflation
Inoue, Atsushi; Kilian, Lutz - 2005
Persistent link: https://www.econbiz.de/10003187611
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Dispersion of opinion and stock returns
Goetzmann, William N.; Massa, Massimo - 2005
Persistent link: https://www.econbiz.de/10002589631
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Disposition matters ; volume, volatility and price impact of behavioural bias
Goetzmann, William N.; Massa, Massimo - 2004
Persistent link: https://www.econbiz.de/10002593861
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Local ownership as private information : evidence on the monitoring-liquidity trade-off
Gaspar, José-Miguel; Massa, Massimo - 2004
Persistent link: https://www.econbiz.de/10002518097
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Favouritism in mutual fund families? : Evidence on strategic cross-fund subsidization
Gaspar, José-Miguel; Massa, Massimo; Matos, Pedro - 2004
Persistent link: https://www.econbiz.de/10002524537
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Do actions speaks louder than words? : Household expectations of inflation based on micro consumption data
Inoue, Atsushi; Kilian, Lutz; Kiraz, Fatma Burcu - 2006
Persistent link: https://www.econbiz.de/10003366974
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News, uncertainty and economic fluctuations
Forni, Mario; Gambetti, Luca; Sala, Luca - 2017
Persistent link: https://www.econbiz.de/10011715655
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000