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Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - 2009
Persistent link: https://www.econbiz.de/10003861024
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Why do household portfolio shares rise in wealth?
Wachter, Jessica (contributor); Yogo, Motohiro (contributor) - 2007 - This draft: June 14, 2007
Persistent link: https://www.econbiz.de/10003727411
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Can mutual fund managers pick stocks? : Evidence from their trades prior to earnings announcements
Baker, Malcolm; Litov, Lubomir; Wachter, Jessica; … - 2004
Persistent link: https://www.econbiz.de/10003229586
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The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin (contributor);  … - 2004 - rev
Persistent link: https://www.econbiz.de/10003229588
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The limiting distribution of production in integrated economies : evidence from US states and EU countries
Bowen, Harry P.; Munandar, Haris; Viaene, Jean-Marie - 2005
Persistent link: https://www.econbiz.de/10002851621
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Zipf's law for integrated economies
Bowen, Harry P.; Munandar, Haris; Viaene, Jean-Marie - 2005
Persistent link: https://www.econbiz.de/10002851637
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On the extent of economic integration : a comparison of EU countries and US states
Bowen, Harry P.; Munandar, Haris; Viaene, Jean-Marie - 2010
Persistent link: https://www.econbiz.de/10003934195
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A model of two days : discrete news and asset prices
Wachter, Jessica; Zhu, Yicheng - 2021
Persistent link: https://www.econbiz.de/10012581833
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Is the United States a lucky survivor : a hierarchical Bayesian approach
Binsbergen, Jules H. van; Hua, Sophia; Wachter, Jessica - 2020
Persistent link: https://www.econbiz.de/10012388361
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Do rare events explain CDX tranche spreads?
Seo, Sang Byung; Wachter, Jessica - 2016
Persistent link: https://www.econbiz.de/10011843791