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Excess volatility and closed-end funds
Pontiff, Jeffrey - In: The American economic review 87 (1997) 1, pp. 155-169
Persistent link: https://www.econbiz.de/10001218701
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A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei; Du, Lilun - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
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Variable rare disasters : a tractabel theory of ten puzzles in macro-finance
Gabaix, Xavier - In: The American economic review 98 (2008) 2, pp. 64-67
Persistent link: https://www.econbiz.de/10003730014
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The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns
Verma, Rahul; Baklaci, Hasan; Soydemir, Gökçe A. - In: Applied financial economics 18 (2008) 16/18, pp. 1303-1317
Persistent link: https://www.econbiz.de/10003779380
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Heterogeneity in expectations, risk tolerance, and household stock shares : the attenuation puzzle
Ameriks, John; Kézdi, Gábor; Lee, Minjoon; Shapiro, … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 633-646
Persistent link: https://www.econbiz.de/10012262501
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Stock price booms and expected capital gains
Adam, Klaus; Marcet, Albert; Beutel, Johannes - In: The American economic review 107 (2017) 8, pp. 2352-2408
Persistent link: https://www.econbiz.de/10011713330
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The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers
Lai, Syouching; Li, Hungchih - In: Applied financial economics 18 (2008) 4/6, pp. 483-499
Persistent link: https://www.econbiz.de/10003739183
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Testing a non-linear model of portfolio behaviour with time-varying expectations and risks : the case of UK private sector pension funds
Blake, David - In: Applied financial economics 1 (1991) 2, pp. 105-121
Persistent link: https://www.econbiz.de/10001114492
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Evidence of uniform inefficiency in market portfolios based on dominance tests
Anyfantaki, Sofia; Maasoumi, Esfandiar; Ren, Jue; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 937-949
Persistent link: https://www.econbiz.de/10013539392
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Skilled mutual fund selection : false discovery control under dependence
Wang, Lijia; Han, Xu; Tong, Xing - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 578-592
Persistent link: https://www.econbiz.de/10014448373