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Origins of mutual fund skill : market versus accounting based asset pricing anomalies
Christiansen, Charlotte; Xing, Ran; Xu, Yue - 2020 - This version: December 3, 2020
Persistent link: https://www.econbiz.de/10012433903
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Spillovers of senior mutual fund managers' capital raising ability : job market paper
Xu, Yue - 2022 - This version: December 2, 2021
Persistent link: https://www.econbiz.de/10012816340
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Optimal asset allocation for commodity sovereign wealth funds
Irarrazabal, Alfonso A.; Ma, Lin; Parra-Alvarez, Juan Carlos - 2020
Persistent link: https://www.econbiz.de/10012318200
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Reallocation of mutual fund managers and capital raising ability
Xu, Yue - 2022
Persistent link: https://www.econbiz.de/10013367394
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - 2009
Persistent link: https://www.econbiz.de/10003865691
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009
Persistent link: https://www.econbiz.de/10003849492
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Realized volatility and multipower variation
Andersen, Torben; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003892558
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003978304
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Smooth transition patterns in the realized stock bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10003956890
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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796