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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"NBER working paper series"
~isPartOf:"Rodney L. White Center for Financial Research"
~person:"Al-Azzam, Moh’d"
~person:"Bekaert, Geert"
~person:"Cochrane, John H."
~person:"Fernandes, Marcelo"
~person:"Foucault, Thierry"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Hong, Harrison"
~person:"Stambaugh, Robert F."
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Dynamisches Gleichgewicht"
~subject:"Estimation theory"
~subject:"Expectation formation"
~subject:"Spekulation"
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Al-Azzam, Moh’d
Bekaert, Geert
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1
Stock Return Predictability : Is it There?
Ang, Andrew
-
2001
We ask whether stock returns in France,
Germany
, Japan, the UK and the US are predictable by three instruments: the …
Persistent link: https://www.econbiz.de/10012470517
Saved in:
2
Regime Switches in Interest Rates
Ang, Andrew
-
1998
econometric performance of regime-switching models for interest rate data from the US,
Germany
and the UK. There is strong …
Persistent link: https://www.econbiz.de/10012472295
Saved in:
3
"Peso Problem" Explanations for Term Structure Anomalies
Bekaert, Geert
-
1997
States, the United Kingdom, and
Germany
using the Campbell-Shiller (1991) regressions and a vector …-problem effects is largely consistent with term structure data from the U.S., U.K., and
Germany
…
Persistent link: https://www.econbiz.de/10012472666
Saved in:
4
Anomalies Abroad : Beyond Data Mining
Lu, Xiaomeng
-
2017
,
Germany
, Japan, and the U.K. All of the anomalies are consistently significant across these five countries, whose developed …
Persistent link: https://www.econbiz.de/10012453902
Saved in:
5
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel
;
Stambaugh, Robert F.
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000888001
Saved in:
6
Asset returns, investment horizons, and intertemporal preferences
Kandel, Shmuel
;
Stambaugh, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000800651
Saved in:
7
Risk, uncertainty and asset prices
Bekaert, Geert
;
Engstrom, Eric
;
Xing, Yuhang
-
2006
Persistent link: https://www.econbiz.de/10003395336
Saved in:
8
Risk, uncertainty, and asset prices
Bekaert, Geert
;
Engstrom, Eric
;
Xing, Yuhang
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10003813183
Saved in:
9
Trading fees and
efficiency
in limit order markets
Colliard, Jean-Edouard
;
Foucault, Thierry
-
2011
Persistent link: https://www.econbiz.de/10009155903
Saved in:
10
The short of it : investor sentiment and anomalies
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 288-302
Persistent link: https://www.econbiz.de/10009621139
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