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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:"Cochrane, John H."
~person:"Fernandes, Marcelo"
~person:"Foucault, Thierry"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Hong, Harrison"
~person:"Shleifer, Andrei"
~person:"Stambaugh, Robert F."
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Dynamisches Gleichgewicht"
~subject:"Expectation formation"
~subject:"Spekulation"
~subject:"Theorie"
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Al-Azzam, Moh’d
Cochrane, John H.
Fernandes, Marcelo
Foucault, Thierry
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Hong, Harrison
Shleifer, Andrei
Stambaugh, Robert F.
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39
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ECONIS (ZBW)
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1
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:
2
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel
;
Stambaugh, Robert F.
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000888001
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3
Asset returns, investment horizons, and intertemporal preferences
Kandel, Shmuel
;
Stambaugh, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000800651
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4
Minimum price variations, time priority and quote dynamics
Cordella, Tito
;
Foucault, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000645242
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5
Liquidity cycles and make/take fees in electronic markets
Foucault, Thierry
;
Kadan, Ohad
;
Kandel, Eugene
-
2009
Persistent link: https://www.econbiz.de/10003911880
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6
Insiders-outsiders, transparency and the value of the ticker
Cespa, Giovanni
;
Foucault, Thierry
-
2008
Persistent link: https://www.econbiz.de/10003704399
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7
On the size of the active management industry
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2010
Persistent link: https://www.econbiz.de/10003945509
Saved in:
8
Unstable banking
Shleifer, Andrei
;
Vishny, Robert W.
- In:
Journal of financial economics
97
(
2010
)
3
,
pp. 306-318
Persistent link: https://www.econbiz.de/10008660558
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9
Trading fees and
efficiency
in limit order markets
Colliard, Jean-Edouard
;
Foucault, Thierry
-
2011
Persistent link: https://www.econbiz.de/10009155903
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10
Equilibrium fast trading
Biais, Bruno
;
Foucault, Thierry
;
Moinas, Sophie
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 292-313
Persistent link: https://www.econbiz.de/10011348498
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