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Stock market efficiency and economic efficiency : is there a connection?
Dow, James; Gorton, Gary - 1995
Persistent link: https://www.econbiz.de/10000917608
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Stock Market Efficiency and Economic Efficiency : Is There a Connection?
Dow, James - 1995
discretion in determining the level of investment. What is the link between stock price informational efficiency and economic … efficiency? We present a model of the stock market in which: (i) managers have discretion in making investments and must be given …
Persistent link: https://www.econbiz.de/10012473644
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Stock market efficiency and economic efficiency : is there a connection?
Dow, James; Gorton, Gary - 1995
Persistent link: https://www.econbiz.de/10013422383
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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
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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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Self-generating trade and rational fads : the response of price to new information
Dow, James; Gorton, Gary - 1990
Persistent link: https://www.econbiz.de/10000800650
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Asset returns, investment horizons, and intertemporal preferences
Kandel, Shmuel; Stambaugh, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000800651
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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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Bayesian exploratory factor analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
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A family of autoregressive conditional duration models
Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 130 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003228621