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Efficient tests of stock return predictability
Campbell, John Y.; Yogo, Motohiro - In: Journal of financial economics 81 (2006) 1, pp. 27-60
Persistent link: https://www.econbiz.de/10003340663
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Caught on tape : institutional trading, stock returns, and earnings announcements
Campbell, John Y.; Ramadorai, Tarun; Schwartz, Allie - In: Journal of financial economics 92 (2009) 1, pp. 66-91
Persistent link: https://www.econbiz.de/10003833681
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The dynamic effects of monetary policy : a structural factor model approach
Forni, Mario; Gambetti, Luca - 2008
Persistent link: https://www.econbiz.de/10003793645
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Does the stock market harm investment incentives?
Asker, John; Farre-Mensa, Joan; Ljungqvist, Alexander - 2010
Persistent link: https://www.econbiz.de/10003994115
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Caught on tape : institutional trading, stock returns, and earnings announcements
Campbell, John Y.; Ramadorai, Tarun; Schwartz, Allie - 2007
Persistent link: https://www.econbiz.de/10003515789
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980
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Noise bubbles
Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2013
Persistent link: https://www.econbiz.de/10009786286
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Private equity's unintendend dark side : on the economic consequences of excessive delistings
Ljungqvist, Alexander; Persson, Lars; Tåg, Joacim - 2016
Persistent link: https://www.econbiz.de/10011437576
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Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011544556
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273