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The timing of monetary policy shocks
Olivei, Giovanni P.; Tenreyro, Silvana - 2006
Persistent link: https://www.econbiz.de/10003352970
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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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The empirical risk-return relations : a factor analysis approach
Ludvigson, Sydney C.; Ng, Serena - In: Journal of financial economics 83 (2007) 1, pp. 171-222
Persistent link: https://www.econbiz.de/10003410385
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Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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Depression econometrics : a FAVAR model of monetary policy during the Great Depression
Ahmadi, Pooyan Amir; Ritschl, Albrecht - 2009
Persistent link: https://www.econbiz.de/10003912091
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10003969493
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Disposition matters ; volume, volatility and price impact of behavioural bias
Goetzmann, William N.; Massa, Massimo - 2004
Persistent link: https://www.econbiz.de/10002593861
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Missing the marks? : dispersion in corporate bond valuations across mutual funds
Cici, Gjergij; Gibson, Scott; Merrick, John J. - In: Journal of financial economics 101 (2011) 1, pp. 206-226
Persistent link: https://www.econbiz.de/10009242902
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Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds
Joenväärä, Juha; Kosowski, Robert L. - 2015
Persistent link: https://www.econbiz.de/10011289235
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Identification and inference using event studies
Gürkaynak, Refet S.; Wright, Jonathan H. - 2013
Persistent link: https://www.econbiz.de/10009734152