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Rationalizing trading frequency and returns
Bonaparte, Yosef; Cooper, Russell W. - 2010
Persistent link: https://www.econbiz.de/10003976209
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Testing portfolio efficiency with conditioning information
Ferson, Wayne E.; Siegel, Andrew F. - 2006
Persistent link: https://www.econbiz.de/10003302411
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Inflation tracking portfolios
Downing, Christopher T.; Longstaff, Francis A.; … - 2012
Persistent link: https://www.econbiz.de/10009554460
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Asset allocation and location over the life cycle with survival-contingent payouts
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2008
Persistent link: https://www.econbiz.de/10003725118
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Rationalizing trading frequency and returns : maybe trading is good for you
Bonaparte, Yosef; Cooper, Russell W.; Sha, Mengli - 2019
Persistent link: https://www.econbiz.de/10012028264
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Investor sophistication and portfolio dynamics
Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2020
Persistent link: https://www.econbiz.de/10012253974
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Market liquidity - theory and empirical evidence
Vayanos, Dimitri; Wang, Jiang - 2012
Persistent link: https://www.econbiz.de/10009574566
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The social value of financial expertise
Kurlat, Pablo - 2016
Persistent link: https://www.econbiz.de/10011451785
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Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel - 1994
Persistent link: https://www.econbiz.de/10000888096
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When are contrarian profits due to stock market overreaction?
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000766816