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Testing the martingale hypothesis for gross returns
Linton, Oliver; Smetanina, Ekaterina - In: Journal of empirical finance 38 (2016), pp. 664-689
Persistent link: https://www.econbiz.de/10011663757
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Semiparametric estimation of a characteristic-based factor model of common stock returns
Connor, Gregory; Linton, Oliver - In: Journal of empirical finance 14 (2007) 5, pp. 694-717
Persistent link: https://www.econbiz.de/10003609986
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Are there Monday effects in stock returns : a stochastic dominance approach
Cho, Young-hyun; Linton, Oliver; Whang, Yoon-jae - In: Journal of empirical finance 14 (2007) 5, pp. 736-755
Persistent link: https://www.econbiz.de/10003610006
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Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha; Linton, Oliver - In: Journal of empirical finance 74 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
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In search of the optimal number of fund subgroups
Yan, Cheng; Cheng, Tingting - In: Journal of empirical finance 50 (2019), pp. 78-92
Persistent link: https://www.econbiz.de/10012169933
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Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing; Cheng, Tingting; Yan, Cheng - In: Journal of empirical finance 49 (2018), pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
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Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting; Yan, Cheng; Yan, Yayi - In: Journal of empirical finance 61 (2021), pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
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Stock return prediction : stacking a variety of models
Zhao, Albert Bo; Cheng, Tingting - In: Journal of empirical finance 67 (2022), pp. 288-317
Persistent link: https://www.econbiz.de/10013464400
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Are there Monday effects in stock returns: A stochastic dominance approach
Cho, Young-Hyun; Linton, Oliver; Whang, Yoon-Jae - In: Journal of empirical finance 14 (2007) 5, pp. 736-755
Persistent link: https://www.econbiz.de/10007876149
Cover Image
Semiparametric estimation of a characteristic-based factor model of common stock returns
Connor, Gregory; Linton, Oliver - In: Journal of empirical finance 14 (2007) 5, pp. 694-717
Persistent link: https://www.econbiz.de/10007876151