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~isPartOf:"Journal of financial economics"
~person:"Bekaert, Geert"
~person:"Lo, Andrew W."
~person:"Parlour, Christine A."
~subject:"Theorie"
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Bekaert, Geert
Lo, Andrew W.
Parlour, Christine A.
Shleifer, Andrei
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Journal of financial economics
NBER working paper series
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American Economic Association, Ten Years and Beyond: Economists Answer NSF's Call for Long-Term Research Agendas
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1
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
Saved in:
2
When is time continuous?
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 173-204
Persistent link: https://www.econbiz.de/10001448502
Saved in:
3
Dating the integration of world equity markets
Bekaert, Geert
;
Harvey, Campbell R.
;
Lumsdaine, Robin L.
- In:
Journal of financial economics
65
(
2002
)
2
,
pp. 203-247
Persistent link: https://www.econbiz.de/10001693005
Saved in:
4
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
5
On biases in tests of the expectations hypothesis of the term structure of interest rates
Bekaert, Geert
- In:
Journal of financial economics
44
(
1997
)
3
,
pp. 309-348
Persistent link: https://www.econbiz.de/10001224560
Saved in:
6
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
Saved in:
7
Risk, uncertainty, and asset prices
Bekaert, Geert
;
Engstrom, Eric
;
Xing, Yuhang
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10003813183
Saved in:
8
Payment for order flow
Parlour, Christine A.
;
Rajan, Uday
- In:
Journal of financial economics
68
(
2003
)
3
,
pp. 379-411
Persistent link: https://www.econbiz.de/10001765581
Saved in:
9
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
10
Informed traders and limit order markets
Goettler, Ronald L.
;
Parlour, Christine A.
;
Rajan, Uday
- In:
Journal of financial economics
93
(
2009
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10003860112
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