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~isPartOf:"Journal of financial economics"
~person:"Bekaert, Geert"
~person:"Parlour, Christine A."
~person:"Pedersen, Lasse Heje"
~subject:"Theorie"
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Bekaert, Geert
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1
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Saved in:
2
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:
3
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:
4
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:
5
Betting against beta
Frazzinia, Andrea
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
Saved in:
6
Asset pricing with liquidity risk
Acharya, Viral V.
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
77
(
2005
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10003052543
Saved in:
7
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:
8
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
Saved in:
9
Why stocks may disappoint
Ang, Andrew
;
Bekaert, Geert
;
Liu, Jun
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 471-508
Persistent link: https://www.econbiz.de/10002878239
Saved in:
10
Betting against correlation : testing theories of the low-risk effect
Asness, Cliff
;
Frazzini, Andrea
;
Gormsen, Niels
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012543201
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