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Journal of financial economics
Discussion paper / Department of Economics, University of California San Diego
43
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Journal of econometrics
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The review of financial studies
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ECONIS (ZBW)
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1
Monotonicity in asset returns : new tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 605-625
Persistent link: https://www.econbiz.de/10008826984
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2
What you see is not what you get : the costs of trading market anomalies
Patton, Andrew J.
;
Weller, Brian M.
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 515-549
Persistent link: https://www.econbiz.de/10012652828
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3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
5
What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.
;
Campos-Martins, Susana
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
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