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What does equity sector orderflow tell us about the economy?
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 24 (2011) 11, pp. 3688-3730
Persistent link: https://www.econbiz.de/10009381415
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Flight-to-quality or flight-to-liquidity? : evidence from the Euro-area bond market
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 22 (2009) 3, pp. 925-957
Persistent link: https://www.econbiz.de/10003827624
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Technical analysis and liquidity provision
Kavajecz, Kenneth A.; Odders-White, Elizabeth R. - In: The review of financial studies 17 (2004) 4, pp. 1043-1071
Persistent link: https://www.econbiz.de/10002396438
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An examination of changes in specialists' posted price schedules
Kavajecz, Kenneth A.; Odders-White, Elizabeth R. - In: The review of financial studies 14 (2001) 3, pp. 681-704
Persistent link: https://www.econbiz.de/10001602973
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Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 22 (2009) 3, pp. 925-958
Persistent link: https://www.econbiz.de/10008176676
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Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 22 (2013) 3, pp. 925-924
Persistent link: https://www.econbiz.de/10010113722
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What Does Equity Sector Orderflow Tell Us About the Economy?
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 24 (2013) 11, pp. 3688-3687
Persistent link: https://www.econbiz.de/10010114778
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Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.; Santa-Clara, Pedro; Valkanov, Rossen I. - In: The review of financial studies 22 (2009) 9, pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
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The idiosyncratic volatility puzzle : time trend or speculative episodes?
Brandt, Michael W.; Brav, Alon; Graham, John R.; Kumar, Alok - In: The review of financial studies 23 (2010) 2, pp. 863-899
Persistent link: https://www.econbiz.de/10003943125
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A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.; Goyal, Amit; Santa-Clara, Pedro; … - In: The review of financial studies 18 (2005) 3, pp. 831-874
Persistent link: https://www.econbiz.de/10003133514