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The review of financial studies
NBER Working Paper
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Working paper / National Bureau of Economic Research, Inc
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The journal of finance : the journal of the American Finance Association
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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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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Nonlinear mean reversion in the short-term interest rate
Jones, Christopher S.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 793-843
Persistent link: https://www.econbiz.de/10001794935
Saved in:
7
New orders and asset prices
Jones, Christopher S.
;
Tuzel, Selale
- In:
The review of financial studies
26
(
2013
)
1
,
pp. 115-157
Persistent link: https://www.econbiz.de/10009717757
Saved in:
8
Out-of-sample performance of mutual fund predictors
Jones, Christopher S.
;
Mo, Haitao
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 149-193
Persistent link: https://www.econbiz.de/10012405807
Saved in:
9
Nonlinear Mean Reversion in the Short-Term Interest Rate
Jones, Christopher S.
- In:
The review of financial studies
16
(
2013
)
3
,
pp. 793-792
Persistent link: https://www.econbiz.de/10010114444
Saved in:
10
New Orders and Asset Prices
Jones, Christopher S.
;
Tuzel, Selale
- In:
The review of financial studies
26
(
2012
)
1
,
pp. 115-114
Persistent link: https://www.econbiz.de/10010055488
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