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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Lettau, Martin"
~person:"Zhang, Lu"
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ECONIS (ZBW)
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A comparison of new factor models
Hou, Kewei
;
Xue, Chen
;
Zhang, Lu
-
2014
Persistent link: https://www.econbiz.de/10010442479
Saved in:
2
Do anomalies exist ex ante?
Wu, Jin
;
Zhang, Lu
-
2010
Persistent link: https://www.econbiz.de/10003966361
Saved in:
3
Optimal market timing
Li, Erica X. N.
;
Livdan, Dmitry
;
Zhang, Lu
-
2006
Persistent link: https://www.econbiz.de/10003287737
Saved in:
4
Investor information, long-run risk, and the duration of risky cash-flows
Croce, Mariano M.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2007
Persistent link: https://www.econbiz.de/10003427571
Saved in:
5
Characteristics of mutual fund portfolios : where are the value funds?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Mandel, Paulo
-
2018
Persistent link: https://www.econbiz.de/10011981399
Saved in:
6
Exchange traded funds 101 for economists
Lettau, Martin
;
Madhavan, Ananth Narayan
-
2018
Persistent link: https://www.econbiz.de/10011796699
Saved in:
7
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica
-
2004
Persistent link: https://www.econbiz.de/10001927181
Saved in:
8
Anomalies
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823387
Saved in:
9
Expected returns, yield spreads, and asset pricing tests
Campbello, Murillo
;
Chen, Long
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823463
Saved in:
10
The value spread as a predictor of returns
Liu, Naiping
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823542
Saved in:
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