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Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999
Persistent link: https://www.econbiz.de/10001394327
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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - 2003
Persistent link: https://www.econbiz.de/10001748919
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On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel - 1995
Persistent link: https://www.econbiz.de/10000908932
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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
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Alternative models for conditional stock volatility
Pagan, Adrian R.; Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000765771
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Economic tracking portfolios
Lamont, Owen A. - 1999
Persistent link: https://www.econbiz.de/10001378519
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Evidence on the characteristics of cross sectional variation in stock returns
Daniel, Kent; Titman, Sheridan - 1996
Persistent link: https://www.econbiz.de/10000592269
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Earnings and expected returns
Lamont, Owen A. - 1996
Persistent link: https://www.econbiz.de/10000598108
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The liquidity cost of private equity investments : evidence from secondary market transactions
Nadauld, Taylor D.; Sensoy, Berk A.; Vorkink, Keith; … - 2016
Persistent link: https://www.econbiz.de/10011520493
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Efficiency and the bear : short sales and markets around the world
Bris, Arturo; Goetzmann, William N.; Zhu, Ning N. - 2003
Persistent link: https://www.econbiz.de/10001736561