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Learning in financial markets
Pástor, Ľuboš; Veronesi, Pietro - 2009
Persistent link: https://www.econbiz.de/10003807976
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On the size of the active management industry
Pástor, Ľuboš; Stambaugh, Robert F. - 2010
Persistent link: https://www.econbiz.de/10003945509
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Learning in financial markets
Pástor, Ľuboš; Veronesi, Pietro - In: Annual review of financial economics 1 (2009), pp. 361-381
Persistent link: https://www.econbiz.de/10003924505
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On the size of the active management industry
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of political economy 120 (2012) 4, pp. 740-781
Persistent link: https://www.econbiz.de/10009693737
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Learning in financial markets
Pástor, Ľuboš; Veronesi, Pietro - 2009
Persistent link: https://www.econbiz.de/10003799819
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
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Diseconomies of scale in active management : robust evidence
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A.; … - In: Critical finance review 11 (2022) 3/4, pp. 593-611
Persistent link: https://www.econbiz.de/10013457308
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Intraday Return Predictability in the Cryptocurrency Markets : Momentum, Reversal, or Both
Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - 2022
This paper reports evidence of intraday return predictability, consisting of both intraday momentum and reversal, in the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that the patterns of intraday return predictability change in...
Persistent link: https://www.econbiz.de/10013289927