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Option-implied equity premium predictions via entropic tilting

Pettenuzzo, Davide; Metaxoglou, Konstantinos; Smith, … - 2016

Persistent link: https://www.econbiz.de/10011448979

Smith, Aaron D.; Taylor, J. Edward - 2017

"Essentials of Applied Econometrics gives students and professionals the tools they need to do econometric analysis in a world in which more data surround us every day and in which econometrics is put to a diversity of uses. Vivid examples and data from a variety of real-world sources are used...

Persistent link: https://www.econbiz.de/10011456062

Forecasting stock returns using option-implied state prices

Metaxoglou, Konstantinos; Smith, Aaron D. - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 427-473

Persistent link: https://www.econbiz.de/10011987539

Foreign Central Bank activities in US futures markets

Fishe, Raymond P. H.; Robe, Michel A.; Smith, Aaron D. - In: The journal of futures markets 36 (2016) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10011567511

A time series paradox : unit root tests perform poorly when data are cointegrated

Reed, W. Robert; Smith, Aaron D. - 2016

Persistent link: https://www.econbiz.de/10011592764

Crop supply dynamics and the illusion of partial adjustment

Hendricks, Nathan P.; Smith, Aaron D.; Sumner, Daniel A. - In: American journal of agricultural economics 96 (2014) 5, pp. 1469-1491

Persistent link: https://www.econbiz.de/10011279856

Futures market failure?

García, Philip; Irwin, Scott H.; Smith, Aaron D. - In: American journal of agricultural economics 97 (2015) 1, pp. 40-64

Persistent link: https://www.econbiz.de/10011292807

Futures prices in supply analysis : are instrumental variables necessary?

Hendricks, Nathan P.; Janzen, Joseph P.; Smith, Aaron D. - In: American journal of agricultural economics 97 (2015) 1, pp. 22-39

Persistent link: https://www.econbiz.de/10011292823

Grouped coefficients to reduce bias in heterogeneous dynamic panel models with small T

Hendricks, Nathan P.; Smith, Aaron D. - In: Applied economics 47 (2015) 40/42, pp. 4335-4348

Persistent link: https://www.econbiz.de/10011294567

Ethanol production and gasoline prices : a spurious correlation

Knittel, Christopher R.; Smith, Aaron D. - In: The energy journal 36 (2015) 1, pp. 73-113

Persistent link: https://www.econbiz.de/10010528379