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Börsenkurs
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Lo, Andrew W.
38
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Linnainmaa, Juhani
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Linnainmaa, Juhani T.
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MacKinlay, A. Craig
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Gerakos, Joseph
5
Keloharju, Matti
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Wang, Jiang
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Zhang, June
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Ball, Ray
4
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The review of financial studies
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Computation and estimation in finance and economics
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Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economica
1
Essays on the interface of market microstructure and behavioral finance
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Journal of political economy
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Rodney L. White Center for Financial Research
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Does it matter who trades? : Investor sophistication, broker identity, and permanent price impacts
Linnainmaa, Juhani
- In:
Essays on the interface of market microstructure and …
,
(pp. 86-112)
.
2003
Persistent link: https://www.econbiz.de/10001802793
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2
Deflating profitability
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 225-248
Persistent link: https://www.econbiz.de/10011479890
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3
Why are high exposures to factor betas unlikely to deliver anticipated returns?
Brightman, Chris
;
Henslee, Forrest
;
Kalesnik, Vitali
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 144-163
Persistent link: https://www.econbiz.de/10012802492
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4
Are return seasonalities due to risk or mispricing?
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 138-161
Persistent link: https://www.econbiz.de/10012650232
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5
Accruals, cash flows, and operating profitability in the cross section of stock returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 28-45
Persistent link: https://www.econbiz.de/10011590560
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Earnings, retained earnings, and book-to-market in the cross section of expected returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10012431396
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7
Factor momentum
Arnott, Robert D.
;
Kalesnik, Vitali
;
Linnainmaa, Juhani
- In:
The review of financial studies
36
(
2023
)
8
,
pp. 3034-3070
Persistent link: https://www.econbiz.de/10014320784
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8
Long-term memory in stock market prices
Lo, Andrew W.
-
1989
Persistent link: https://www.econbiz.de/10000767657
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9
Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W.
- In:
Journal of financial economics
17
(
1986
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10001015108
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10
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W.
- In:
Economic notes : economic review of Banca Monte dei …
26
(
1997
)
2
,
pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
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