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When it cannot get better or worse : the asymmetric impact of good and bad news on bond returns in expansions and recessions

Beber, Alessandro; Brandt, Michael W. - In: Review of finance : journal of the European Finance … 14 (2010) 1, pp. 119-155

Persistent link: https://www.econbiz.de/10003989521

The effect of macroeconomic news on beliefs and preferences : evidence from the options market

Beber, Alessandro; Brandt, Michael W. - In: Journal of monetary economics 53 (2006) 8, pp. 1997-2039

Persistent link: https://www.econbiz.de/10003394391

What does equity sector orderflow tell us about the economy?

Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 24 (2011) 11, pp. 3688-3730

Persistent link: https://www.econbiz.de/10009381415

Distilling the macroeocnomic new flow

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013

Persistent link: https://www.econbiz.de/10009723120

Economic cycles and expected stock returns

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013

Persistent link: https://www.econbiz.de/10009784726

What does equity sector orderflow tell us about the economy?

Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - 2010

"Investors rebalance their portfolios as their views about expected returns and risk change. We use empirical measures of portfolio rebalancing to back out investors' views, specifically their views about the state of the economy. We show that aggregate portfolio rebalancing across equity...

Persistent link: https://www.econbiz.de/10008757614