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ECONIS (ZBW)
383,384
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1
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1
Estimating Griliches' k-shifts
Fulginiti, Lilyan E.
- In:
American journal of agricultural economics
92
(
2010
)
1
,
pp. 86-101
Persistent link: https://www.econbiz.de/10008904382
Saved in:
2
When do covariates matter? : and which ones, and how much?
Gelbach, Jonah B.
- In:
Journal of labor economics
34
(
2016
)
2
,
pp. 509-543
Persistent link: https://www.econbiz.de/10011487176
Saved in:
3
Confusion of confusions : a test of the disposition effect and momenttum
Birru, Justin
- In:
The review of financial studies
28
(
2015
)
7
,
pp. 1849-1873
Persistent link: https://www.econbiz.de/10011376091
Saved in:
4
Cross-sectional and time-series determinants of momentum returns
Jegadeesh, Narasimhan
;
Titman, Sheridan
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 143-157
Persistent link: https://www.econbiz.de/10001639613
Saved in:
5
Semivariance decomposition of country-level returns
Beach, Steven L.
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 607-623
Persistent link: https://www.econbiz.de/10009303913
Saved in:
6
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Saved in:
7
Idiosyncratic risk and spillover effect in REIT returns
Hui, Eddie Chi Man
;
Wang, Ziyou
- In:
International journal of strategic property management
22
(
2018
)
6
,
pp. 457-470
Persistent link: https://www.econbiz.de/10011998439
Saved in:
8
Two types of factors : a return decomposition for factor portfolios
Kushner, Joseph
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 17-32
Persistent link: https://www.econbiz.de/10011804339
Saved in:
9
A
bias
in Jensen’s alpha when returns are serially correlated
Kang, Jangkoo
;
Lee, Soonhee
- In:
Theoretical economics letters
3
(
2013
)
3
,
pp. 188-190
Persistent link: https://www.econbiz.de/10010239686
Saved in:
10
Return predictability and intertemporal asset allocation : evidence from a
bias
-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
Saved in:
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