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Orthogonalized regressors and spurious precision, with an application to currency exposures
Liu, Fang; Sercu, Piet; Vandebroek, Martina - In: Journal of international money and finance 51 (2015), pp. 245-263
Persistent link: https://www.econbiz.de/10011475260
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The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Boudt, Kris; Neely, Christopher J.; Sercu, Piet; … - In: Journal of international money and finance 94 (2019), pp. 32-47
Persistent link: https://www.econbiz.de/10012135140
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Exporters' exposures to currencies : beyond the loglinear model
Boudt, Kris; Liu, Fang; Sercu, Piet - In: Review of finance : journal of the European Finance … 20 (2016) 4, pp. 1631-1657
Persistent link: https://www.econbiz.de/10011610726
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Measuring the impact of extreme observations on CAPM alphas : some methodological issues
Moor, Lieven de; Sercu, Piet - In: Finance research letters 15 (2015), pp. 1-10
Persistent link: https://www.econbiz.de/10011552873
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On comparing zero-alpha tests across multifactor asset pricing models
Moor, Lieven de; Dhaene, Geert; Sercu, Piet - In: Journal of banking & finance 61 (2015) 2, pp. 235-240
Persistent link: https://www.econbiz.de/10011586907
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The smallest stocks are not just smaller : global evidence
Moor, Lieven de; Sercu, Piet - In: The European journal of finance 21 (2015) 1/3, pp. 51-70
Persistent link: https://www.econbiz.de/10010519976
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Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de; Sercu, Piet - In: Applied economics letters 22 (2015) 10/12, pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
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A measure of pure home bias
Cooper, Ian; Sercu, Piet; Vanpée, Rosanne - In: Review of finance : journal of the European Finance … 22 (2018) 4, pp. 1469-1514
Persistent link: https://www.econbiz.de/10012005751
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The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert; Sercu, Piet; Wu, Jianbin - 2016
Persistent link: https://www.econbiz.de/10011707065
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Forward trading in the Brussels SE : implied costs of raising funds and of shorting stocks
Tuan Thi Ngoc Bui; Sercu, Piet - 2010
Persistent link: https://www.econbiz.de/10009126817