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Decision frequency and synchronization across agents : implications for aggregate consumption and equity return

Lynch, Anthony W. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1479-1497

Persistent link: https://www.econbiz.de/10001209019

Portfolio choice and equity characteristics : characterizing the hedging demands induced by return predictability

Lynch, Anthony W. - In: Journal of financial economics 62 (2001) 1, pp. 67-130

Persistent link: https://www.econbiz.de/10001608813

Does mutual fund performance vary over the business cycle?

Lynch, Anthony W. (contributor); … - 2007 - Version: 23. February 2007

Persistent link: https://www.econbiz.de/10003726994

Using samples of unequal length in generalized method of moments estimation

Lynch, Anthony W.; Wachter, Jessica - 2008

Persistent link: https://www.econbiz.de/10003770562

Fund families as delegated monitors of money managers

Gervais, Simon; Lynch, Anthony W.; Musto, David K. - In: The review of financial studies 18 (2005) 4, pp. 1139-1169

Persistent link: https://www.econbiz.de/10003352746

Why surplus consumption in the habit model may be less persistent than you think

Lynch, Anthony W.; Randall, Oliver - 2011

"In U.S. data, value stocks have higher expected excess returns and higher CAPM alphas than growth stocks. We find the external-habit model of Campbell and Cochrane (1999) can generate a value premium in both CAPM alpha and expected excess return so long as the persistence of the log...

Persistent link: https://www.econbiz.de/10009006789