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ECONIS (ZBW)
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111
Short-horizon beta or long-horizon alpha?
Kamara, Avraham
;
Korajczyk, Robert A.
;
Lou, Xiaoxia
; …
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 96-105
Persistent link: https://www.econbiz.de/10011980688
Saved in:
112
High-frequency market making to large institutional trades
Korajczyk, Robert A.
;
Murphy, Dermot
- In:
The review of financial studies
32
(
2019
)
3
,
pp. 1034-1067
Persistent link: https://www.econbiz.de/10012033532
Saved in:
113
Market timing
Jagannathan, Ravi
;
Korajczyk, Robert A.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 49-71)
.
2017
Persistent link: https://www.econbiz.de/10011602877
Saved in:
114
Strategic, unaffordability and dual-trigger default in the Irish mortgage market
Connor, Gregory
;
Flavin, Thomas J.
- In:
Journal of housing economics
28
(
2015
),
pp. 59-75
Persistent link: https://www.econbiz.de/10011565807
Saved in:
115
Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes
Connor, Gregory
-
2016
Persistent link: https://www.econbiz.de/10011552962
Saved in:
116
Equity issues with time-varying asymmetric information
Korajczyk, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 397-417
Persistent link: https://www.econbiz.de/10001129744
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117
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
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118
Tests of the Fama and French model in India
Connor, Gregory
;
Sehgal, Sanjay
-
2001
Persistent link: https://www.econbiz.de/10001592526
Saved in:
119
Semiparametric estimation of a characteristic-based factor model of stock returns
Connor, Gregory
;
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001474499
Saved in:
120
A structured GARCH model of daily equity return volatility
Connor, Gregory
-
2001
Persistent link: https://www.econbiz.de/10001581216
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