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51
News shocks and the production-based term structure of equity returns
Ai, Hengjie
;
Croce, Mariano M.
;
Diercks, Anthony M.
;
Li, Kai
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2423-2467
Persistent link: https://www.econbiz.de/10011927137
Saved in:
52
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406
Saved in:
53
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2251-2275
Persistent link: https://www.econbiz.de/10011929000
Saved in:
54
Do commodities add economic value in asset allocation? : new evidence from time-varying moments
Gao, Xin
;
Nardari, Federico
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 365-393
Persistent link: https://www.econbiz.de/10011929447
Saved in:
55
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
56
News shocks and the production-based term structure of equity returns
Ai, Hengjie
;
Croce, Mariano M.
;
Diercks, Anthony M.
;
Li, Kai
-
2018
Persistent link: https://www.econbiz.de/10011861957
Saved in:
57
Speed of information diffusion within fund families
Jaspersen, Stefan
- In:
Information advantages in the mutual fund industry : …
,
(pp. 84-122)
.
2017
Persistent link: https://www.econbiz.de/10011887135
Saved in:
58
Speed of information diffusion within fund families
Cici, Gjergji
;
Jaspersen, Stefan
;
Kempf, Alexander
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 144-170
Persistent link: https://www.econbiz.de/10011734556
Saved in:
59
Learning about mutual fund managers
Choi, Darwin
;
Kahraman, Bige
;
Mukherjee, Abhiroop
- In:
The journal of finance : the journal of the American …
71
(
2016
)
6
,
pp. 2809-2860
Persistent link: https://www.econbiz.de/10011738213
Saved in:
60
Ex-dividend profitability and institutional trading skill
Henry, Tyler R.
;
Koski, Jennifer L.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 461-494
Persistent link: https://www.econbiz.de/10011738419
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