1

A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

Year:
2008
Language:
english
File:
PDF, 5.93 MB
english, 2008
3

Liquidity and Autocorrelations in Individual Stock Returns

Year:
2006
Language:
english
File:
PDF, 3.59 MB
english, 2006
4

p-Hacking: Evidence from Two Million Trading Strategies

Year:
2017
Language:
english
File:
PDF, 514 KB
english, 2017
5

Is Momentum an Echo?

Year:
2015
Language:
english
File:
PDF, 233 KB
english, 2015
6

Empirical cross-sectional asset pricing: a survey

Year:
2012
Language:
english
File:
PDF, 1.01 MB
english, 2012
7

Bad Habits and Good Practices

Year:
2015
Language:
english
File:
PDF, 726 KB
english, 2015
9

Growth Options, Beta, and the Cost of Capital

Year:
2007
Language:
english
File:
PDF, 1.65 MB
english, 2007
13

The Selection and Termination of Investment Management Firms by Plan Sponsors

Year:
2008
Language:
english
File:
PDF, 5.16 MB
english, 2008
15

Idiosyncratic Risk Matters!

Year:
2003
Language:
english
File:
PDF, 342 KB
english, 2003
17

Predicting the Equity Premium with Dividend Ratios

Year:
2003
Language:
english
File:
PDF, 284 KB
english, 2003
22

Assessing Project Risk

Year:
2012
Language:
english
File:
PDF, 887 KB
english, 2012
26

Predicting the Equity Premium with Dividend Ratios

Year:
2003
Language:
english
File:
PDF, 734 KB
english, 2003
33

No Size Anomalies in U.S. Bank Stock Returns

Year:
2014
Language:
english
File:
PDF, 190 KB
english, 2014
34

High-frequency trading

Year:
2013
Language:
english
File:
PDF, 171 KB
english, 2013
37

Cross-section of option returns and volatility

Year:
2009
Language:
english
File:
PDF, 446 KB
english, 2009
41

Performance and Persistence in Institutional Investment Management

Year:
2010
Language:
english
File:
PDF, 162 KB
english, 2010
46

The Selection and Termination of Investment Management Firms by Plan Sponsors

Year:
2008
Language:
english
File:
PDF, 221 KB
english, 2008
50

Liquidity and Autocorrelations in Individual Stock Returns

Year:
2006
Language:
english
File:
PDF, 233 KB
english, 2006