1

Measuring investor sentiment with mutual fund flows

Year:
2012
Language:
english
File:
PDF, 653 KB
english, 2012
3

Do investors prefer round stock prices? Evidence from Israeli IPO auctions

Year:
2001
Language:
english
File:
PDF, 121 KB
english, 2001
4

On the Predictability of Stock Returns: An Asset-Allocation Perspective

Year:
1996
Language:
english
File:
PDF, 1.04 MB
english, 1996
5

On the Predictability of Stock Returns: An Asset-Allocation Perspective

Year:
1996
Language:
english
File:
PDF, 2.34 MB
english, 1996
6

Mean-Variance Spanning

Year:
1987
Language:
english
File:
PDF, 474 KB
english, 1987
7

On correlations and inferences about mean-variance efficiency

Year:
1987
Language:
english
File:
PDF, 1.88 MB
english, 1987
8

Portfolio Inefficiency and the Cross-Section of Expected Returns

Year:
1995
Language:
english
File:
PDF, 607 KB
english, 1995
9

Real and nominal effects of central bank monetary policy

Year:
2002
Language:
english
File:
PDF, 241 KB
english, 2002
10

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

Year:
1996
Language:
english
File:
PDF, 1.24 MB
english, 1996
11

The likelihood ratio test statistic of mean-variance efficiency without a riskless asset

Year:
1984
Language:
english
File:
PDF, 935 KB
english, 1984
13

The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return

Year:
1986
Language:
english
File:
PDF, 225 KB
english, 1986
14

The Price Pressure of Aggregate Mutual Fund Flows

Year:
2011
Language:
english
File:
PDF, 311 KB
english, 2011
16

On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio

Year:
1984
Language:
english
File:
PDF, 394 KB
english, 1984
17

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

Year:
1996
Language:
english
File:
PDF, 611 KB
english, 1996
18

Mimicking Portfolios and Exact Arbitrage Pricing

Year:
1987
Language:
english
File:
PDF, 357 KB
english, 1987
19

The Demand for Stocks: An Analysis of IPO Auctions

Year:
1997
Language:
english
File:
PDF, 43 KB
english, 1997
20

Asset returns and intertemporal preferences

Year:
1991
Language:
english
File:
PDF, 1.99 MB
english, 1991
21

On the incentives for money managers: A signalling approach

Year:
1993
Language:
english
File:
PDF, 1.14 MB
english, 1993
23

Implications of an Index‐Contingent Trading Mechanism

Year:
1997
Language:
english
File:
PDF, 170 KB
english, 1997
24

Value Line Rank and Firm Size

Year:
1987
Language:
english
File:
PDF, 261 KB
english, 1987
25

Market Efficiency and Value Line's Record

Year:
1990
Language:
english
File:
PDF, 2.95 MB
english, 1990
26

Expectations and Volatility of Consumption and Asset Returns

Year:
1990
Language:
english
File:
PDF, 568 KB
english, 1990
27

Learning from Trading

Year:
1993
Language:
english
File:
PDF, 829 KB
english, 1993
28

Bayesian Inference and Portfolio Efficiency

Year:
1995
Language:
english
File:
PDF, 4.22 MB
english, 1995
30

Learning from Trading

Year:
1993
Language:
english
File:
PDF, 516 KB
english, 1993
31

A Mean-Variance Framework for Tests of Asset Pricing Models

Year:
1989
Language:
english
File:
PDF, 888 KB
english, 1989
32

The Demand for Stocks: An Analysis of IPO Auctions

Year:
1999
Language:
english
File:
PDF, 565 KB
english, 1999
34

The Price Pressure of Aggregate Mutual Fund Flows

Year:
2008
Language:
english
File:
PDF, 333 KB
english, 2008