1

Commercial Real Estate as an Asset Class

Ghent, Andra C., Torous, Walter N., Valkanov, Rossen I.
Journal:
Annual Review of Financial Economics
Year:
2019
Language:
english
File:
PDF, 1006 KB
english, 2019
2

MIDAS Regressions: Further Results and New Directions

Ghysels, Eric, Sinko, Arthur, Valkanov, Rossen
Journal:
Econometric Reviews
Year:
2007
Language:
english
File:
PDF, 506 KB
english, 2007
3

Forecasting stock returns under economic constraints

Pettenuzzo, Davide, Timmermann, Allan, Valkanov, Rossen
Journal:
Journal of Financial Economics
Year:
2014
Language:
english
File:
PDF, 2.26 MB
english, 2014
5

The Presidential Puzzle: Political Cycles and the Stock Market

Pedro Santa-Clara, Rossen Valkanov
Journal:
The Journal of Finance
Year:
2003
Language:
english
File:
PDF, 293 KB
english, 2003
6

Do industries lead stock markets?

Harrison Hong, Walter Torous, Rossen Valkanov
Journal:
Journal of Financial Economics
Year:
2007
Language:
english
File:
PDF, 316 KB
english, 2007
8

There is a risk-return trade-off after all

Eric Ghysels, Pedro Santa-Clara, Rossen Valkanov
Journal:
Journal of Financial Economics
Year:
2005
Language:
english
File:
PDF, 591 KB
english, 2005
10

A MIDAS approach to modeling first and second moment dynamics

Pettenuzzo, Davide, Timmermann, Allan, Valkanov, Rossen
Journal:
Journal of Econometrics
Year:
2016
Language:
english
File:
PDF, 945 KB
english, 2016
13

Valuation in US Commercial Real Estate

Eric Ghysels, Alberto Plazzi, Rossen Valkanov
Journal:
European Financial Management
Year:
2007
Language:
english
File:
PDF, 152 KB
english, 2007
15

Long-horizon regressions: theoretical results and applications

Rossen Valkanov
Journal:
Journal of Financial Economics
Year:
2003
Language:
english
File:
PDF, 324 KB
english, 2003
16

The Presidential Puzzle: Political Cycles and the Stock Market

Pedro Santa-Clara and Rossen Valkanov
Journal:
The Journal of Finance
Year:
2003
Language:
english
File:
PDF, 3.80 MB
english, 2003
17

Comparing Securitized and Balance Sheet Loans: Size Matters

Ghent, Andra, Valkanov, Rossen
Journal:
Management Science
Year:
2015
Language:
english
File:
PDF, 359 KB
english, 2015
18

Valuation in the US Commercial Real Estate

Ghysels, Eric, Valkanov, Rossen I., Plazzi, Alberto
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 236 KB
english, 2006
22

On Predicting Stock Returns with Nearly Integrated Explanatory Variables

Yan, Shu, Torous, Walter, Valkanov, Rossen
Journal:
The Journal of Business
Year:
2004
Language:
english
File:
PDF, 282 KB
english, 2004
24

Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry

GHYSELS, ERIC, PLAZZI, ALBERTO, VALKANOV, ROSSEN
Journal:
The Journal of Finance
Year:
2016
Language:
english
File:
PDF, 458 KB
english, 2016
25

Complexity in Structured Finance

Ghent, Andra, Torous, Walter, Valkanov, Rossen
Journal:
Review of Economic Studies
Year:
2017
Language:
english
File:
PDF, 448 KB
english, 2017
26

MIDAS Regressions: Further Results and New Directions

Ghysels, Eric, Sinko, Arthur, Valkanov, Rossen I.
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 362 KB
english, 2006
31

The Risk-Return Relationship and Financial Crises

Ghysels, Eric, Plazzi, Alberto, Valkanov, Rossen I.
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 203 KB
english, 2016
32

Forecasting Stock Returns Under Economic Constraints

Pettenuzzo, Davide, Timmermann, Allan G., Valkanov, Rossen I.
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 1.09 MB
english, 2012
34

Political Cycles and the Stock Market

Santa-Clara, Pedro, Valkanov, Rossen I.
Journal:
SSRN Electronic Journal
Year:
2000
Language:
english
File:
PDF, 405 KB
english, 2000