9 research outputs found
Estimating the Anomaly Base Rate
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study
No full textETFs, Learning, and Information in Stock Prices
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2020
- Field of study
No full textAggregating Information for Optimal Portfolio Weights
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
No full textSparse Signals in the Cross-Section of Returns
- Author
- A Belloni
- A Belloni
- A Chinco
- A Kolasinski
- A Lo
- A Manela
- Adam D Clark-Joseph
- Alexander Chinco
- B Efron
- C Asness
- D Ahn
- E Budish
- E Candes
- E Fama
- H Hong
- H Hong
- H Zou
- J Berk
- J Boudoukh
- J Campbell
- J Conrad
- J Friedman
- K Daniel
- L Chan
- L Cohen
- L Dai
- M Carhart
- Mao Ye
- N Barberis
- N Jegadeesh
- N Jegadeesh
- N Meinshausen
- N Shroff
- R Banz
- R Tibshirani
- T Hastie
- T Johnson
- T Moskowitz
- V Chernozhukov
- V Demiguel
- V Demiguel
- V Demiguel
- W De Bondt
- X Gabaix
- X Liu
- Y Zhu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
No full textEstimating the Anomaly Baserate
- Author
- A Chinco
- A Gelman
- A Hoerl
- A Lo
- A Moreira
- Alexander Chinco
- Andreas Neuhierl
- B Efron
- B Efron
- B Efron
- B Efron
- B Efron
- B Efron
- B Jonah
- B Kelly
- B Kelly
- B Petrongolo
- C Harvey
- C Harvey
- C Harvey
- C Harvey
- C Harvey
- C Harvey
- D Gromb
- D Mclean
- E Fama
- E Fama
- E Fama
- G Casella
- G Feng
- H Akaike
- H Robbins
- H White
- H Zou
- J Berger
- J Freyberger
- J Green
- J Lewellen
- J Linnainmaa
- J Maritz
- J Shanken
- L Barras
- L P�stor
- M Lettau
- M Stone
- Michael Weber
- N Barberis
- N Jegadeesh
- O Ledoit
- P Bajgrowicz
- P Diaconis
- R Novy-Marx
- R Sullivan
- R Tibshirani
- S Baker
- S Bryzgalova
- S Kozak
- S Kozak
- S Titman
- T Andersen
- T Hastie
- T Moskowitz
- T Park
- V Demiguel
- W De Bondt
- W Ferson
- W James
- X Yan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study
No full textMortgage Default Option Mispricing and Procyclicality
- Author
- A Chinco
- A Davidson
- A J Levitin
- A K Anundsen
- A Levin
- Adam J Levitin
- Adam J Levitin
- Adam Levitin
- Alex Levin
- Alexander Levin
- Amy Cutts
- Andrew Davidson
- Andrew Haughwout
- Andrey D Pavlov
- Andrey D Pavlov
- Andrey Pavlov
- Andrey Pavlov
- B Appelbaum
- B Bernanke
- Barakova
- Barakova
- D R Haurin
- D R Haurin
- I V Coleman
- J Favilukis
- Jason Thomas
- Jim Berkovec
- L Berlinghieri
- Marsha J Courchane
- Peter Linneman
- R J Herring
- Stuart S Rosenthal
- Susan M. Wachter
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
No full textInvestment-Horizon Spillovers
- Author
- A Anand
- A Ang
- A Beber
- A Kamara
- A Kirilenko
- A Kyle
- A Lo
- A Serroukh
- Alexander Chinco
- B De Long
- C Cella
- C Lan
- D Easley
- D Mackay
- D Percival
- D Percival
- D Vayanos
- Della Vigna
- E Fama
- F Bandi
- I Dew-Becker
- J Brogaard
- J Campbell
- J Hasbrouck
- J Van Binsbergen
- K Hou
- L Harris
- L Kogan
- L Pastor
- M Baker
- M Carhart
- Mao Ye
- N Crouzet
- P Liu
- Q Chen
- R Gallant
- R Gen�ay
- R Jagannathan
- R Sadka
- S Mallat
- T Andersen
- T Epps
- V Acharya
- Y Amihud
- Y Pan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
No full textMeasuring Tail Risks in Real Time
- Author
- Albert J Menkveld
- Alexander Chinco
- Alexander Kurov
- Andrei Kirilenko
- Andrew W Lo
- Bart Yueshen
- Bernard Herskovic
- Brian M. Weller
- Bryan Kelly
- C T Brownlees
- Carole Comerton-Forde
- Cecilia Mancini
- Charles M C Lee
- Craig W Holden
- David Backus
- David Easley
- David Easley
- David Easley
- David Easley
- David O Lucca
- Eric Budish
- Eugene F Fama
- Gary B Gorton
- Gennaro Bernile
- George J Jiang
- Gurdip Bakshi
- Jay Shanken
- Jerey H Harris
- Jia Li
- Jia Li
- Joel Hasbrouck
- Jungsuk Han
- K J Cremers
- Laura Cardella
- Lawrence R Glosten
- Markus K Brunnermeier
- Markus Pelger
- Michael J Fleming
- O E Barndor-Nielsen
- Pavel Savor
- Peter Carr
- Robert A Korajczyk
- Robert J Barro
- Roger Koenker
- Seasholes
- Sec Cftc
- Stefan Nagel
- Suzanne S Lee
- Tarun Chordia
- Terrence Hendershott
- Thierry Foucault
- Thierry Foucault
- Thierry Foucault
- Thomas A Rietz
- Thomas E Copeland
- Tim Bollerslev
- Tim Bollerslev
- Tim Bollerslev
- Tim Bollerslev
- Todorov
- Torben G Andersen
- Torben G Andersen
- Torben G Andersen
- William G Christie
- Yacine A�t-Sahalia
- Yuxing Yan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
No full textIn Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
- Author
- J De Long
- Alan Moreira
- Albert S Kyle
- Alex Chinco
- Alexander Chinco
- Allison Cole
- Ananth Madhavan
- Andrea Barbon
- Andrea Frazzini
- Andrea Frazzini
- Andrea Frazzini
- Andrea M Buffa
- Andrei Shleifer
- Andrei Shleifer
- Andrei Shleifer
- Anna Pavlova
- Antti Petajisto
- Ben Charoenwong
- Ben-David
- Ben-David
- Ben-David
- Ben-David
- Ben-David
- Ben-Rephael
- Benjamin M Friedman
- Bernard Herskovic
- Cameron Peng
- Daniel Kahneman
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- David M Cutler
- Di Giovanni
- Di Maggio
- Dimitri Vayanos
- Dimitri Vayanos
- Dong Lou
- Eric Ghysels
- Fabrizio Lillo
- Fischer Black
- Ian Martin
- Jacob Boudoukh
- James D Hamilton
- James Tobin
- Jean-Philippe Bouchaud
- Jean-Philippe Bouchaud
- Jean-Philippe J Doyne Bouchaud
- Jeffrey Wurgler
- Jeffrey Wurgler
- Jennifer Li
- Jessica A Wachter
- Jiacui Li
- Jiacui Li
- Joel Hasbrouck
- John H Cochrane
- John Y Campbell
- John Y Campbell
- Jonathan A Parker
- Joshua Coval
- Karan Bhanot
- Laurent E Calvet
- Lawrence H Summers
- Lawrence Harris
- Malcolm Baker
- Malcolm Baker
- Mark Mitchell
- Markus K Brunnermeier
- Markus K Brunnermeier
- Martin Dierker
- Martin Evans
- Mary
- Michael Benzaquen
- N Torre
- Nelson Camanho
- Nicholas Barberis
- Nicholas Barberis
- Nicolae Garleanu
- Paul A Samuelson
- Pedro Bordalo
- Pedro Bordalo
- Philippe Bacchetta
- Pierre-Olivier Gourinchas
- Prachi Deuskar
- Ralph Koijen
- Ralph Koijen
- Ravi Bansal
- Ravi Bansal
- Ricardo J Caballero
- Robert E Lucas
- Robert E Lucas
- Robert J Barro
- Robert J Barro
- Robert Shiller
- Roberto Rigobon
- Robin Greenwood
- Robin Greenwood
- Robin Greenwood
- Robin Greenwood
- Roger Farmer
- Roger M Edelen
- S Galaasen
- Sebastien Betermier
- Simon Schmickler
- Stefano Giglio
- Stefano Giglio
- Stefano Giglio
- Steven J Davis
- Timothy C Johnson
- Timothy C Johnson
- Vasco M Carvalho
- Vincent A Warther
- Whitney K Newey
- William C Brainard
- William N Goetzmann
- Winston Dou
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xi Dong
- Yannick Timmer
- Yen - Chang
- Yen - Chang
- Yili Chien
- Yueran Ma
- Zhi Da
- Zhiguo He
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2020
- Field of study
No full text
