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37 research outputs found

Minimizing Basis Risk from Non-Parallel Shifts in the Yield Curve Part II

Author: Canabarro E.
Cox John C
Eric Falkenstein
Falkenstein Eric
Jerry. Hanweck
Publication venue: 'Pageant Media US'
Publication date
Field of study

Leverage As A Weapon of Mass Shareholder-Value Destruction; Another Look at the Low-Beta Anomaly

Survival, Tournament, and Asset Allocation Strategy in the Mutual Fund Industry

Author: Ajay Khorana
David S Scharfstein
Edward P Lazear
Eric G Falkenstein
Erik B Sirri
Josef Lakonishok
Joseph H Golec
Judith Chevalier
Keith C Brown
Kevin C.H. Chiang
Laura T Starks
Mark Grinblatt
Mark Grinblatt
Michael C Jensen
Richard A Ippolito
Robert Gibbons
Robert Haugen
Stanley Baiman
Steven D Levitt
Susan I Cohen
William C Griffeth
Publication venue: 'Elsevier BV'
Publication date: 01/01/1999
Field of study

Analyze Trading Patterns and Strategies of Each Type of Investors in Korean Stock Market

Author: Bennett James A.
Falkenstein Eric C.
Feldman T.
Gompers P., A.
Grinblatt M.
He W.
Hessel C. A.
Hoffmann A..
Kang J. K.
Kaniel R.
Kim I. J.
Lin C. H.
Sias R.
고광수
구맹회
김동순
김성민
김종희
김흥식
변영훈
안윤영
우민철
이가연
전용호
정정현
정정현
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Author: Amit Goyal
Andrew Ang
Eric G Falkenstein
Eugene F Fama
Eugene F Fama
Eugene F Fama
Fangjian Fu
Fischer Black
George W Douglas
Hendrik Bessembinder
John Y Campbell
Lawrance E Harris
Nusret Cakici
Randolph B Cohen
Richard C Green
Turan G Bali
Turan G. Bali
Yakov Amihud
Publication venue: 'Elsevier BV'
Publication date: 01/01/2005
Field of study

The Price of Sin: The Effects of Social Norms on Markets

Author: Anne Case
Christopher C Geczy
Dan Ahrens
Dar-Hsin Chen
Del Guercio
Edward Glaeser
Edward L Glaeser
Eric G Falkenstein
Eugene F Fama
Eugene Fama
Gary Becker
George A Akerlof
Harrison G. Hong
Jeremy Bulow
Jon Elster
Joseph Altonji
Kenneth J Arrow
Malcolm Baker
Marcin T. Kacperczyk
Publication venue: 'Elsevier BV'
Publication date: 01/01/2006
Field of study

Mutual Fund Herding and Dispersion of Analysts' Earnings Forecasts

Author: Brett Trueman
C Barry
Chuan-Yang Hwang
Dan Givoly
Dan Givoly
Daniel Kahneman
David Hirshleifer
David S Scharfstein
E Inmoff
Eric G Falkenstein
G. Mujtaba Mian
Harrison Hong
Ivo Welch
Josef Lakonishok
Kalok Chan
Karl B Diether
Kenneth A Froot
Mark Grinblatt
O Barron
O Barron
Ole-Kristian Hope
Paul A Gompers
Robert W Sias
Shawn Thomas
Sushil Bikhchandani
Timothy C Johnson
Publication venue: 'Elsevier BV'
Publication date: 01/01/2005
Field of study

Bias in Underwriter Analyst Recommendations: Does it Matter?

Author: Alon Brav
B Panel
Brad Barber
Brad Barber
C Panel
Craig Dunbar
D Panel
Daniel J Bradley
Del Guercio
E Panel
Eric G Falkenstein
Eugene F Fama
Eugene F Fama
F Panel
Hsiou-Wei Lin
Jegadeesh
Laurie Krigman
Leslie Boni
Narasimhan Jegadeesh
Non-Lead
Paul A Gompers
Sergey Iskoz
Terence Lim
Tim Jenkinson
Xia Chen
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization

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