22 research outputs found
Global Public Signals, Heterogeneous Beliefs, and Stock Markets Comovement
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study
Predictable Risks and Predictive Regression in Present-Value Models
- Author
- A Ang
- A Ang
- A Buraschi
- B Diris
- B Larrain
- C Gourieroux
- C Gourieroux
- D Garcia
- D Robertson
- F Belo
- Fabio Trojani
- H Lustig
- I I Figure
- Ilaria Piatti
- J Binsbergen
- J Binsbergen
- J Binsbergen
- J Binsbergen
- J Boudoukh
- J Campbell
- J Cujean
- J H Cochrane
- J H Cochrane
- J H Cochrane
- J Y Campbell
- J Y Campbell
- J Y Campbell
- J Y Campbell
- J Y Campbell
- J Y Campbell
- L Chen
- M A Ferreira
- M Lettau
- M W Brandt
- R Bansal
- R Bansal
- R Bansal
- R F Whitelaw
- T Engsted
- Vii Figure
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Term Structure of Disagreement and Predictability Over the Business Cycle
- Author
- A Barinov
- A David
- A David
- A David
- A Gargano
- A Patton
- B Carlin
- B Dumas
- C Milas
- D Andrei
- D Andrei
- D Duffie
- D E Rapach
- D Garcia
- E Kandel
- F Zapatero
- G Constantinides
- H Chen
- H Chen
- H Hong
- H Lustig
- H S Bhamra
- H S Bhamra
- I Karatzas
- J A Scheinkman
- J B Detemple
- J B Detemple
- J B Detemple
- J B Detemple
- J Borovicka
- J C Cox
- J Cujean
- J D Hamilton
- J Detemple
- J Detemple
- J Hamilton
- J Wang
- J Y Campbell
- Julien Cujean
- K D Daniel
- K Daniel
- K L Judd
- L Kogan
- L L Veldkamp
- L Menzly
- M Chalkley
- M J Brennan
- M J Brennan
- M J Cooper
- M Massa
- M T Kacperczyk
- Michael Hasler
- N Barberis
- N Jegadeesh
- P Barroso
- P C Tetlock
- P Veronesi
- P Veronesi
- R Bansal
- R Bansal
- R Bansal
- R Colacito
- R J Hodrick
- R Kosowski
- R S Lipster
- Robert E Lucas
- S Banerjee
- S Basak
- S J Henkel
- S Van Nieuwerburgh
- T Berrada
- T Bollerslev
- T Chordia
- T Dangl
- T J Moskowitz
- T Moskowitz
- V Glode
- W E Ferson
- W F M De Bondt
- W Xiong
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
Forecasting the Equity Premium: Mind the News!
- Author
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- A Ang
- A Goyal
- C Baumeister
- C W Calomiris
- D Avramov
- D Garcia
- D Giannone
- D M Blei
- D M Blei
- H Zou
- J A Wachter
- J Cujean
- J D Turner
- J E Engelberg
- J Friedman
- J Grimmer
- J H Cochrane
- J Y Campbell
- L A Thorsrud
- L Breiman
- L Breiman
- M E Roberts
- M Gentzkow
- N Baltas
- P C Tetlock
- P C Tetlock
- P Glasserman
- Philipp Adä
- R Tibshirani
- Rainer Alexander Schü
- S Hansen
- S R Baker
- T Dangl
- T Dyer
- T E Clark
- V D Blondel
- V Vapnik
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study
Investor Attention and Stock Returns
- Author
- A Ben-Rephael
- A Gargano
- A Goyal
- B M Barber
- C Neely
- D Aboody
- D Harvey
- D Hirshleifer
- D Hirshleifer
- D Lou
- D Pettenuzzo
- D Rapach
- D Rapach
- Guofu Zhou
- Guohao Tang
- H Wold
- J Boudoukh
- J Campbell
- J Cujean
- J H Cochrane
- J Henkel
- J Shen
- Jian Chen
- Jiaquan Yao
- L Fang
- L Peng
- L Peng
- M A Ferreira
- M Baker
- M Cooper
- M Drake
- M Drake
- N Light
- P R Hansen
- R Barbara
- R Stambaugh
- S Dellavigna
- S Gu
- S Ludvigson
- T Dangl
- T E Clark
- W Newey
- Z Da
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Stock Return Predictability: Riding the Risk Premium
- Author
- A Gargano
- A Timmermann
- A Timmermann
- B Kelly
- B S Paye
- C H Dow
- C.-J Kim
- C.-J Kim
- D E Rapach
- D E Rapach
- D E Rapach
- D E Rapach
- D S Harvey
- D Simon
- E P Herbst
- F X Diebold
- G Bekaert
- I Komunjer
- I Welch
- J Cujean
- J Durbin
- J Y Campbell
- J Y Campbell
- J Y Campbell
- J Y Campbell
- K F Wallis
- L A Lochstoer
- L P�stor
- M A Ferreira
- M Spiegel
- M W Brandt
- O Rytchkov
- P R Hansen
- R Bansal
- Roberto Gomez Cram
- S C Ludvigson
- S J Henkel
- T Dangl
- T E Clark
- T J Moskowitz
- T Kailath
- V J H Binsbergen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
The Social Dynamics of Performance
- Author
- Anat R Admati
- Craig Burnside
- Darrell Duffie
- Darrell Duffie
- David Hirshleifer
- Dimitri Vayanos
- Don M Chance
- Giovanni Cespa
- Harrison Hong
- Hua He
- Jeffrey A Busse
- Jeffrey R Brown
- Jennifer Huang
- Jiang Wang
- John Y Campbell
- John Y Campbell
- Judith Chevalier
- Julien Cujean
- Lauren Cohen
- Li Chen
- Mark Grinblatt
- Mark M Carhart
- Martin B Haugh
- Masahiro Watanabe
- Michael J Brennan
- Michael J Brennan
- Monika Piazzesi
- Narasimhan Jegadeesh
- Paolo Colla
- Peng Cheng
- Ralph S J Koijen
- Randolph B Cohen
- Robert S Lipster
- Ron Kaniel
- Snehal Banerjee
- Stephen J Brown
- Susan E K Christoffersen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Signaling in Over-the-Counter Markets: Benefits and Costs of Transparency
- Author
- A Bhattacharya
- A K Edwards
- A Rubinstein
- A S Kyle
- Alberto Teguia
- B Daley
- D Duffie
- D Duffie
- D Duffie
- G J Mailath
- G J Mailath
- G Ramey
- H Bessembinder
- H Bessembinder
- H Bessembinder
- H Zhu
- I Kremer
- J Cujean
- K Burne
- K Laughlin
- Kerry Back
- L R Glosten
- M A Goldstein
- M Bagnoli
- M Golosov
- N Y Naik
- P A Diamond
- P Asquith
- P Kurlat
- P R Milgrom
- R A Bravo
- R B Myerson
- R Wigglesworth
- Ruomeng Liu
- S J Grossman
- S Patterson
- S Rothwell
- V Asriyan
- V Glode
- V Guerrieri
- W Fuchs
- W Fuchs
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Ensemble Machine Learning and Stock Return Predictability
- Author
- * * * Cfnai
- * * * Gap
- * * * Ipg
- * * * Mu
- * * * Srp
- * * * Unrate
- A G Rossi
- A G Timmermann
- A Goyal
- A Timmermann
- Atsushi Inoue
- B T Kelly
- Ben Jacobsen
- C C Aggarwal
- C Dunis
- D Avramov
- D E Rapach
- D E Rapach
- D E Rapach
- D I Harvey
- D Pettenuzzo
- D Rapach
- D Rapach
- D Rapach
- E F Fama
- Fuwei Jiang
- G Brown
- G Elliott
- G Feng
- H Markowitz
- H Zou
- Hongwei Zhang
- I Welch
- J Cujean
- J Freyberger
- J Friedman
- J H Cochrane
- J H Cochrane
- J H Stock
- J H Stock
- J M Bates
- J R Magnus
- J R Magnus
- J Y Campbell
- J Y Campbell
- J Y Campbell
- K Jurado
- L Breiman
- L Breiman
- L Prechelt
- M H Pesaran
- M Lettau
- M Lettau
- M Lettau
- M W Mccracken
- N Ueda
- P B�chlmann
- Q Yu
- R C Merton
- R J Tibshirani
- S Gu
- S J Henkel
- S Kozak
- S T Buckland
- T Dangl
- T E Clark
- Y Freund
- Z.-H Zhou
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
The Low-Minus-High Portfolio
- Author
- A Chinco
- A R Admati
- A Y Chen
- C Mackinlay
- C R Harvey
- C R Harvey
- C R Harvey
- D Andrei
- D Andrei
- D W Jorgenson
- Daniel Andrei
- E Albagli
- E Albagli
- E F Fama
- E F Fama
- F Barillas
- F Barillas
- F Black
- F Hayashi
- J B Berk
- J Bai
- J Engelberg
- J H Cochrane
- J H Cochrane
- J Lakonishok
- J Lewellen
- J M David
- J P Romano
- J P Simmons
- J Shanken
- J T Linnainmaa
- J Tobin
- J Y Campbell
- J Y Campbell
- Julien Cujean
- K Daniel
- K Hou
- K Hou
- M C Jensen
- M E Blume
- M H Degroot
- M H Pesaran
- M Hasler
- M Hasler
- M M Carhart
- M R Reinganum
- M Spiegel
- Mathieu Fournier
- N L Kerr
- O Boguth
- P Milgrom
- P Savor
- R D Mclean
- R E J Lucas
- R Jagannathan
- R Kan
- R Merton
- R Roll
- R Roll
- S Banerjee
- S Bryzgalova
- S Giglio
- S J Grossman
- S Kandel
- S Smith
- T Bollerslev
- T Chordia
- T Hendershott
- W K Newey
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study