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14 research outputs found

Does the Better-than-Average Effect Show that People are Overconfident?: Two Experiments.

Author: A B Markman
A Bernardo
A Goodie
A J L Harris
A Kyle
A S Goodie
A Wang
B Barber
B D Pulford
B K� Oszegi
B M Barber
C Camerer
C Heath
C Merkle
C Plott
D A Moore
D A Moore
D A Moore
D Ariely
D D P Johnson
D Dunning
D Eil
D Garcia
D J Bem
D Kahneman
D M Grether
D Walton
Don A. Moore
E Hoelzl
E Karni
H Fang
I Brocas
J Clark
J Kruger
J M Logg
J Z�bojn�k
J-P Beno�t
Jean-Pierre Benoit
Jean-Pierre Beno�t
Juan Dubra
K Daniel
L Festinger
L Menkho�
L Peng
M Glaser
N Weinstein
O Svenson
P Windschitl
R B�nabou
R F Baumeister
R P Larrick
S J Burks
S L Beilock
T J Dohmen
U Malmendier
W Chuang
Y Klar
Z Kunda
Publication venue: 'Elsevier BV'
Publication date: 01/01/2014
Field of study

Global Liquidity Risk in the Foreign Exchange Market

Author: Chiara Banti
D Rime
D Vayanos
H R Stoll
H R Stoll
J Chen
J Hasbrouck
J Shanken
Kate Phylaktis
L Menkho�
L Menkho�
L Pastor
Lucio Sarno
R Naes
R Payne
W Newey
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

Model Uncertainty and Exchange Rate Forecasting

Author: A Markiewicz
Agnieszka Markiewicz
B Bakshi
B Rossi
B Rossi
C Engel
D Ferraro
G Benigno
G Schinasi
J Frenkel
J Li
J Wright
John Bilson
L Menkho�
L Menkho�
L Sarno
M Fratzscher
M H Pesaran
M Pojarliev
N C Mark
P Bacchetta
P Bacchetta
P Bacchetta
P Della Corte
P Hooper
R A Meese
Ralph Verhoeks
Remco C. J. Zwinkels
Roy R. P. Kouwenberg
S Sarkissian
S T Buckland
T Clark
T Molodsova
T Molodsova
Y Cheung
Y Cheung
Publication venue: 'Elsevier BV'
Publication date: 01/01/2013
Field of study

A Better Asymmetric Model of Changing Volatility in Stock Returns: Trend-GARCH

Author: J De Long
Christian Bauer
Christian Bauer
D B Nelson
Ian Domowitz
J Y Campell
J Zakoian
L Glosten
Lukas Menkho�
Markku Lanne
Michael H Neumann
Michele Marchesi
Richard T Baillie
Robert F Engle
Thomas Lux
Tim Bollerslev
Tim Bollerslev
Victor Ng
Publication venue: 'Elsevier BV'
Publication date: 01/01/2005
Field of study

Trade Volume Choice and Price Discovery: Evidence from Deutsche BBrse

Author: A Ascioglu
A R Admati
A S Kyle
B Cornell
B M Cai
C A Ball
D Ikenberry
F Allen
G J Alexander
Georges Dionne
Hec Montr�al
J Hasbrouck
L Harris
L Hodrick
L K Meulbroek
L Menkho
M J Barclay
M O&apos
P C Moulton
P Collin-Dufresne
R Garvey
S Chakravarty
S Chakravarty
V Niederhoer
Wycko
Xiaozhou Zhou
Y Bilodeau
Publication venue: 'Elsevier BV'
Publication date: 01/01/2018
Field of study

Macroeconomic Determinants of Carry Trade Activity

Author: A C Burnside
Alessio Anzuini
B Barski
C Burnside
C Burnside
C Burnside
C Christensen
C Engel
E Farhi
Fabio Fornari
G Corsetti
H Lustig
H N Lustig
L Menkho�
M K Brunnermeier
M K Brunnermeier
M M Hutchison
O Jord�
R De Santis
R Engle
R Fry
R T Baillie
V Clarida
Publication venue: 'Elsevier BV'
Publication date: 01/01/2010
Field of study

Currency Carry Trades and Funding Risk

Author: A Lewis
A Shleifer
C Burnside
D Du� E
D Gromb
E Fama
G Bekaert
G Galati
H Hau
H Ichiue
H Lustig
J Jurek
L Menkho�
M Brunnermeier
M Brunnermeier
M Hattori
M Lettau
Matti Suominen
P Barroso
P Jylh�
P Mcguire
P Santa-Clara
R Korajczyk
Sara Ferreira Filipe
T Adrian
T Adrian
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Tests of Technical Trading Rule Profitability in Australian Financial Markets

Author: A Cowles
A Shynkevich
B R Marshall
C A Ellis
C I Lee
C.-H Park
Chris Heaton
D N Politis
D Olson
E Loh
F X Diebold
H White
J Batten
Jung-Soo Park
K Hawtrey
L Menkho
Lukas
M Metghalchi
M Qi
P R Hansen
P.-H Hsu
P.-H Hsu
R Ball
R Sullivan
T Gehrig
V Pavlov
Publication venue: 'Elsevier BV'
Publication date: 01/01/2013
Field of study

What Drives International Portfolio Flows?

Author: A Shah
A.-M Fuertes
Barbara Ulloa
C Burnside
C Otrok
D Puy
E Fernandez-Arias
G Calvo
H Hau
H Lustig
H Tong
I Goldstein
Ilias Tsiakas
Imfsurvey Magazine
J Gri� N
K Forbes
L Menkho�
L Sarno
Lucio Sarno
M A Kose
M A Kose
M Chinn
M Chinn
M Fratzscher
M K Brunnermeier
M Tanner
M Taylor
P Chuhan
P R Ag�nor
R J Hodrick
R Portes
S Chib
W K Newey
Y Yu
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?

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