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type_genre:"Arbeitspapier"
institution:"Rodney L. White Center for Financial Research"
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1
Overconfidence and team coordination
Gervais, Simon
(
contributor
);
Goldstein, Itay
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003229528
Saved in:
2
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
(
contributor
); …
-
2004
-
rev.
Persistent link: https://www.econbiz.de/10003229529
Saved in:
3
Asymmetric information and financing with convertibles
Chakraborty, Archishman
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003229556
Saved in:
4
Firms ́capital allocation choices, information quality and the cost of capital
Leuz, Christian
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003229573
Saved in:
5
Estimating the gains from trade in limit order markets
Hollifield, Burton
;
Miller, Robert Allen
;
Sandås, Patrik
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229578
Saved in:
6
A consumption-based model of the term structure of interest rates
Wachter, Jessica
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003229591
Saved in:
7
Saving and investing for early retirement : a theoretical analysis
Farhi, Emmanuel
(
contributor
);
Panageas, Stauros
(
contributor
)
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229592
Saved in:
8
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
Saved in:
9
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
10
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
Saved in:
11
The effects of a baby boom on stock prices and capital accumulation in the presence of social security
Abel, Andrew B.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022604
Saved in:
12
The positive role of overconfidence and optimism in investment policy
Gervais, Simon
(
contributor
);
Heaton, J. B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022664
Saved in:
13
Asset pricing implications of firms' financing constraints
Gomes Neto, João Batista F.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022806
Saved in:
14
Asset prices and business cycles with costly external finance
Gomes Neto, João Batista F.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022832
Saved in:
15
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
16
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
Saved in:
17
Trading and voting
Musto, David K.
(
contributor
);
Yılmaz, Bilge
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000878
Saved in:
18
Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
Abel, Andrew B.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004090
Saved in:
19
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004105
Saved in:
20
Consumer sentiment: its rationality and usefulness in forecasting expenditure - evidence from the Michigan micro data
Souleles, Nicholas S.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016076
Saved in:
21
Catching up with the Joneses : heterogeneous preferences and the dynamics of asset prices
Chan, Yeung Lewis
(
contributor
);
Kogan, Leonid
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000392
Saved in:
22
Dynamic asset allocation under inflation
Brennan, Michael J.
(
contributor
);
Xia, Yihong
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000801
Saved in:
23
An exploration of the effects of pessimism and doubt on asset returns
Abel, Andrew B.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000832
Saved in:
24
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
25
An exploration of the effects of pessimism and doubt on asset returns
Abel, Andrew B.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004100
Saved in:
26
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
27
Risk aversion and optimal portfolio policies in partial and general equilibrium economies
Kogan, Leonid
(
contributor
);
Uppal, Raman
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795677
Saved in:
28
Asymmetric information and financing with convertibles
Chakraborty, Archishman
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023765
Saved in:
29
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
Saved in:
30
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
31
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
32
Technical analysis and liquidity provision
Kavajecz, Kenneth A.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019958
Saved in:
33
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
34
Trading and voting
Musto, David K.
(
contributor
);
Yılmaz, Bilge
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004117
Saved in:
35
Takeovers, freezouts, and risk arbitrage
Gomes, Armando R.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006960
Saved in:
36
Multilateral negotiations and formation of coalitions
Gomes, Armando R.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006962
Saved in:
37
Equilibrium cross-section of returns
Gomes, Joao
(
contributor
);
Kogan, Leonid
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006966
Saved in:
38
On the invariance of the rate of return to convex adjustment costs
Abel, Andrew B.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011275
Saved in:
39
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
40
Dynamic processes of social and economic interactions : on the persistence of inefficiencies
Gomes, Armando R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011330
Saved in:
41
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
42
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011423
Saved in:
43
Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
Abel, Andrew B.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000819
Saved in:
44
Sharing of control as a corporate governance mechanism
Gomes, Armando R.
(
contributor
);
Novaes, Walter
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006958
Saved in:
45
Externalities and renegotiations in three-player coalitional bargaining
Gomes, Armando R.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006965
Saved in:
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