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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Lamont, Owen A."
~person:"Moussawi, Rabih"
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Forecasting model
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Estimation
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4
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Lamont, Owen A.
Moussawi, Rabih
Engle, Robert F.
4
Ghysels, Eric
4
Ludvigson, Sydney C.
4
Schorfheide, Frank
4
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
NBER Working Paper
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Fisher College of Business working paper series
1
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ECONIS (ZBW)
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The granular nature of large institutional investors
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
; …
-
2016
Persistent link: https://www.econbiz.de/10011490427
Saved in:
2
Do ETFs increase volatility?
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
-
2014
Persistent link: https://www.econbiz.de/10010360081
Saved in:
3
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
4
Can the market add and subtract? : Mispricing in tech stock carve-outs
Lamont, Owen A.
;
Thaler, Richard H.
-
2001
Persistent link: https://www.econbiz.de/10001578338
Saved in:
5
Economic tracking portfolios
Lamont, Owen A.
-
1999
Persistent link: https://www.econbiz.de/10001378519
Saved in:
6
Earnings and expected returns
Lamont, Owen A.
-
1996
Persistent link: https://www.econbiz.de/10000598108
Saved in:
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