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Search: person:"Sercu, P."
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Sercu, Piet
150
Moor, Lieven de
19
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11
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9
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7
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De Moor, Lieven
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Sercu, P.
3
Thi Ngoc Tuan Bui
3
Tuan Thi Ngoc Bui
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15
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15
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13
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10
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9
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8
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ECONIS (ZBW)
RePEc
8
OLC EcoSci
6
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21
The asymmetric effects of scarcity and abundance on storable commodity price dynamics and hedge ratios
Carbonez, Katelijne A. E.
;
Nguyen, Thi Tuong Van
; …
-
2010
Persistent link: https://www.econbiz.de/10009126850
Saved in:
22
Orthogonalized regressors and spurious precision, with an application to currency exposures
Liu, Fang
;
Sercu, Piet
;
Vandebroek, Martina
- In:
Journal of international money and finance
51
(
2015
),
pp. 245-263
Persistent link: https://www.econbiz.de/10011475260
Saved in:
23
Measuring the impact of extreme observations on CAPM alphas : some methodological issues
Moor, Lieven de
;
Sercu, Piet
- In:
Finance research letters
15
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011552873
Saved in:
24
On comparing zero-alpha tests across multifactor asset pricing models
Moor, Lieven de
;
Dhaene, Geert
;
Sercu, Piet
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 235-240
Persistent link: https://www.econbiz.de/10011586907
Saved in:
25
The smallest stocks are not just smaller : global evidence
Moor, Lieven de
;
Sercu, Piet
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 51-70
Persistent link: https://www.econbiz.de/10010519976
Saved in:
26
Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de
;
Sercu, Piet
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
Saved in:
27
Flawless fundamental indexing
Liu, Fang
;
Sercu, Piet
;
Vinaimont, Tom
-
2009
Persistent link: https://www.econbiz.de/10009126892
Saved in:
28
A note on time value in spot and forward prices on the Brussels stock exchange
Thi Ngoc Tuan Bui
;
Sercu, Piet
-
2008
Persistent link: https://www.econbiz.de/10009126903
Saved in:
29
Relative efficiency and price discovery in the two-tier Brussels stock exchange
Thi Ngoc Tuan Bui
;
Sercu, Piet
-
2008
Persistent link: https://www.econbiz.de/10009126904
Saved in:
30
The dynamics of price discovery in the two-tier Brussels stock exchange
Thi Ngoc Tuan Bui
;
Sercu, Piet
-
2008
Persistent link: https://www.econbiz.de/10009126905
Saved in:
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