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Search: person:"Sercu, P."
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Sercu, Piet
142
Moor, Lieven de
18
Sercu, P.
17
Van Hulle, Cynthia M.
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Uppal, Raman
11
Vinaimont, Tom
11
Liu, Fang
9
Vandebroek, Martina
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Vanpée, Rosanne
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Nguyen, Thi Tuong Van
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Neale, Charles W.
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Thi Ngoc Tuan Bui
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1
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
15
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15
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13
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10
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10
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7
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3
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ECONIS (ZBW)
145
RePEc
8
OLC EcoSci
6
Showing
1
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1
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Saved in:
2
Exporters' exposures to currencies : beyond the loglinear model
Boudt, Kris
;
Liu, Fang
;
Sercu, Piet
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
4
,
pp. 1631-1657
Saved in:
3
Equities' exposures to currencies : beyond the loglinear model
Boudt, Kris
;
Liu, Fang
;
Sercu, Piet
-
2012
Saved in:
4
An anatomy of fundamental indexing
Moor, Lieven de
(
contributor
);
Liu, Fang
(
contributor
); …
-
2012
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
The smallest stocks are not just smaller : US and international evidence
Moor, Lieven de
;
Sercu, Piet
-
2011
Saved in:
1
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