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person:"Lakonishok, Josef"
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~isPartOf:"Discussion papers / CEPR"
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ECONIS (ZBW)
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Do any economists have superior forecasting skills?
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
-
2019
Persistent link: https://www.econbiz.de/10012206486
Saved in:
2
Cash flow news and stock price dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2019
Persistent link: https://www.econbiz.de/10012206550
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3
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
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Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
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