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person:"Lakonishok, Josef"
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Capital income
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Lakonishok, Josef
Gao, Xiang
Harvey, Campbell R.
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Faia, Ester
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Do any economists have superior forecasting skills?
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
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2019
Persistent link: https://www.econbiz.de/10012206486
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Cash flow news and stock price dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
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2019
Persistent link: https://www.econbiz.de/10012206550
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3
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
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4
Relative investor sentiment measurement
Gao, Xiang
;
Koedijk, Kees
;
Walther, Thomas
;
Wang, Zhan
-
2022
Persistent link: https://www.econbiz.de/10013260213
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5
The prospect capital asset pricing model : theory and empirics
Gao, Xiang
;
Koedijk, Kees
;
Montone, Maurizio
;
Wang, Zhan
-
2023
Persistent link: https://www.econbiz.de/10013557115
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