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person:"Lakonishok, Josef"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~person:"Balduzzi, Pierluigi"
~person:"Cakici, Nusret"
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Lakonishok, Josef
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ECONIS (ZBW)
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1
Overreaction and the cross-section of returns : international evidence
Blackburn, Douglas W.
;
Cakici, Nusret
- In:
Journal of empirical finance
42
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011808471
Saved in:
2
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
3
Money and asset price in a continuous-time Lucas and Stokey cash-in-advance economy
Balduzzi, Pierluigi
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2713-2743
Persistent link: https://www.econbiz.de/10003499204
Saved in:
4
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
Saved in:
5
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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