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person:"Lakonishok, Josef"
~person:"Andersen, Torben"
~subject:"Portfolio-Management"
~subject:"Shareholders"
~subject:"Theory"
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38
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38
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Lakonishok, Josef
Andersen, Torben
Diebold, Francis X.
64
Stambaugh, Robert F.
55
Bekaert, Geert
51
Bollerslev, Tim
50
Harvey, Campbell R.
46
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46
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45
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42
Ferson, Wayne E.
41
Zhou, Guofu
38
Caporale, Guglielmo Maria
37
Bali, Turan G.
36
Campbell, John Y.
36
Lo, Andrew W.
33
Fabozzi, Frank J.
32
Agarwal, Vikas
31
Edmans, Alex
31
Ang, Andrew
30
Gabaix, Xavier
30
Satchell, Stephen
30
Acemoglu, Daron
29
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29
Guirguis, Michel
29
Pedersen, Lasse Heje
28
Titman, Sheridan
28
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27
Pástor, Ľuboš
27
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26
Lettau, Martin
26
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25
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25
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25
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25
Brandt, Michael W.
24
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23
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23
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22
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ECONIS (ZBW)
46
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1
Market underreaction to open market share repurchases
Ikenberry, David
;
Lakonishok, Josef
;
Vermaelen, Theo
-
1993
Persistent link: https://www.econbiz.de/10000879079
Saved in:
2
Momentum strategies
Chan, Louis K. C.
-
1995
Persistent link: https://www.econbiz.de/10000935825
Saved in:
3
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
4
The risk and return from factors
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1997
Persistent link: https://www.econbiz.de/10000634580
Saved in:
5
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
6
The stock market valuation of research and development expenditures
Chan, Louis K. C.
;
Lakonishok, Josef
;
Sougiannis, Theodore
-
1999
Persistent link: https://www.econbiz.de/10001399757
Saved in:
7
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
8
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
9
Simple technical trading rules and the stochastic properties of stock returns
Brock, William A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 1731-1764
Persistent link: https://www.econbiz.de/10001138543
Saved in:
10
Robust measurement of beta risk
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
Saved in:
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