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person:"Lakonishok, Josef"
~person:"Timmermann, Allan"
~subject:"Securities trading"
~subject:"Share price"
~subject:"Volatility"
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Securities trading
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123
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53
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39
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55
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Lakonishok, Josef
Timmermann, Allan
Gupta, Rangan
134
Caporale, Guglielmo Maria
111
Zaremba, Adam
90
Bollerslev, Tim
80
McMillan, David G.
70
Plastun, Alex
57
Bali, Turan G.
55
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53
Pierdzioch, Christian
53
Bekaert, Geert
52
Narayan, Paresh Kumar
50
Diebold, Francis X.
48
Bouri, Elie
45
Campbell, John Y.
43
Gil-Alaña, Luis A.
42
Cakici, Nusret
41
Bohl, Martin T.
38
Lux, Thomas
38
Wohar, Mark E.
38
Ma, Feng
37
Andersen, Torben
33
Chiang, Thomas C.
32
Harvey, Campbell R.
32
Wang, Yudong
32
Zhou, Guofu
32
Engle, Robert F.
31
Faff, Robert W.
31
Tiwari, Aviral Kumar
31
Ryu, Doojin
30
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28
Ang, Andrew
27
Titman, Sheridan
27
Spagnolo, Nicola
26
Grobys, Klaus
25
Zhang, Lu
25
Zhang, Wei
25
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24
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24
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24
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4
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4
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ECONIS (ZBW)
55
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1
A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000614563
Saved in:
2
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
3
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
4
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000676438
Saved in:
5
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
6
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
7
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
8
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
9
The cross-section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
-
2012
-
This version: 12 June 2012
-European asset
managers
, as well as how macroeconomic information can be used to locate and time these local fund manager skills …
Persistent link: https://www.econbiz.de/10009705491
Saved in:
10
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10010231826
Saved in:
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