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person:"Lakonishok, Josef"
~person:"Timmermann, Allan"
~subject:"United States"
~subject:"Volatility"
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Volatility
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122
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122
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39
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38
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38
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49
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Lakonishok, Josef
Timmermann, Allan
Gupta, Rangan
110
Bollerslev, Tim
74
Caporale, Guglielmo Maria
67
Diebold, Francis X.
65
McAleer, Michael
52
Bekaert, Geert
48
Campbell, John Y.
48
Bouri, Elie
39
Peri, Giovanni
37
Bebchuk, Lucian A.
35
Pierdzioch, Christian
35
Harvey, Campbell R.
34
Andersen, Torben
33
McMillan, David G.
31
Bali, Turan G.
30
Engle, Robert F.
30
Gil-Alaña, Luis A.
29
Ma, Feng
29
Wohar, Mark E.
29
Ang, Andrew
28
Spagnolo, Nicola
28
Guo, Hui
27
Todorov, Viktor
26
Autor, David H.
25
Goetzmann, William N.
25
Heckman, James J.
25
Poterba, James M.
25
Warnock, Francis E.
25
Chang, Chia-Lin
24
Lettau, Martin
24
Lux, Thomas
24
Stulz, René M.
24
Titman, Sheridan
23
Bohl, Martin T.
22
Chiang, Thomas C.
22
Chiswick, Barry R.
22
Neumark, David
22
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7
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Department of Economics, University of California San Diego
5
The review of financial studies
4
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3
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ECONIS (ZBW)
49
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31
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31
The stock market valuation of research and development expenditures
Chan, Louis K. C.
;
Lakonishok, Josef
;
Sougiannis, Theodore
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2431-2456
Persistent link: https://www.econbiz.de/10001631761
Saved in:
32
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
33
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
Saved in:
34
Are insider trades informative?
Lakonishok, Josef
;
Lee, Inmoo
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 79-111
Persistent link: https://www.econbiz.de/10001543107
Saved in:
35
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:
36
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
37
Analysts' conflict of interest and biases in earnings forecasts
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
2003
Persistent link: https://www.econbiz.de/10001744318
Saved in:
38
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
Saved in:
39
Elusive return predictability
Timmermann, Allan
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003661140
Saved in:
40
Can mutual fund "stars" really pick stocks? : new evidence from a bootstrap analysis
Kosowski, Robert L.
;
Timmermann, Allan
;
Wermers, Russ
; …
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2551-2596
Persistent link: https://www.econbiz.de/10003398481
Saved in:
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