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Ankündigungseffekt
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
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Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.
;
Wu, Tao
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
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2
Mutual fund performance : using bespoke benchmarks to disentangle mandates, constraints and skill
Beber, Alessandro
;
Brandt, Michael W.
;
Cen, Jason
; …
- In:
Journal of empirical finance
60
(
2021
),
pp. 74-93
Persistent link: https://www.econbiz.de/10012692978
Saved in:
3
Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil
Brandt, Michael W.
;
Gao, Lin
- In:
Journal of empirical finance
51
(
2019
),
pp. 64-94
Persistent link: https://www.econbiz.de/10012169969
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