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An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering, Wessel A.; Verbeek, Marno - In: Journal of empirical finance 6 (1999) 3, pp. 243-265
Persistent link: https://www.econbiz.de/10001426363
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Stock and bond market interactions with level and asymmetry dynamics : an out-of-sample application
Goeij, Peter de; Marquering, Wessel A. - In: Journal of empirical finance 16 (2009) 2, pp. 318-329
Persistent link: https://www.econbiz.de/10003839335
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Eliminating look-ahead bias in evaluating persistence in mutual fund performance
Horst, Jenke R. ter; Nijman, Theodore E.; Verbeek, Marno - In: Journal of empirical finance 8 (2001) 4, pp. 345-373
Persistent link: https://www.econbiz.de/10001607050
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Do countries or industries explain momentum in Europe?
Nijman, Theodore E.; Swinkels, Laurens; Verbeek, Marno - In: Journal of empirical finance 11 (2004) 4, pp. 461-481
Persistent link: https://www.econbiz.de/10002145197
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An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering, W.; Verbeek, M. - In: Journal of empirical finance 6 (1999) 3, pp. 243-266
Persistent link: https://www.econbiz.de/10007244733
Cover Image
Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application
de Goeij, Peter; Marquering, Wessel - In: Journal of empirical finance 16 (2009) 2, pp. 318-329
Persistent link: https://www.econbiz.de/10008172656
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Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application
de Goeij, Peter; Marquering, Wessel - In: Journal of empirical finance 16 (2009) 2, pp. 318-330
Persistent link: https://www.econbiz.de/10008896125
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Do countries or industries explain momentum in Europe?
Nijman, Theo; Swinkels, Laurens; Verbeek, Marno - In: Journal of empirical finance 11 (2004) 4, pp. 461-482
Persistent link: https://www.econbiz.de/10007229913
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Eliminating look-ahead bias in evaluating persistence in mutual fund performance
ter Horst, Jenke R.; Nijman, Theo E.; Verbeek, Marno - In: Journal of empirical finance 8 (2001) 4, pp. 345-374
Persistent link: https://www.econbiz.de/10007238521