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Journal of financial and quantitative analysis : JFQA
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Fast-moving habit : implications for equity returns
Lynch, Anthony W.
;
Randall, Oliver
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 3153-3194
Persistent link: https://www.econbiz.de/10014437964
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Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.
;
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 277-307
Persistent link: https://www.econbiz.de/10009772357
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3
Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.
;
Tan, Sinan
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049
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4
Economic News and Bond Prices: Evidence from the U.S. Treasury Market
Balduzzi, Pierluigi
;
Elton, Edwin J.
;
Green, T.Clifton
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 523-544
Persistent link: https://www.econbiz.de/10006696187
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5
Price Barriers and the Dynamics of Asset Prices in Equilibrium
Balduzzi, Pierluigi
;
Foresi, Silverio
;
Hait, David J.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10006702922
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6
Price barriers and the dynamics of asset prices in equilibrium
Balduzzi, Pierluigi
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 137-159
Persistent link: https://www.econbiz.de/10001224471
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7
Economic news and bond prices : evidence from the US treasury market
Balduzzi, Pierluigi
;
Elton, Edwin J.
;
Green, Tracy Clifton
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10001651573
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8
Economic risk premia in the fixed-income markets : the intraday evidence
Balduzzi, Pierluigi
;
Moneta, Fabio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 1927-1950
Persistent link: https://www.econbiz.de/10011928971
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