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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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Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors
Lynch, Anthony W; Tan, Sinan - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1015-1055
Persistent link: https://www.econbiz.de/10008732894