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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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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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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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Portfolio and consumption decisions under mean-reverting returns : an exact solution for complete markets
Wachter, Jessica - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 63-91
Persistent link: https://www.econbiz.de/10001661618
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Can mutual fund managers pick stocks? : evidence from their trades prior to earnings announcements
Baker, Malcolm; Litov, Lubomir; Wachter, Jessica; … - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1111-1131
Persistent link: https://www.econbiz.de/10008906222
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Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
Wachter, Jessica A. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 63-92
Persistent link: https://www.econbiz.de/10006695846