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Journal of financial economics
Journal of financial and quantitative analysis : JFQA
18
Johnson School Research Paper Series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Review of derivatives research
13
Finance research letters
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Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Hogan, Steve
;
Jarrow, Robert A.
;
Teo, Melvyn
;
Warachka, …
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 525-565
Persistent link: https://www.econbiz.de/10002204680
Saved in:
2
The liquidity risk of liquid hedge funds
Teo, Melvyn
- In:
Journal of financial economics
100
(
2011
)
1
,
pp. 24-44
Persistent link: https://www.econbiz.de/10009241227
Saved in:
3
The disparity between long-term and short-term forecasted earnings growth
Da, Zhi
;
Warachka, Mitch
- In:
Journal of financial economics
100
(
2011
)
2
,
pp. 424-443
Persistent link: https://www.econbiz.de/10008877439
Saved in:
4
The disparity between long-term and short-term forecasted earnings growth
Da, Zhi
;
Warachka, Mitch
- In:
Journal of financial economics
100
(
2011
)
2
,
pp. 424-442
Persistent link: https://www.econbiz.de/10009242204
Saved in:
5
Style effects in the cross-section of stock returns
Teo, Melvyn
;
Woo, Sung-Jun
- In:
Journal of financial economics
74
(
2004
)
2
,
pp. 367
Persistent link: https://www.econbiz.de/10006502666
Saved in:
6
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
Kosowski, Robert
;
Naik, Narayan Y.
;
Teo, Melvyn
- In:
Journal of financial economics
84
(
2007
)
1
,
pp. 229
Persistent link: https://www.econbiz.de/10007732501
Saved in:
7
Hedge funds, managerial skill, and macroeconomic variables
Avramov, Doron
;
Kosowski, Robert
;
Naik, Narayan Y.
; …
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 672-693
Persistent link: https://www.econbiz.de/10008812836
Saved in:
8
The liquidity risk of liquid hedge funds
Teo, Melvyn
- In:
Journal of financial economics
100
(
2011
)
1
,
pp. 24-45
Persistent link: https://www.econbiz.de/10008818902
Saved in:
9
Style effects in the cross-section of stock returns
Teo, Melvyn
;
Woo, Sung-Jun
- In:
Journal of financial economics
74
(
2004
)
2
,
pp. 367-398
Persistent link: https://www.econbiz.de/10002399264
Saved in:
10
Hedge funds, managerial skill, and macroeconomic variables
Avramov, Doron
;
Kosowski, Robert L.
;
Naik, Narayan Y.
; …
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 672-692
Persistent link: https://www.econbiz.de/10009242252
Saved in:
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