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The hazards of mutual fund underperformance : a Cox regression analysis

Lunde, Asger; Timmermann, Allan; Blake, David - In: Journal of empirical finance 6 (1999) 2, pp. 121-152

Persistent link: https://www.econbiz.de/10001426329

The hazards of mutual fund underperformance : a Cox regression analysis

Lunde, Asger; Timmermann, Allan; Blake, David - 1999

Persistent link: https://www.econbiz.de/10001469947

The hazards of mutual fund underperformance : a Cox regression analysis

Lunde, Asger; Timmermann, Allan; Blake, David - 1998

Persistent link: https://www.econbiz.de/10000988763

The hazards of mutual fund performance : a cox regression analysis

Lunde, Asger; Timmermann, Allan; Blake, David - 1998

Persistent link: https://www.econbiz.de/10000994246

Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets

Lunde, Asger; Timmermann, Allan - Econometric Society - 2000

This paper investigates the presence of bull and bear market states in stock price dynamics. A new definition of bull and bear market states based on sequences of stopping times tracing local peaks and troughs in stock prices is proposed. Duration dependence in stock prices is investigated...

Persistent link: https://www.econbiz.de/10005328665