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Does Beta Move with News? Syst...
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Verardo, Michela
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DASGUPTA, AMIL
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Dasgupta, Amil
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PRAT, ANDREA
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Patton, Andrew
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Patton, Andrew J.
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The review of financial studies
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Econometric reviews
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Journal of financial and quantitative analysis : JFQA
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Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
Patton, Andrew
;
Politis, Dimitris
;
White, Halbert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 372-375
Persistent link: https://www.econbiz.de/10008172297
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The Price Impact of Institutional Herding
Dasgupta, Amil
;
Prat, Andrea
;
Verardo, Michela
- In:
The review of financial studies
24
(
2013
)
3
,
pp. 892-891
Persistent link: https://www.econbiz.de/10010114033
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Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
Patton, Andrew J.
;
Verardo, Michela
- In:
The review of financial studies
25
(
2013
)
9
,
pp. 2789-2788
Persistent link: https://www.econbiz.de/10010114251
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Heterogeneous Beliefs and Momentum Profits
Verardo, Michela
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 795-822
Persistent link: https://www.econbiz.de/10008333862
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Institutional Trade Persistence and Long‐Term Equity Returns
DASGUPTA, AMIL
;
PRAT, ANDREA
;
VERARDO, MICHELA
- In:
The journal of finance : the journal of the American …
66
(
2011
)
2
,
pp. 635-654
Persistent link: https://www.econbiz.de/10008891032
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