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When do characteristics-sorted factors mechanically explain returns?
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of international financial markets, … 25 (2013), pp. 119-143
Persistent link: https://www.econbiz.de/10010123553
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DIVERSIFICATION STRATEGIES: DO LIMITED DATA CONSTRAIN INVESTORS?
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: The journal of financial research : a publ. of the … 36 (2013) 2, pp. 215-232
Persistent link: https://www.econbiz.de/10010135793
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The role of data limitations, seasonality and frequency in asset pricing models
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of international financial markets, … 22 (2012) 3, pp. 555-575
Persistent link: https://www.econbiz.de/10009974504
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The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of banking & finance 36 (2012) 4, pp. 1057-1067
Persistent link: https://www.econbiz.de/10009834074
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The cross-section of dynamics in idiosyncratic risk
Vozlyublennaia, Nadia - In: Journal of empirical finance 18 (2011) 3, pp. 461-474
Persistent link: https://www.econbiz.de/10009030617
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Does Idiosyncratic Risk Matter for Individual Securities?
Vozlyublennaia, Nadia - In: Financial management 41 (2012) 3, pp. 555-591
Persistent link: https://www.econbiz.de/10010017631
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Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling
Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207
Persistent link: https://www.econbiz.de/10010109051
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Fixed effects instrumental variables estimation in correlated random coefficient panel data models
Murtazashvili, Irina; Wooldridge, Jeffrey M. - In: Journal of econometrics 142 (2008) 1, pp. 539-552
Persistent link: https://www.econbiz.de/10007894498
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The comovement in inventories and in sales: Higher and higher
Herrera, Ana María; Murtazashvili, Irina; Pesavento, Elena - In: Economics letters 99 (2008) 1, pp. 155-158
Persistent link: https://www.econbiz.de/10007988705
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An alternative measure of intergenerational income mobility based on a random coefficient model
Murtazashvili, Irina - In: Journal of applied econometrics 27 (2012) 7, pp. 1161-1173
Persistent link: https://www.econbiz.de/10010047251