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Does Beta Move with News? Firm...
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Patton, Andrew J.
14
Timmermann, Allan
3
Verardo, Michela
3
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2
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1
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1
Granger, Clive W.J.
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OLC EcoSci
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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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2
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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3
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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4
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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5
Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System
Kearney, Colm
;
Patton, Andrew J.
- In:
The financial review : the official publication of the …
35
(
2000
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10005960440
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6
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE
Patton, Andrew J.
- In:
International economic review
47
(
2006
)
2
,
pp. 527-556
Persistent link: https://www.econbiz.de/10006108072
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7
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 605-626
Persistent link: https://www.econbiz.de/10008706032
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8
Simulated Method of Moments Estimation for Copula-Based Multivariate Models
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of the American Statistical Association : JASA
108
(
2013
)
502
,
pp. 689-700
Persistent link: https://www.econbiz.de/10010141623
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9
Are "Market Neutral" Hedge Funds Really Market Neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2013
)
7
,
pp. 2495-2494
Persistent link: https://www.econbiz.de/10010114142
Saved in:
10
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10007761409
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