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FOOLING SOME OF THE PEOPLE ALL OF THE TIME: THE INEFFICIENT PERFORMANCE AND PERSISTENCE OF COMMODITY TRADING ADVISORS
Bhardwaj, Geetesh; Gorton, Gary B.; Rouwenhorst, K.Geert - 2008
Persistent link: https://www.econbiz.de/10008141565
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An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
Bhardwaj, Geetesh; Swanson, Norman R. - In: Journal of econometrics 131 (2006) 1, pp. 539-578
Persistent link: https://www.econbiz.de/10006747783
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A Simulation-Based Specification Test for Diffusion Processes
Bhardwaj, Geetesh; Corradi, Valentina; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 176-193
Persistent link: https://www.econbiz.de/10008221204
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Subprime mortgage design
Bhardwaj, Geetesh; Sengupta, Rajdeep - In: Journal of banking & finance 36 (2012) 5, pp. 1503-1520
Persistent link: https://www.econbiz.de/10009843645
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Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Gatev, Evan; Goetzmann, William N.; Rouwenhorst, K. Geert - In: The review of financial studies 19 (2013) 3, pp. 797-796
Persistent link: https://www.econbiz.de/10010114580
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Security Baskets and Index-linked Securities
Gorton, Gary B.; Pennacchi, George G. - In: The journal of business : B 66 (1993) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10006074208
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THE FUNDAMENTALS OF COMMODITY FUTURES RETURNS
Gorton, Gary B.; Hayashi, Fumio; Rouwenhorst, K.Geert - 2007
Persistent link: https://www.econbiz.de/10007766417
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INFORMATION, LIQUIDITY, AND THE (ONGOING) PANIC OF 2007
Gorton, Gary B. - 2009
Persistent link: https://www.econbiz.de/10008176308
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Risk, Volatility, and the Global Cross-Section of Growth Rates
Gorton, Gary B.; Metrick, Andrew - 2009
Persistent link: https://www.econbiz.de/10008369670
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THE LIMITATIONS OF STOCK MARKET EFFICIENCY: PRICE INFORMATIVENESS AND CEO TURNOVER
Gorton, Gary B.; Huang, Lixin; Kang, Qiang - 2009
Persistent link: https://www.econbiz.de/10008259282