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Does Anticipated Information Impose a Cost on Risk‐Averse Investors? A Test of the Hirshleifer Effect
BALL, RYAN T. - In: Journal of accounting research 51 (2013) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10010065923
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Discussion of Why Do EPS Forecast Error and Dispersion Not Vary with Scale? Implications for Analyst and Managerial Behavior
BALL, RYAN T. - In: Journal of accounting research 49 (2011) 2, pp. 403-413
Persistent link: https://www.econbiz.de/10008928212
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L'analyse économétrique et la saisonnalité
Ghysels, Eric - In: L' Actualité économique : revue trimest. 70 (1994) 1, pp. 43-62
Persistent link: https://www.econbiz.de/10009898939
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Monetary Policy Rules with Model and Data Uncertainty
Ghysels, Eric; Swanson, Norman R.; Callan, Myles - In: Southern economic journal 69 (2002) 2, pp. 239-265
Persistent link: https://www.econbiz.de/10006653149
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A Semiparametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Ghysels, Eric; Ng, Serena - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10007347371
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On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?
Ghysels, Eric - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 549-574
Persistent link: https://www.econbiz.de/10007359228
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SHORTER PAPERS - Price Discovery Without Trading: Evidence from the Nasdaq Preopening
Cao, Charles; Ghysels, Eric; Hatheway, Frank - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1339-1366
Persistent link: https://www.econbiz.de/10006569685
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On Periodic Structures and Testing for Seasonal Unit Roots
Ghysels, Eric; Hall, Alastair; Lee, Hahn Shik - In: Journal of the American Statistical Association : JASA 91 (1996) 436, pp. 1551-1559
Persistent link: https://www.econbiz.de/10006632752
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Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - In: Journal of econometrics 131 (2006) 1, pp. 59-96
Persistent link: https://www.econbiz.de/10006747798
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Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 119 (2004) 2, pp. 413-434
Persistent link: https://www.econbiz.de/10006757701