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ECONIS (ZBW)
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RePEc
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1
Mean-variance asset pricing with deviations from purchasing power parity
Sercu, Piet
-
1981
Persistent link: https://www.econbiz.de/10000069335
Saved in:
2
International portfolio choice and asset pricing with constraints on borrowing and shortselling
Sercu, Piet
-
2001
Persistent link: https://www.econbiz.de/10001640797
Saved in:
3
CAPM tests and alternative factor portfolio composition : getting the alpha's right
Moor, Lieven de
;
Sercu, Piet
-
2005
Persistent link: https://www.econbiz.de/10002724142
Saved in:
4
Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de
;
Sercu, Piet
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
Saved in:
5
Estimating the costs of international equity investments
Sercu, Piet
;
Vanpée, Rosanne
-
2008
Persistent link: https://www.econbiz.de/10009010426
Saved in:
6
The home bias puzzle in equity portfolios
Sercu, Piet
;
Vanpee, Rosanne
- In:
International finance : a survey
,
(pp. 310-330)
.
2013
Persistent link: https://www.econbiz.de/10009708960
Saved in:
7
Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de
;
Sercu, Piet
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
Saved in:
8
Estimating the costs of international equity investments
Sercu, Piet
;
Vanpée, Rosanne
- In:
Review of finance : journal of the European Finance …
12
(
2008
)
4
,
pp. 587-634
Persistent link: https://www.econbiz.de/10003802486
Saved in:
9
Thin-trading effects in beta: bias v. estimation error
Sercu, Piet
;
Vandebroek, Martina
;
Vinaimont, Tom
- In:
Journal of business finance & accounting : JBFA
35
(
2008
)
9/10
,
pp. 1196-1219
Persistent link: https://www.econbiz.de/10003786714
Saved in:
10
The small firm anomaly : US and international evidence
Moor, Lieven de
(
contributor
);
Sercu, Piet
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003610952
Saved in:
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