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Kapitaleinkommen
Theorie
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16
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Economics letters
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ECONIS (ZBW)
16
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1
Investor reaction to mutual fund performance : evidence from UK distribution channels
Keswani, Aneel
;
Stolin, David
- In:
The journal of financial research
35
(
2012
)
3
,
pp. 425-450
Persistent link: https://www.econbiz.de/10009688975
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2
The relationships between sentiment, returns and volatility
Wang, Yaw-Huei
;
Keswani, Aneel
;
Taylor, Stephen
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003283957
Saved in:
3
Dollar-weighted returns to stock investors : a new look at the evidence
Keswani, Aneel
;
Stolin, David
- In:
Finance research letters
5
(
2008
)
4
,
pp. 228-235
Persistent link: https://www.econbiz.de/10003786363
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4
The equal-weight tilt in managed portfolios
Hanke, Bernd
;
Keswani, Aneel
;
Quigley, Garrett
;
Stolin, …
- In:
Economics letters
182
(
2019
),
pp. 59-63
Persistent link: https://www.econbiz.de/10012122429
Saved in:
5
Survivorship bias and comparability of UK open-ended fund databases
Hanke, Bernd
;
Keswani, Aneel
;
Quigley, Garrett
; …
- In:
Economics letters
172
(
2018
),
pp. 110-114
Persistent link: https://www.econbiz.de/10012022080
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6
An empirical investigation of UK option returns : overpricing and the role of higher systematic moments
Shackleton, Mark B.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002625331
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7
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
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8
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
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9
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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10
Smooth pasting as rate of return equalization
Shackleton, Mark B.
;
Sødal, Sigbjørn
- In:
Economics letters
89
(
2005
)
2
,
pp. 200-206
Persistent link: https://www.econbiz.de/10003172064
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