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Portfolio choice and equity characteristics : characterizing the hedging demands induced by return predictability
Lynch, Anthony W. - In: Journal of financial economics 62 (2001) 1, pp. 67-130
Persistent link: https://www.econbiz.de/10001608813
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Survivorship bias and attrition effects in measures of performance persistence
Carpenter, Jennifer N.; Lynch, Anthony W. - In: Journal of financial economics 54 (1999) 3, pp. 337-374
Persistent link: https://www.econbiz.de/10001429023
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Transaction costs and predictability : some utility cost calculations
Balduzzi, Pierluigi; Lynch, Anthony W. - In: Journal of financial economics 52 (1999) 1, pp. 47-78
Persistent link: https://www.econbiz.de/10001387776
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Predictability and transaction costs : the impact on rebalancing rules and behavior
Lynch, Anthony W.; Balduzzi, Pierluigi - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2285-2309
Persistent link: https://www.econbiz.de/10001524436
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Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks and state-dependent transaction costs
Lynch, Anthony W.; Tan, Sinan - 2004
Persistent link: https://www.econbiz.de/10002499194
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Labor income dynamics at business-cycle frequencies : implications for portfolio choice
Lynch, Anthony W.; Tan, Sinan - 2004
Persistent link: https://www.econbiz.de/10002503182
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Labor income dynamics at business-cycle frequencies : implications for portfolio choice
Lynch, Anthony W.; Tan, Sinan - In: Journal of financial economics 101 (2011) 2, pp. 333-359
Persistent link: https://www.econbiz.de/10009242850
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Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.; Tan, Sinan - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
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Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.; Tan, Sinan - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049
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The predictability of stock returns : a cross-sectional simulation
Fluck, Zsuzsanna - In: The review of economics and statistics 79 (1997) 2, pp. 176-183
Persistent link: https://www.econbiz.de/10001222498