Similar Search Results - EconBiz

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

Mimicking portfolios, economic risk premia, and tests of multi-beta models

Balduzzi, Pierluigi; Robotti, Cesare; Balduzzi, Pierluigi; … - 2005

This paper considers two alternative formulations of the linear factor model (LFM) with nontraded factors. The first formulation is the traditional LFM, where the estimation of risk premia and alphas is performed by means of a cross-sectional regression of average returns on betas. The second...

Persistent link: https://www.econbiz.de/10010397678

Decision frequency and synchronization across agents : implications for aggregate consumption and equity return

Lynch, Anthony W. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1479-1497

Persistent link: https://www.econbiz.de/10001209019

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

Stock returns, inflation, and the 'proxy hypothesis' : a new look at the data

Balduzzi, Pierluigi - In: Economics letters 48 (1995) 1, pp. 47-53

Persistent link: https://www.econbiz.de/10001185468

Inflation and asset prices in a monetary economy

Balduzzi, Pierluigi - In: Economics letters 53 (1996) 1, pp. 67-74

Persistent link: https://www.econbiz.de/10001212273

Money and asset price in a continuous-time Lucas and Stokey cash-in-advance economy

Balduzzi, Pierluigi - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2713-2743

Persistent link: https://www.econbiz.de/10003499204

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

Staggered decision-making by individuals : pricing implications and some empirical evidence

Lynch, Anthony W. - 1994

Persistent link: https://www.econbiz.de/10000916219

Why do firms merge and then divest? : A theory of financial synergy

Fluck, Zsuzsanna; Lynch, Anthony W. - In: The journal of business : B 72 (1999) 3, pp. 319-346

Persistent link: https://www.econbiz.de/10001392398

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