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Special items and stock returns
Ma, Lingjie - In: The journal of investing : JOI 30 (2021) 5, pp. 55-70
Persistent link: https://www.econbiz.de/10012613201
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Return forecasting by quantile regression
Pohlman, Lawrence; Ma, Lingjie - In: The journal of investing 19 (2010) 4, pp. 116-121
Persistent link: https://www.econbiz.de/10009309140
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Return forecasts and optimal portfolio construction : a quantile regression approach
Ma, Lingjie; Pohlman, Larry - In: The European journal of finance 14 (2008) 5/6, pp. 409-425
Persistent link: https://www.econbiz.de/10003771722
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Quantile regression methods for recursive structural equation models
Ma, Lingjie - 2004
Persistent link: https://www.econbiz.de/10003387291
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Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Koenker, Roger - In: Journal of econometrics 95 (2000) 2, pp. 347-374
Persistent link: https://www.econbiz.de/10001436005
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Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Koenker, Roger - 1998
Persistent link: https://www.econbiz.de/10000995137
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Reproducible econometric research
Koenker, Roger - 1998
Persistent link: https://www.econbiz.de/10000988605
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Rank tests for linear models
Koenker, Roger - 1997
Persistent link: https://www.econbiz.de/10001321899
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Asymptotic theory and econometric practice
Koenker, Roger - In: Journal of applied econometrics 3 (1988) 2, pp. 139-147
Persistent link: https://www.econbiz.de/10001078431
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Reproducible econometric research
Koenker, Roger - 1996
Persistent link: https://www.econbiz.de/10000960474