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Corporate financing and anticipated credit rating changes

Hung, Chi-Hsiou D.; Banerjee, Anurag Narayan; Meng, Qingrui - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 893-915

Persistent link: https://www.econbiz.de/10011796915

Informed Momentum Trading versus Uninformed 'Naive' Investors Strategies

Banerjee, Anurag Narayan - 2011

We construct a zero-net-worth uninformed "naive investor" who uses a random portfolio allocation strategy. We then compare the returns of the momentum strategist to the return distribution of naive investors. For this purpose we reward momentum profits relative to the return percentiles of the...

Persistent link: https://www.econbiz.de/10013134012

Sensitivity of univariate AR(1) time-series forecasts near the unit root

Banerjee, Anurag Narayan - In: Journal of forecasting 20 (2001) 3, pp. 203-229

Persistent link: https://www.econbiz.de/10001570838

A method of estimation the average derivative

Banerjee, Anurag Narayan - 1994

Persistent link: https://www.econbiz.de/10000885668

A method of estimating the average derivative

Banerjee, Anurag Narayan - In: Journal of econometrics 136 (2007) 1, pp. 65-88

Persistent link: https://www.econbiz.de/10003401643

The sensitivity of OLS when the variance matrix is (partially) unknown

Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 92 (1999) 2, pp. 295-323

Persistent link: https://www.econbiz.de/10001400172

On the sensitivity of the usual t- and F-tests to covariance misspecification

Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 95 (2000) 1, pp. 157-176

Persistent link: https://www.econbiz.de/10001432559

On the sensitivity of the usual T- and F-tests to AR(1) misspecification

Banerjee, Anurag Narayan; Magnus, Jan R. - 1997

Persistent link: https://www.econbiz.de/10000972163

Sensitivity of univariate AR(1) time-series forecasts near the unit root

Banerjee, Anurag Narayan - 1997

Persistent link: https://www.econbiz.de/10000972600

The sensitivity of estimates, inferences, and forecasts of linear models

Banerjee, Anurag Narayan - 1997

Persistent link: https://www.econbiz.de/10000985600

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