Similar Search Results - EconBiz

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

Asset-pricing models and economic risk premia: A decomposition

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

The risk premia assigned to economic (nontraded) risk factors can be decomposed into three parts: (i) the risk premia on maximum-correlation portfolios mimicking the factors; (ii) (minus) the covariance between the nontraded components of the candidate pricing kernel of a given model and the...

Persistent link: https://www.econbiz.de/10010397680

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

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

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

Lynch, Anthony W. - 1994

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

How investors interpret past fund returns

Lynch, Anthony W.; Musto, David K. - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2033-2058

Persistent link: https://www.econbiz.de/10001797808

Understanding fee structures in the asset management business

Lynch, Anthony W.; Musto, David K. - 2003

Persistent link: https://www.econbiz.de/10001799978

Credit ratings, collateral, and loan characteristics : implications for yield

John, Kose; Lynch, Anthony W.; Puri, Manju - In: The journal of business : B 76 (2003) 3, pp. 371-409

Persistent link: https://www.econbiz.de/10001826329

New evidence on stock price effects associated with changes in the S&P 500 Index

Lynch, Anthony W. - In: The journal of business : B 70 (1997) 3, pp. 351-383

Persistent link: https://www.econbiz.de/10001221685

The 6D bias and the equity-premium puzzle

Gabaix, Xavier; Laibson, David I. - In: NBER macroeconomics annual 16 (2001), pp. 257-312

Persistent link: https://www.econbiz.de/10001692037

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