Încărcări by roblee1

Anomalies and False Rejections

Embedded Leverage - A. Frazzini, L. Pedersen

Bogousslavsky 2019 Should We Use Closing Prices? Institutional Price Pressure at the Close

White Haghani 2019 if George Costanza Were a Hedge Fund Manager

Grobys 2017 Risk-managed 52-Week High Industry Momentum, Momentum Crashes, And Hedging Macroeconomic Risk

Ghosh Constantinides 2016 What Information Drives Asset Prices?

Wang 2016 Time-Varying Demand for Lottery- Speculation Ahead of Earnings Announcements

Gerakos Linnainmaa 2016 Asset Managers- Institutional Performance and Smart Betas

Hirshleifer 2016 Mood Beta and Seasonalities in Stock Returns

Cochrane 2016 Stepping on a Rake- Replication and Diagnosis

Callen Fang 2015 Short Interest and Stock Price Crash Risk

Szegedy 2014 Intriguing properties of neural networks.pdf

Bali Brown Tang 2016 Dec is Economic Uncertainty Priced in the Cross-section of Stock Returns

Asness 2016 the Siren Song of Factor Timing

Augustin 2016 How Do Insiders Trade?

Acemoglu 2013 Innovation Network

Bartram Grinblatt 2014 Fundamental Analysis Works

Survey Expectations Of Returns And Asset Preview

Political Risk in Emerging and Developed Markets

Ilmanen Kizer 2012 Death of Diversification Exaggerated

Attracting Investor Attention Through Advertising

Cornell Hsu Machinery Asset Pricing

cs229 Lecture 1