| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model |
0 |
0 |
2 |
25 |
0 |
0 |
5 |
69 |
| A stylized model of home buyers’ and bankers’ behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
18 |
| Accruals, Errors-in-variables, and Tobin’s q |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
57 |
| Capital asset pricing models revisited: Evidence from errors in variables |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
154 |
| Cumulant instrument estimators for hedge fund return models with errors in variables |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
35 |
| Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
45 |
| Examining the dynamics of illiquidity risks within the phases of the business cycle |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
20 |
| Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
49 |
| Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
10 |
| From wheel of fortune to wheel of misfortune: Financial crises, cycles, and consumer predation |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
48 |
| Hedge Fund Returns, Kalman Filter, and Errors-in-Variables |
0 |
0 |
3 |
50 |
0 |
0 |
4 |
145 |
| Hedge fund return higher moments over the business cycle |
0 |
0 |
0 |
41 |
0 |
1 |
6 |
99 |
| Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
19 |
| Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives |
0 |
0 |
1 |
27 |
0 |
0 |
3 |
59 |
| Integrating volatility factors in the analysis of the hedge fund alpha puzzle |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
8 |
| Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds |
0 |
0 |
6 |
28 |
1 |
2 |
13 |
131 |
| Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
25 |
| Multi-moment risk, hedging strategies, & the business cycle |
0 |
0 |
0 |
22 |
0 |
1 |
6 |
105 |
| On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
26 |
| On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
11 |
| Optimally weighting higher-moment instruments to deal with measurement errors in financial return models |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
56 |
| Predatory cells and puzzling financial crises: Are toxic products good for the financial markets? |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
60 |
| Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables |
0 |
0 |
0 |
16 |
0 |
1 |
5 |
83 |
| Testing Fama–French’s new five-factor asset pricing model: evidence from robust instruments |
0 |
0 |
2 |
12 |
0 |
0 |
4 |
36 |
| Testing the new Fama and French factors with illiquidity: A panel data investigation |
0 |
0 |
1 |
27 |
0 |
0 |
11 |
83 |
| The asymmetrical behavior of hedge funds across the state of the business cycle: The q -factor model revisited |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
45 |
| The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test |
0 |
0 |
1 |
4 |
2 |
2 |
6 |
24 |
| The q-factor model and the redundancy of the value factor: An application to hedge funds |
0 |
0 |
1 |
6 |
0 |
1 |
3 |
67 |
| The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks |
0 |
0 |
1 |
13 |
1 |
1 |
5 |
36 |
| The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach |
0 |
0 |
3 |
14 |
1 |
4 |
12 |
72 |
| Too Big to Fail or Too Deceitful to be Caught? |
0 |
0 |
2 |
4 |
0 |
0 |
2 |
9 |
| Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
25 |
| Yield Curve Forecasting with the Burg Model |
0 |
0 |
2 |
8 |
0 |
0 |
5 |
25 |
| Total Journal Articles |
0 |
0 |
28 |
427 |
7 |
21 |
118 |
1,754 |
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