| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money |
0 |
0 |
0 |
164 |
0 |
0 |
1 |
460 |
| An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
161 |
| An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
453 |
| Can cohort data be treated as genuine panal data? |
0 |
0 |
3 |
21 |
0 |
2 |
8 |
57 |
| Can cohort data be treated as genuine panel data? |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
88 |
| Do Banks Influence the Capital Structure Choices of Firms? |
0 |
0 |
0 |
330 |
0 |
1 |
5 |
814 |
| Do Countries or Industries Explain Momentum in Europe? |
0 |
0 |
1 |
149 |
0 |
0 |
1 |
557 |
| Do Countries or Industries Explain Momentum in Europe? |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
48 |
| Do Sophisticated Investors Believe in the Law of Small Numbers? |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
222 |
| Do countries or industries explain momentum in Europe? |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
41 |
| Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample |
0 |
0 |
1 |
160 |
0 |
3 |
10 |
1,023 |
| Eliminating biases in evaluating mutual fund performance from a survivorship free sample |
0 |
0 |
0 |
5 |
1 |
2 |
2 |
29 |
| Eliminating look-ahead bias in evaluating persistence in mutual fund performance |
0 |
1 |
1 |
15 |
0 |
1 |
3 |
70 |
| Estimating Dynamic Models from Repeated Cross-Sections |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
36 |
| Estimating and interpreting models with endogenous treatment effects: The relationship between competing estimators of the union impact on wages |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
24 |
| Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
510 |
| Estimating and testing simultaneous equation panel data models with censored endogenous variables |
0 |
0 |
0 |
9 |
0 |
1 |
4 |
29 |
| Estimating dynamic models from repeated cross-sections |
0 |
1 |
1 |
46 |
0 |
1 |
5 |
141 |
| Estimating short-run persistence in mutual fund performance |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
31 |
| Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
132 |
| Estimating the impact of endogenous union choice on wages using panel data (Revised version) |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
14 |
| Estimation of time dependent parameters in linear models using cross sections, panels or both |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
| Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
259 |
| Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models |
0 |
0 |
0 |
299 |
0 |
0 |
1 |
653 |
| Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models |
0 |
0 |
0 |
201 |
0 |
1 |
4 |
532 |
| Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models |
0 |
0 |
0 |
543 |
0 |
1 |
2 |
1,388 |
| Evaluating portfolio value-at-risk using semi-parametric GARCH models |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
37 |
| Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights |
0 |
0 |
0 |
99 |
1 |
2 |
2 |
252 |
| Forecast accuracy and economic gains from Bayesian model averaging using time varying weight |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
163 |
| Fund liquidation, self-selection and look-ahead bias in the hedge fund industry |
0 |
0 |
0 |
136 |
1 |
1 |
4 |
819 |
| Hedge fund flows and performance streaks: How investors weigh information |
0 |
0 |
0 |
52 |
1 |
2 |
5 |
144 |
| Incomplete Panels and Selection Bias: A Survey |
0 |
0 |
0 |
3 |
1 |
3 |
4 |
877 |
| Incomplete panels and selection bias: A survey |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
80 |
| Market Timing: A Decomposition of Mutual Fund Returns |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
53 |
| Market timing: A decomposition of mutual fund returns |
0 |
0 |
0 |
159 |
0 |
0 |
3 |
599 |
| Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
372 |
| Minimum MSE estimation of a regression model with fixed effects from a series of cross sections |
0 |
0 |
1 |
10 |
0 |
1 |
5 |
36 |
| Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
16 |
| Non-response in panel data: The impact on estimates of a life cycle consumption function |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
62 |
| On the estimation of a fixed effects model with selective non-response |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
9 |
| Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
110 |
| Predictive gains from forecast combinations using time-varying model weights |
0 |
0 |
0 |
29 |
1 |
2 |
4 |
113 |
| Real Estate Allocation in an ALM Framework |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
20 |
| Selecting Copulas for Risk Management |
0 |
0 |
0 |
661 |
0 |
0 |
0 |
1,596 |
| Stress Testing with Student's t Dependence |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
511 |
| Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance |
0 |
0 |
0 |
341 |
0 |
1 |
2 |
976 |
| Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
64 |
| TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
455 |
| THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
405 |
| Testing for selectivity bias in panel data models |
0 |
0 |
1 |
16 |
0 |
1 |
6 |
86 |
| Testing for selectivity in panel data models |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
54 |
| The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
0 |
600 |
0 |
0 |
2 |
1,282 |
| The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
10 |
| The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
0 |
139 |
0 |
0 |
2 |
214 |
| The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
41 |
| The effects of systemic crises when investors can be crisis ignorant |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
171 |
| The efficiency of rotating panel designs in an analysis of variance model |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
26 |
| The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
14 |
| The optimal choice of controls and pre-experimental observations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| The optimal design of rotating panels in a simple analysis of variance model |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
26 |
| Two-step estimation of panel data models with censored endogenous variables and selection bias |
0 |
1 |
2 |
31 |
0 |
1 |
4 |
122 |
| Two-step estimation of simultaneous equation panel data models with censored endogenous variables |
0 |
0 |
0 |
125 |
0 |
0 |
1 |
314 |
| Total Working Papers |
0 |
3 |
12 |
4,881 |
12 |
46 |
146 |
17,921 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Guide to Modern Econometrics |
1 |
2 |
9 |
570 |
1 |
4 |
26 |
1,487 |
| A multivariate nonparametric test for return and volatility timing |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
99 |
| An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
71 |
| Better than the original? The relative success of copycat funds |
0 |
0 |
1 |
63 |
0 |
0 |
7 |
291 |
| Can Cohort Data Be Treated as Genuine Panel Data? |
0 |
0 |
0 |
0 |
1 |
5 |
13 |
597 |
| Can Mutual Fund Investors Distinguish Good from Bad Managers? |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
31 |
| Cross-sectional learning and short-run persistence in mutual fund performance |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
242 |
| DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? |
0 |
0 |
0 |
34 |
1 |
1 |
3 |
138 |
| Do countries or industries explain momentum in Europe? |
0 |
0 |
1 |
132 |
0 |
0 |
2 |
491 |
| Eliminating look-ahead bias in evaluating persistence in mutual fund performance |
0 |
0 |
0 |
125 |
0 |
1 |
2 |
366 |
| Estimating Short-Run Persistence In Mutual Fund Performance |
0 |
0 |
0 |
76 |
0 |
1 |
1 |
286 |
| Estimating and Interpreting Models with Endogenous Treatment Effects |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
785 |
| Estimating dynamic models from repeated cross-sections |
0 |
0 |
4 |
250 |
1 |
1 |
9 |
543 |
| Estimating the returns to education for Australian youth via rank-order instrumental variables |
0 |
0 |
1 |
74 |
0 |
3 |
5 |
274 |
| Estimation of time-dependent parameters in linear models using cross-sections, panels, or both |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
139 |
| Evaluating portfolio Value-at-Risk using semi-parametric GARCH models |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
175 |
| Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree |
0 |
0 |
6 |
266 |
3 |
5 |
17 |
1,003 |
| Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights |
0 |
0 |
0 |
47 |
0 |
0 |
3 |
220 |
| Front-running of mutual fund fire-sales |
0 |
0 |
1 |
23 |
0 |
0 |
5 |
126 |
| Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
206 |
| Hedge Fund Flows and Performance Streaks: How Investors Weigh Information |
0 |
1 |
3 |
8 |
1 |
4 |
11 |
24 |
| Information Content When Mutual Funds Deviate from Benchmarks |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
69 |
| Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections |
0 |
1 |
3 |
164 |
1 |
4 |
13 |
521 |
| Missing measurements in econometric models with no auxiliary relations |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
36 |
| Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function |
0 |
0 |
0 |
241 |
0 |
0 |
1 |
539 |
| On the Use of Multifactor Models to Evaluate Mutual Fund Performance |
0 |
0 |
0 |
31 |
1 |
2 |
2 |
134 |
| On the estimation of a fixed effects model with selectivity bias |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
157 |
| Panel Data Models |
1 |
2 |
10 |
373 |
1 |
2 |
17 |
797 |
| Portfolio implications of systemic crises |
0 |
0 |
0 |
38 |
0 |
1 |
1 |
137 |
| Real Estate in an ALM Framework: The Case of Fair Value Accounting |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
158 |
| Selecting copulas for risk management |
0 |
0 |
2 |
185 |
1 |
3 |
10 |
522 |
| Short-term residual reversal |
0 |
1 |
5 |
64 |
0 |
1 |
6 |
290 |
| Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance |
0 |
0 |
2 |
65 |
3 |
3 |
9 |
262 |
| Testing for Selectivity Bias in Panel Data Models |
0 |
1 |
3 |
702 |
0 |
4 |
14 |
1,840 |
| The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
0 |
2 |
78 |
0 |
0 |
6 |
266 |
| The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory |
0 |
0 |
1 |
38 |
2 |
3 |
9 |
136 |
| The efficiency of rotating-panel designs in an analysis-of-variance model |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
132 |
| The optimal choice of controls and pre-experimental observations |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
109 |
| Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds* |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
17 |
| Two-step estimation of panel data models with censored endogenous variables and selection bias |
0 |
0 |
2 |
438 |
1 |
5 |
14 |
974 |
| Using linear regression to establish empirical relationships |
0 |
0 |
1 |
24 |
1 |
4 |
14 |
111 |
| Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men |
2 |
4 |
21 |
863 |
3 |
6 |
36 |
1,683 |
| Total Journal Articles |
4 |
12 |
78 |
5,394 |
23 |
68 |
281 |
16,484 |
LogEc is hosted by the
Örebro University School of Business.