| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Anomaly: The Cross-Sectional Profitability of Technical Analysis |
0 |
0 |
2 |
59 |
1 |
1 |
9 |
250 |
| A New Variance Bound on the Stochastic Discount Factor |
0 |
0 |
0 |
33 |
1 |
1 |
3 |
226 |
| Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums |
0 |
0 |
0 |
93 |
1 |
1 |
2 |
271 |
| Anomalies and the Expected Market Return |
0 |
3 |
19 |
130 |
4 |
12 |
48 |
324 |
| Asset-Pricing Tests under Alternative Distributions |
0 |
1 |
1 |
26 |
0 |
2 |
3 |
127 |
| Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
145 |
| Bayesian Portfolio Analysis |
0 |
1 |
5 |
125 |
1 |
2 |
15 |
460 |
| Bayesian inference in asset pricing tests |
0 |
0 |
1 |
87 |
0 |
0 |
3 |
225 |
| Cross-Sectional Asset Pricing Tests |
0 |
0 |
2 |
119 |
4 |
6 |
9 |
339 |
| Data-generating process uncertainty: What difference does it make in portfolio decisions? |
0 |
0 |
1 |
128 |
0 |
1 |
6 |
547 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
0 |
383 |
1 |
1 |
3 |
1,201 |
| Expected return, volume, and mispricing |
0 |
0 |
4 |
55 |
1 |
4 |
22 |
178 |
| Fama–MacBeth two-pass regressions: Improving risk premia estimates |
0 |
1 |
2 |
95 |
0 |
1 |
8 |
378 |
| How much stock return predictability can we expect from an asset pricing model? |
1 |
1 |
2 |
56 |
2 |
7 |
9 |
175 |
| Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty |
1 |
1 |
1 |
30 |
1 |
1 |
3 |
176 |
| International Stock Return Predictability: What Is the Role of the United States? |
0 |
0 |
11 |
99 |
1 |
3 |
26 |
314 |
| International asset pricing with alternative distributional specifications |
0 |
0 |
0 |
46 |
0 |
0 |
3 |
176 |
| Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
189 |
| Investor Sentiment Aligned: A Powerful Predictor of Stock Returns |
0 |
0 |
7 |
148 |
0 |
0 |
25 |
600 |
| Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance |
0 |
0 |
0 |
64 |
0 |
0 |
6 |
326 |
| Manager sentiment and stock returns |
1 |
2 |
17 |
226 |
4 |
16 |
91 |
861 |
| Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies |
1 |
1 |
3 |
328 |
2 |
6 |
16 |
1,090 |
| Measuring the Pricing Error of the Arbitrage Pricing Theory |
0 |
0 |
1 |
376 |
0 |
1 |
8 |
1,515 |
| On the Rate of Convergence of Discrete‐Time Contingent Claims |
0 |
0 |
1 |
28 |
1 |
1 |
2 |
107 |
| Optimal Portfolio Choice with Parameter Uncertainty |
1 |
5 |
16 |
266 |
4 |
10 |
36 |
710 |
| Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy |
0 |
1 |
11 |
407 |
3 |
16 |
58 |
1,206 |
| Portfolio optimization under asset pricing anomalies |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
176 |
| Recovering the FOMC risk premium |
0 |
0 |
1 |
11 |
0 |
1 |
6 |
37 |
| Robust portfolios: contributions from operations research and finance |
0 |
1 |
3 |
19 |
2 |
4 |
9 |
91 |
| Security factors as linear combinations of economic variables |
0 |
0 |
0 |
27 |
0 |
1 |
3 |
116 |
| Short interest and aggregate stock returns |
1 |
4 |
15 |
435 |
4 |
10 |
54 |
1,110 |
| Small sample rank tests with applications to asset pricing |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
187 |
| Small sample tests of portfolio efficiency |
0 |
1 |
2 |
160 |
0 |
1 |
4 |
592 |
| Technical analysis: An asset allocation perspective on the use of moving averages |
0 |
1 |
12 |
374 |
1 |
9 |
39 |
1,193 |
| Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
31 |
| Temporary Components of Stock Returns: What Do the Data Tell Us? |
0 |
0 |
2 |
72 |
0 |
0 |
10 |
405 |
| Testing multi-beta asset pricing models |
0 |
0 |
0 |
116 |
0 |
0 |
1 |
492 |
| Tests of Mean-Variance Spanning |
0 |
0 |
12 |
284 |
6 |
15 |
56 |
1,308 |
| Time series momentum: Is it there? |
0 |
0 |
3 |
54 |
1 |
2 |
21 |
228 |
| Using Bootstrap to Test Portfolio Efficiency |
0 |
1 |
3 |
50 |
2 |
5 |
10 |
254 |
| Volatility Trading: What Is the Role of the Long-Run Volatility Component? |
0 |
0 |
1 |
40 |
1 |
1 |
2 |
143 |
| What Determines Expected International Asset Returns? |
0 |
1 |
1 |
66 |
0 |
2 |
2 |
451 |
| Total Journal Articles |
6 |
26 |
162 |
5,259 |
49 |
144 |
636 |
18,930 |
LogEc is hosted by the
Örebro University School of Business.