Suchergebnisse

Predicting Currency Returns and Exchange Rate Fluctuations

Cross-Sectional Factor Dynamics and Momentum Returns

In: FRB Boston Risk and Policy Analysis Unit Paper No. RPA 15-2

An Exact Bayes Test of Asset Pricing Models with Application to International Markets*

In: The journal of business, Band 79, Heft 1, S. 293-324

ISSN: 1537-5374

Active Fund Management when ESG Matters

Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability

In: Management Science, Band 69, Heft 5

Moving average distance as a predictor of equity returns

In: Review of financial economics: RFE, Band 39, Heft 2, S. 127-145

ISSN: 1873-5924

Predicting Corporate Policies Using Downside Risk: A Machine Learning Approach

In: Journal of Empirical Finance, Forthcoming

Post-Fundamentals Price Drift in Capital Markets: A Regression Regularization Perspective

In: Management Science, forthcoming

Uncertainty Shocks and Corporate Policies

Mutual Funds and Mispriced Stocks

In: Management Science, Band 66, Heft 6

Moving Average Distance as a Predictor of Equity Returns

In: Review of Financial Economics, Forthcoming

Hedge Fund Return Predictability Under the Magnifying Glass

Integrating Factor Models

In: Journal of Finance, Band 78, Heft 3

Sustainable Investing with ESG Rating Uncertainty

In: Journal of Financial Economics (JFE), Band 145, Heft 2

Dynamic ESG Equilibrium

In: Forthcoming in Management Science