|
Forecasting variance swap payoffs
|
The Journal of Futures Markets |
2022 |
A |
|
Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments
|
Journal of Financial and Quantitative Analysis |
2018 |
A* |
|
Parcel size and land value: A comparison of approaches
|
Journal of Real Estate Research |
2015 |
B |
|
Investor behavior in the mutual fund industry: Evidence from gross flows
|
Journal of Economics and Finance |
2014 |
B |
|
Investors do respond to poor mutual fund performance: Evidence from inflows and outflows
|
Financial Review (US) |
2012 |
A |
|
Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets
|
The Review of Financial Studies |
2010 |
A* |
|
Do investors trade more when stocks have performed well? evidence from 46 countries
|
The Review of Financial Studies |
2007 |
A* |
|
Explaining the early years of the euro exchange rate: An episode of learning about a new central bank
|
European Economic Review |
2007 |
A* |
|
Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and APT pricing restrictions
|
Journal of Financial and Quantitative Analysis |
2007 |
A* |
|
Analysis of high dimensional multivariate stochastic volatility models
|
Journal of Econometrics |
2006 |
A* |
|
Are daily cross-border equity flows pushed or pulled?
|
The Review of Economics and Statistics |
2004 |
A* |
|
Markov chain Monte Carlo methods for stochastic volatility models
|
Journal of Econometrics |
2002 |
A* |