|
Are Bitcoin option traders speculative or informed?
|
Finance Research Letters |
2024 |
A |
|
Scale diseconomies and capacity in fund management: variation across equity markets
|
Journal of Accounting Literature |
2024 |
A |
|
Diseconomies of scale in active management: robust evidence
|
Critical Finance Review |
2022 |
A* |
|
Realized moments and the cross-sectional stock returns around earnings announcements
|
International Review of Economics |
2022 |
C |
|
Predictive regression with p-lags and order-q autoregressive predictors
|
Journal of Empirical Finance |
2021 |
A |
|
De‐risking through equity holdings: bank and insurer behavior under capital requirements
|
Journal of Business Finance & Accounting |
2021 |
A* |
|
Multi-horizon accommodation demand forecasting: a New Zealand case study
|
International Journal of Tourism Research |
2020 |
A |
|
Informative fund size, managerial skill, and investor rationality
|
Journal of Financial Economics |
2018 |
A* |
|
Mutual fund managers' prior work experience and their investment skill
|
Financial Management |
2018 |
A |
|
The impact of flood dynamics on property values
|
Land Use Policy |
2017 |
A |
|
Dividend growth and equity premium predictability
|
International Review of Economics |
2017 |
C |
|
On estimating long-run effects in models with lagged dependent variables
|
Economic Modelling |
2017 |
A |
|
A comment on Koh’s “The optimal design of fallible organizations: invariance of optimal decision threshold and uniqueness of hierarchy and polyarchy structures”
|
Social Choice and Welfare |
2016 |
A |
|
Chinese stock market return predictability: adaptive complete subset regressions
|
Asia-Pacific Journal of Financial Studies |
2016 |
B |
|
A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
|
Computational Statistics and Data Analysis |
2015 |
A |
|
Jackknife for bias reduction in predictive regressions
|
Journal of Financial Econometrics |
2013 |
A* |
|
Return distribution predictability and its implications for portfolio selection
|
International Review of Economics |
2013 |
C |
|
The benefits of tree-based models for stock selection
|
Journal of Management |
2012 |
A* |
|
A hybrid approach to combining CART and logistic regression for stock ranking
|
The Journal of Portfolio Management |
2011 |
A |
|
Quantile regression without the curse of unsmoothness
|
Computational Statistics and Data Analysis |
2009 |
A |
|
Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
|
Biostatistics |
2009 |
A |
|
Robust estimation using the Huber function with a data-dependent tuning constant
|
Journal of Computational and Graphical Statistics |
2007 |
A* |
|
Rank-based regression for analysis of repeated measures
|
Biometrika |
2006 |
A* |
|
Optimal sign tests for data from ranked set samples
|
Statistics & Probability Letters |
2005 |
B |
|
Informational content of options around analyst recommendations
|
International Journal of Managerial Finance |
None |
A |