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2023 |
Blanco, Ivan |
| Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
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2023 |
De Nard, Gianluca |
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2023 |
Nguyen, Ha |
| Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
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2023 |
Fuhrer, Adrian |
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2023 |
Renz, Franziska M. |
| Automated stock picking using random forests
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2023 |
Breitung, Christian |
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2023 |
Hasan, Iftekhar |
| Competition and risk taking in local bank markets : evidence from the business loans segment
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2023 |
Canta, Chiara |
| International comovement of r* : a case study of the G7 countries
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2023 |
Goto, Eiji |
| The role of human capital : evidence from corporate innovation
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2023 |
Liu, Tong |
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2023 |
Hvidkjær, Søren |
| Corporate social responsibility and excess perks
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2023 |
Xi, Dan |
| A robust Glasso approach to portfolio selection in high dimensions
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2023 |
Ding, Wenliang |
| Salience theory in price and trading volume : evidence from China
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2023 |
Sun, Kaisi |
| Spillover effects in managerial compensation
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2023 |
Kieschnick, Robert L. |
| The contribution of jump signs and activity to forecasting stock price volatility
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2023 |
Bu, Ruijun |
| Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
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2023 |
Fiszeder, Piotr |
| A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
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2023 |
Pollastri, Alessandro |
| Changes in the electorate and firm values : evidence from the introduction of female suffrage in Switzerland
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2023 |
Stahl, Jörg R. |
| New kids on the block : the effect of Generation X directors on corporate performance
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2023 |
He, Zhaozhao |
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