Zobrazeno 1 - 10
of 85
pro vyhledávání: '"Jules H. van Binsbergen"'
Publikováno v:
Journal of Financial Economics, 147(2), 406-431. Elsevier Science
We classify asset pricing anomalies into those exacerbating mispricing (build-up anomalies) and those resolving it (resolution anomalies). To this end, we estimate the dynamics of price wedges for well-known anomaly portfolios in the factor zoo and m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::277b74e451cb68ce549c00a5e990bb0f
https://doi.org/10.2139/ssrn.3785040
https://doi.org/10.2139/ssrn.3785040
Publikováno v:
Journal of Financial Economics. 147:406-431
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::461b9cb0c8c542e197cd75785af36035
https://doi.org/10.1016/j.jfineco.2022.11.005
https://doi.org/10.1016/j.jfineco.2022.11.005
Publikováno v:
The Review of Financial Studies. 36:2361-2396
We introduce a real-time measure of conditional biases to firms’ earnings forecasts. The measure is defined as the difference between analysts’ expectations and a statistically optimal unbiased machine-learning benchmark. Analysts’ conditional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8224b3cc8f03cddc4450ff4d9c8d16fc
https://doi.org/10.1093/rfs/hhac085
https://doi.org/10.1093/rfs/hhac085
Publikováno v:
The Journal of Finance. 77:1219-1258
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9638cd7f4cd704666464dc12bb92aa0f
https://doi.org/10.1111/jofi.13112
https://doi.org/10.1111/jofi.13112
Publikováno v:
The Journal of Portfolio Management. 46:17-31
The authors summarize the recent literature on mutual fund manager skill and performance. They discuss the latest contributions in the field and reinterpret them through the lens of the rational expectations framework (efficient market hypothesis). T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6fdcbe49bf329cb02bd722112110abcc
https://doi.org/10.3905/jpm.2020.1.143
https://doi.org/10.3905/jpm.2020.1.143
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3628b1147813807dd2dd2bf1448c0c03
https://doi.org/10.2139/ssrn.4241164
https://doi.org/10.2139/ssrn.4241164
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::168375eca578c25a5a8e8e93869c6bed
https://doi.org/10.2139/ssrn.4231626
https://doi.org/10.2139/ssrn.4231626
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b6de9a84bad2ef2825ce521fabdc1b9
https://doi.org/10.2139/ssrn.4261249
https://doi.org/10.2139/ssrn.4261249
We estimate risk-free interest rates unaffected by convenience yields on safe assets. We infer them from risky asset prices without relying on any specific model of risk. We obtain interest rates and implied convenience yields with maturities up to t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2bff5b73e565b6e46c186b44ee841486
https://lbsresearch.london.edu/id/eprint/1821/1/Risk_free_interest_rates_FINAL_ACCEPT_02092021.pdf
https://lbsresearch.london.edu/id/eprint/1821/1/Risk_free_interest_rates_FINAL_ACCEPT_02092021.pdf
Publikováno v:
The Journal of Finance. 74:1659-1706
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fbc15a9d80a926a1ba9d520b5d5996c2
https://doi.org/10.1111/jofi.12771
https://doi.org/10.1111/jofi.12771