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Social Screens and Systematic Investor Boycott Risk

Journal of financial and quantitative analysis, 2017-02, Vol.52 (1), p.365-399

2017

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Seasonality and momentum across national equity markets

The North American journal of economics and finance, 2022-07, Vol.61, p.101706, Article 101706

2022

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Financial Disclosure and Customer Satisfaction: Do Companies Talking the Talk Actually Walk the Walk?

Journal of business ethics, 2016-11, Vol.139 (1), p.29-45

2016

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Profitability, Value, and Stock Returns in Production-Based Asset Pricing without Frictions

Journal of money, credit and banking, 2017-10, Vol.49 (7), p.1621-1651

2017

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Productivity-based asset pricing: Theory and evidence

Journal of financial economics, 2007-11, Vol.86 (2), p.405-445

2007

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Temperature shocks and the cost of equity capital: Implications for climate change perceptions

Journal of banking & finance, 2017-04, Vol.77, p.18-34

2017

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Currency risk premia and uncovered interest parity in the International CAPM

Journal of international money and finance, 2014-03, Vol.41, p.214-230

2014

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Money and the C-CAPM

Journal of financial and quantitative analysis, 2009-04, Vol.44 (2), p.337-368

2009

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Momentum and mean reversion across national equity markets

Journal of empirical finance, 2006, Vol.13 (1), p.24-48

2006

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Designing a global digital currency

Journal of international money and finance, 2021-03, Vol.111, p.102317, Article 102317

2021

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Evaluation of linear asset pricing models by implied portfolio performance

Journal of banking & finance, 2009-09, Vol.33 (9), p.1586-1596

2009

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TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION

The Journal of financial research, 2012-12, Vol.35 (4), p.471-495

2012

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Predicting Stock Returns in an Efficient Market

The Journal of finance (New York), 1990-09, Vol.45 (4), p.1109-1128

1990

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Money and the C-CAPM

Journal of financial and quantitative analysis, 2009-04, Vol.44 (2), p.337-368

2009

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Reducing the dimensionality of linear quadratic control problems

Journal of economic dynamics & control, 2007, Vol.31 (1), p.141-159

2007

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Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies

The Journal of finance (New York), 2000-04, Vol.55 (2), p.745-772

2000

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Efficient Factor Selection: Explaining Risk and Mean Returns Jointly

SSRN Electronic Journal

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Distinguishing Factors and Characteristics with Characteristic-Mimicking Portfolios

SSRN Electronic Journal

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Government expenditure and equilibrium real exchange rates

Journal of international money and finance, 2002-10, Vol.21 (5), p.667-692

2002

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Time Preference and Life Cycle Consumption with Endogenous Survival

Economic inquiry, 2004-10, Vol.42 (4), p.667-678

2004

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Designing a Global Digital Currency

SSRN Electronic Journal

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Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration

Journal of financial markets (Amsterdam, Netherlands), 2010-02, Vol.13 (1), p.129-156

2010

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Autocorrelated Returns and Optimal Intertemporal Portfolio Choice

Management science, 1997-11, Vol.43 (11), p.1537-1551

1997

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Underpricing of New Issues and the Choice of Auditor as a Signal of Investment Banker Reputation

The Accounting review, 1988-10, Vol.63 (4), p.605-622

1988

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Precaution and liquidity in the demand for housing

Economic inquiry, 2000-04, Vol.38 (2), p.289-303

2000

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Social Screens and Systematic Investor Boycott Risk

Seasonality and momentum across national equity markets

Financial Disclosure and Customer Satisfaction: Do Companies Talking the Talk Actually Walk the Walk?

Profitability, Value, and Stock Returns in Production-Based Asset Pricing without Frictions

Productivity-based asset pricing: Theory and evidence

Temperature shocks and the cost of equity capital: Implications for climate change perceptions

Currency risk premia and uncovered interest parity in the International CAPM

Money and the C-CAPM

Momentum and mean reversion across national equity markets

Designing a global digital currency

Evaluation of linear asset pricing models by implied portfolio performance

TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION

Predicting Stock Returns in an Efficient Market

Money and the C-CAPM

Reducing the dimensionality of linear quadratic control problems

Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies

Efficient Factor Selection: Explaining Risk and Mean Returns Jointly

Distinguishing Factors and Characteristics with Characteristic-Mimicking Portfolios

Government expenditure and equilibrium real exchange rates

Time Preference and Life Cycle Consumption with Endogenous Survival

Designing a Global Digital Currency

Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration

Autocorrelated Returns and Optimal Intertemporal Portfolio Choice

Underpricing of New Issues and the Choice of Auditor as a Signal of Investment Banker Reputation

Precaution and liquidity in the demand for housing

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