E-LIB Suche - Ergebnisse für: Neuhierl, Andreas

1

Missing Data in Asset Pricing Panels:

Freyberger, Joachim ; Hoeppner, Bjoern ; Neuhierl, Andreas..
The Review of Financial Studies. , 2024

Link: https://doi.org/10.1093/..

2

Missing Data in Asset Pricing Panels

NBER working paper series, no. w30761

Freyberger, Joachim ; Höppner, Björn ; Neuhierl, Andreas. , 2022

Link: https://www.nber.org/pap..

3

Data snooping in equity premium prediction:

Dichtl, Hubert ; Drobetz, Wolfgang ; Neuhierl, Andreas.
International Journal of Forecasting. 37 (2021) 1 - p. 72-94 , 2021

Link: https://doi.org/10.1016/..

4

Estimating the anomaly base rate:

Chinco, Alex ; Neuhierl, Andreas ; Weber, Michael
Journal of Financial Economics. 140 (2021) 1 - p. 101-126 , 2021

Link: https://doi.org/10.1016/..

5

Characteristic-Based Returns: Alpha or Smart Beta?:

Kim, Soohun ; Korajczyk, Robert A. ; Neuhierl, Andreas
Journal of Investment Management, Forthcoming. , 2021

Link: https://ssrn.com/abstrac..

6

Frequency dependent risk:

Neuhierl, Andreas ; Varneskov, Rasmus T.
Journal of Financial Economics. 140 (2021) 2 - p. 644-675 , 2021

Link: https://doi.org/10.1016/..

7

Dissecting Characteristics Nonparametrically:

Freyberger, Joachim ; Neuhierl, Andreas ; Weber, Michael.
The Review of Financial Studies. 33 (2020) 5 - p. 2326-2377 , 2020

Link: https://doi.org/10.1093/..

8

Arbitrage Portfolios:

Kim, Soohun ; Korajczyk, Robert A ; Neuhierl, Andreas.
The Review of Financial Studies. 34 (2020) 6 - p. 2813-2856 , 2020

Link: https://doi.org/10.1093/..

9

Estimating The Anomaly Base Rate

NBER working paper series, no. w26493

Chinco, Alexander M ; Neuhierl, Andreas ; Weber, Michael , 2019

Link: https://www.nber.org/pap..

10

Monetary policy communication, policy slope, and the stock ..:

Neuhierl, Andreas ; Weber, Michael
Journal of Monetary Economics. 108 (2019) - p. 140-155 , 2019

Link: https://doi.org/10.1016/..

11

Monetary Momentum

NBER working paper series, no. w24748

Neuhierl, Andreas ; Weber, Michael , 2018

Link: https://www.nber.org/pap..

12

Casino game markets:

, In: Handbook of Behavioral Industrial Organization,

Eisenhuth, Roland ; Murphy, Dermot ; Neuhierl, Andreas , 2018

Link: https://doi.org/10.4337/..

13

Dissecting Characteristics Nonparametrically

NBER working paper series, no. w23227

Freyberger, Joachim ; Neuhierl, Andreas ; Weber, Michael , 2017

Link: https://www.nber.org/pap..

14

Monetary Policy and the Stock Market: Time-Series Evidence

NBER working paper series, no. w22831

Neuhierl, Andreas ; Weber, Michael , 2016

Link: https://www.nber.org/pap..

15

Market Reaction to Corporate Press Releases:

Neuhierl, Andreas ; Scherbina, Anna ; Schiusene, Bernd
The Journal of Financial and Quantitative Analysis. 48 (2013) 4 - p. 1207-1240 , 2013

Link: https://www.jstor.org/st..