Author:
Beber Alessandro,Brandt Michael W.,Kavajecz Kenneth A.
Reference75 articles.
1. Grammenos, Prof. Constantinos Theophilos, (born 23 Feb. 1944), Founding Chairman, Costas Grammenos Centre (formerly Centre, then International Centre) for Shipping, Trade and Finance, since 1984, and Professor of Shipping, Trade and Finance, since 1986, Cass Business School, City, University of London (formerly City University Business School, then Cass Business School, City University)
2. What Can Equity Orderflow Tell Us about the Economy?;Alessandro Beber;Review of Financial Studies,2011
3. The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?;Michael W Brandt;Review of Financial Studies,2010
4. When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions;Alessandro Beber;Review of Finance,2010
5. Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns;Michael W Brandt;Review of Financial Studies,2009