Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies
Terri van der Zwan (Ortec Finance) and Patrick Tuijp (Ortec Finance and University of Amsterdam)
- Brown Bag Seminars in Finance
Terri van der Zwan (Ortec Finance) and Patrick Tuijp (Ortec Finance and University of Amsterdam)
Wilbert van der Klaauw (Federal Reserve Bank New York, United States)
Tobias Broer (Stockholm University, Sweden)
Fabio Canova (European University Institute, Italy)
Guido Erreygers (University of Antwerp, Belgium)
Axel Bücher (Ruhr-Universitaet Bochum, Germany)
Nam Le (Erasmus University Rotterdam)
Alexandra Niessen-Ruenzi (University of Mannheim, Germany)
Sacha Kapoor (Erasmus University Rotterdam), Stephane Wolton (London School of Economics), Giacomo Ponzetto (Centre de Recerca and University Pompeu Fabra, Spain)
Gianmarco León (Universitat Pompeu Fabra, Spain)
Mikael Lindahl (University of Gothenburg, Sweden)
Patrick Kehoe (Stanford University, United States)
David Rojo-Arjona (Leicester Univeristy, United Kingdom)
Jonathan Hoddenbagh (Johns Hopkins University, United States)
Dacheng Xiu (University of Chicago, United States)
Daicheng Xiu (University of Chicago, United States)
Rebecca Diamond (Stanford University, United States)
Nassima Selmane (University of Groningen)
Glenn Magerman (Université libre de Bruxelles, Belgium)
Maria Cotofan