Menkveld, A. and Hendershott, T. (2014). Price Pressures Journal of Financial Economics, 114(3):405--423.
43 Key Publications
filtered by:
-
-
Peters, F. and Wagner, A. (2014). The executive turnover risk premium The Journal of Finance, 69(4):1529--1563. -
Jungbacker, B., Koopman, S. and van der Wel, M. (2014). Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates Journal of Applied Econometrics, 29(1):65--90.