Capital Markets Working Papers
When Moving-Average Models Meet High-Frequency Data: Uniform Inference on Volatility
2017
Authored by Rui Da,Dacheng Xiu,
Monetary Momentum
2017
Authored by Andreas Neuhierl,Michael Weber,
Sectoral Heterogeneity in Nominal Price Rigidity and the Origin of Aggregate Fluctuations
2017
Authored by Michael Weber,
Speculative Dynamics of Prices and Volume
2017
Authored by Anthony A. DeFusco,Charles G. Nathanson,Eric Zwick,
Long-Horizon Returns
2017
Authored by Eugene F. Fama,Kenneth R. French,
Flexible Prices and Leverage
2017
Authored by Francesco D’Acunto,Ryan Liu,Carolin Pflueger,Michael Weber,