NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Eric Ghysels

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

November 2014Momentum Trading, Return Chasing, and Predictable Crashes
with Benjamin Chabot, Ravi Jagannathan: w20660
December 2009Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets
with Benjamin Chabot, Ravi Jagannathan: w15591
November 2008Price Momentum In Stocks: Insights From Victorian Age Data
with Benjamin Chabot, Ravi Jagannathan: w14500
November 2004There is a Risk-Return Tradeoff After All
with Pedro Santa-Clara, Rossen Valkanov: w10913

Published: Ghysels, Eric, Pedro Santa-Clara and Rossen Valkanov. "There is a risk-return tradeoff after all." Journal of Financial Economics 76 (June 2005): 509-548. citation courtesy of

Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies
with Pedro Santa-Clara, Rossen Valkanov: w10914

Published: Ghysels, Eric, Pedro Santa-Clara and Rossen Valkanov. "Predicting Volatility: Getting The Most Our Of Return Data Sampled At Different Frequencies," Journal of Econometrics, 2006, v131(1-2,Mar-Apr), 59-95. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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