| September 2009 | Measuring the Timing Ability and Performance of Bond Mutual Funds
with Yong Chen, Helen Peters: w15318
|
| October 2006 | Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
with Sergei Sarkissian, Timothy Simin: w12658
|
| March 2006 | Testing Portfolio Efficiency with Conditioning Information
with Andrew F. Siegel: w12098
|
| January 2005 | Mimicking Portfolios with Conditioning Information
with Andrew F. Siegel, Pisun (Tracy) Xu: w11020
|
| Weak and Semi-Strong Form Stock Return Predictability Revisited
with Andrea Heuson, Tie Su: w11021
|
| August 2004 | Weak and Semi-Strong Form Stock Return Predictability, Revisited
with Andrea Heuson, Tie Su: w10689
|
| January 2003 | Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance
w9441
|
| September 2002 | Spurious Regressions in Financial Economics?
with Sergei Sarkissian, Timothy Simin: w9143
|
| February 2002 | Stochastic Discount Factor Bounds with Conditioning Information
with Andrew Siegel: w8789
|
| Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds
with Kenneth Khang: w8790
|
| Performance Evaluation with Stochastic Discount Factors
with Heber Farnsworth, David Jackson, Steven Todd: w8791
|
| March 1999 | Conditioning Variables and the Cross-Section of Stock Returns
with Campbell R. Harvey: w7009
|
| February 1999 | Economic, Financial, and Fundamental Global Risk In and Out of the EMU
with Campbell R. Harvey: w6967
|
| February 1998 | Conditional Market Timing with Benchmark Investors
with Connie Becker, David Myers, Michael Schill: w6434
|
| December 1996 | Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing
with Campbell R. Harvey: w5860
|
| November 1996 | Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
with Jon A. Christopherson, Debra A. Glassman: w5830
|
| January 1994 | Sources of Risk and Expected Returns in Global Equity Markets
with Campbell R. Harvey: w4622
|
| An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
with Campbell R. Harvey
in The Internationalization of Equity Markets , Jeffrey A. Frankel, editor
|
| December 1993 | An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
with Campbell R. Harvey: w4595
|
| June 1992 | Time Nonseparability in Aggregate Consumption: International Evidence
with Phillip A. Braun, George M. Constantinides: w4104
|
| March 1992 | Habit Persistence and Durability in Aggregate Consumption: Empirical Tests
with George M. Constantinides: w3631
|
