NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Eric Ghysels

Department of Economics
University of North Carolina-Chapel Hill
Gardner Hall, CB 3305
Chapel Hill, NC 27599-3305
Tel: 919/966-5325
Fax: 919/966-4886

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

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

 
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