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- 2013
-
Mark
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
(
- Contribution to journal › Article
- 2010
-
Mark
Book-to-Market and Size Effect: Compensations for risks or outcomes of market inefficiencies
(
- Contribution to journal › Article
- 2009
-
Mark
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
(
- Contribution to journal › Article
- 2007
-
Mark
Predictable Dynamics in Market, Size and Value Betas
2007) Financial Management Association Annual Conference / Midwest Finance Association Conference(
- Contribution to conference › Paper, not in proceeding
- 2006
-
Mark
Home Bias in European Countries within a Bayesian Framework
(
- Contribution to journal › Article
- 2005
-
Mark
A Critical Investigation of the Explanatory Role of Factor Mimicking Portfolios
(
- Contribution to journal › Article
-
Mark
Estimation of Common Components of European Equity Indices: A Latent Factor Approach
(
- Contribution to journal › Article
-
Mark
Forecasting Variance Using Stochastic Volatility and GARCH
(
- Contribution to journal › Article
-
Mark
Evaluating the Importance of Missing Risk Factors Using the Optimal Orthogonal Portfolio Approach
(
- Contribution to journal › Article
-
Mark
Book-to-market and size effect: Risk compensation or market inefficiency
2005) Financial Management Association's Annual Conference, 2005(
- Contribution to conference › Paper, not in proceeding