Segui
Anthony Sanford
Titolo
Citata da
Citata da
Anno
Non-Standard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ...
CEPR Discussion Paper No. DP16751, 2021
49*2021
Corporate Investment and Growth Opportunities: The Role of R&D Capital Complementarity
A Sanford, MJ Yang
Journal of Corporate Finance 72, 2021
162021
Recovery theorem with a multivariate markov chain
A Sanford
SSRN, 2019
102019
Does perception matter in asset pricing? Modeling volatility jumps using Twitter-based sentiment indices
A Sanford
Journal of Behavioral Finance 23 (3), 262-280, 2022
72022
Optimized portfolio using a forward-looking expected tail loss
A Sanford
Finance Research Letters 46, 102421, 2022
72022
State price density estimation with an application to the recovery theorem
A Sanford
Studies in Nonlinear Dynamics & Econometrics, 2021
72021
Investor reactions to board changes: does gender matter?
A Sanford, J Tremblay-Boire
Applied Economics Letters, 1-4, 2023
12023
Information Content of Option Prices: Comparing Analyst Forecasts to Option-Based Forecasts
A Sanford
Available at SSRN 3300120, 2019
12019
Size distortions in robust estimators: implications for asset pricing
N Harvie, V Gregoire, A Sanford
Available at SSRN 4640678, 2023
2023
A tale of two risks: the role of time in the decomposition of total risk into systematic and idiosyncratic risks
Y Ma, A Sanford
2023
Portfolio Optimization: The Case for Rank and Sign in Expected Returns
A Sanford
Available at SSRN 4525782, 2023
2023
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–11