Παρακολούθηση
Andreas Neuhierl
Andreas Neuhierl
Washington University in St. Louis, Olin Business School
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα wustl.edu - Αρχική σελίδα
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Dissecting characteristics nonparametrically
J Freyberger, A Neuhierl, M Weber
The Review of Financial Studies 33 (5), 2326-2377, 2020
7352020
Market reaction to corporate press releases
A Neuhierl, A Scherbina, B Schlusche
Journal of Financial and Quantitative Analysis 48 (4), 1207-1240, 2013
1762013
Monetary policy communication, policy slope, and the stock market
A Neuhierl, M Weber
Journal of Monetary Economics 108, 140-155, 2019
120*2019
Arbitrage portfolios
S Kim, RA Korajczyk, A Neuhierl
The Review of Financial Studies 34 (6), 2813-2856, 2021
1042021
Time series momentum around fomc meetings
A Neuhierl, M Weber
Chicago Booth Research Paper, 2020-39, 2021
67*2021
Missing data in asset pricing panels
J Freyberger, B Höppner, A Neuhierl, M Weber
The Review of Financial Studies, hhae003, 2024
502024
Estimating the anomaly base rate
A Chinco, A Neuhierl, M Weber
Journal of financial economics 140 (1), 101-126, 2021
472021
Data snooping and market-timing rule performance
A Neuhierl, B Schlusche
Journal of Financial Econometrics 9 (3), 550-587, 2011
472011
Structural deep learning in conditional asset pricing
J Fan, ZT Ke, Y Liao, A Neuhierl
Available at SSRN 4117882, 2022
362022
Frequency dependent risk
A Neuhierl, RT Varneskov
Journal of Financial Economics 140 (2), 644-675, 2021
312021
Data snooping in equity premium prediction (vol 37, pg 72, 2021)
H Dichtl, W Drobetz, A Neuhierl, VS Wendt
INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1326-1326, 2021
25*2021
Timing the factor zoo
A Neuhierl, O Randl, C Reschenhofer, J Zechner
Available at SSRN 4376898, 2023
162023
Including Earnings of Delisting Firms in Studies Using CRSP/Compustat Merged Data
PD Easton, MM Kapons, P Kelly, A Neuhierl
Compustat Merged Data (April 3, 2023), 2023
14*2023
On the non-existence of conditional value-at-risk under heavy tails and short sales
G Bamberg, A Neuhierl
OR spectrum 32 (1), 49-60, 2010
142010
Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?
A Neuhierl, X Tang, RT Varneskov, G Zhou
Available at SSRN 3795486, 2021
10*2021
Liquidity timing in commodity markets and the impact of financialization
A Neuhierl, A Thompson
Available at SSRN 2682698, 2016
10*2016
Growth optimal investment strategy: the impact of reallocation frequency and heavy tails
G Bamberg, A Neuhierl
German Economic Review 13 (2), 228-240, 2012
62012
Does Noise Hurt Economic Forecasts
Y Liao, X Ma, A Neuhierl, Z Shi
arXiv preprint arXiv:2312.05593, 2023
5*2023
Kann das Minimumvarianz-Portfolio eine bessere Performance als der Aktienindex besitzen?
G Bamberg, A Neuhierl
Die Betriebswirtschaft 68 (6), 637, 2008
42008
Characteristic-Based Returns: Alpha or Smart Beta?
S Kim, RA Korajczyk, A Neuhierl
Journal of Investment Management 20, 70-89, 2021
12021
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