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Faculty Digital Archive : NYU Libraries
Asset Management
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Stern School of Business
Salomon Center
Asset Management
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1-Nov-2005
RECONCILING THE RETURN PREDICTABILITY EVIDENCE IN-SAMPLE FORECASTS, OUT-OF-SAMPLE FORECASTS, AND PARAMETER INSTABILITY
Lettau, Martin
;
Nieuwerburgh, Stijn Van
19-Sep-2005
INFORMATION ACQUISITION AND PORTFOLIO UNDER-DIVERSIFICATION
Nieuwerburgh, Stijn Van
;
Veldkamp, Laura
26-Jul-2005
INFORMATION IMMOBILITY AND THE HOME BIAS PUZZLE
Nieuwerburgh, Stijn Van
;
Veldkamp, Laura
20-Sep-2005
INSIDE INFORMATION AND THE OWN COMPANY STOCK PUZZLE
Nieuwerburgh, Stijn Van