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A

Alex Maynard

University of Guelph

10H-index
44Paper Count
554Citation Count
Published Papers 5
Publication Date
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Robust Conditional Kurtosis and the Cross-Section of International Stock Returns
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2025-12-01
err0
PREAI
errLiu, Ruifeng; Maynard, Alex; Tsiakas, Ilias
errShare
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Inference in predictive quantile regressions
errJOURNAL OF ECONOMETRICS
IF4
err2024-10-01
err0
errOAAI
errMaynard, Alex; Shimotsu, Katsumi; Kuriyama, Nina
errShare
errSave
The finite sample power of long-horizon predictive tests in models with financial bubbles
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2019-05-01
err4
PREAI
errMaynard, Alex; Ren, Dongmeng
errShare
errSave
Persistence-robust surplus-lag Granger causality testing
errJOURNAL OF ECONOMETRICS
IF4
err2012-08-01
err26
PREAI
errBauer, Dietmar; Maynard, Alex
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errSave
Testing for forward-rate unbiasedness: On regression in levels and in returns
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2003-05-01
err18
PREAI
errMaynard, A
errShare
errSave

Research Directions

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Co-authors
Cooperation Journals
刘
刘瑞丰 (Ruifeng Liu)
H-index: 33 · Papers: 171
D
Dietmar Bauer
H-index: 23 · Papers: 123
K
Katsumi Shimotsu
H-index: 18 · Papers: 67
I
Ilias Tsiakas
H-index: 15 · Papers: 44
N
Nina Kuriyama
H-index: 2 · Papers: 4
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