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M

Michael W. Brandt

Duke University

41H指数
147论文数
10.0K被引数
收录论文 10
发表时间
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What Does Equity Sector Orderflow Tell Us About the Economy?
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2011-08-03
err27
errOAAI
errBeber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A.
err分享
err收藏
The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?特质波动率之谜: 时间趋势还是投机事件？
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2009-12-05
err267
PREAI
errBrandt, Michael W.; Brav, Alon; Graham, John R.; Kumar, Alok
err分享
err收藏
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2009-02-13
err209
errOAAI
errBrandt, Michael W.; Santa-Clara, Pedro; Valkanov, Rossen
err分享
err收藏
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2008-02-09
err373
errOAAI
errBeber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A.
err分享
err收藏
Dynamic portfolio selection by augmentingthe asset space
errJOURNAL OF FINANCE
IF9.5
err2006-09-19
err109
errOAAI
errBrandt, Michael W.; Santa-Clara, Pedro
err分享
err收藏
International risk sharing is better than you think, or exchange rates are too smooth
errJOURNAL OF MONETARY ECONOMICS
IF4.1
err2006-05-01
err144
PREAI
errBrandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro
err分享
err收藏
Price discovery in the US treasury market: The impact of orderflow and liquidity on the yield curve
errJOURNAL OF FINANCE
IF9.5
err2005-11-27
err166
errOAAI
errBrandt, MW; Kavajecz, KA
err分享
err收藏
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2005-05-25
err176
errOAAI
errBrandt, MW; Goyal, A; Santa-Clara, P; Stroud, JR
err分享
err收藏
On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2004-05-01
err263
errOAAI
errBrandt, MW; Kang, Q
err分享
err收藏
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2002-02-01
err146
errOAAI
errBrandt, MW; Santa-Clara, P
err分享
err收藏

研究方向

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合作学者
合作期刊
J
John H. Cochrane
H 指数: 61 · 论文数: 293
A
Alok Kumar
H 指数: 54 · 论文数: 278
A
Amit Goyal
H 指数: 42 · 论文数: 133
A
Alon Brav
H 指数: 42 · 论文数: 104
P
Pedro Santa‐Clara
H 指数: 42 · 论文数: 94
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