Burgemeester Oudlaan 50
3000 DR Rotterdam, Zuid-Holland 3062PA
Netherlands
Erasmus University Rotterdam
SSRN RANKINGS
in Total Papers Downloads
Return momentum, Futures trading, Hedging demand, Return Predictability, Indexing
return predictability, asset pricing, market efficiency, bond risk premia, momentum, value, carry.
factor investing, bond risk premia, asset pricing, market efficiency, momentum, value, carry, low-risk
bias-correction, high-frequency data, market microstructure noise, realized co-range, realized covariance