Amar Soebhag

Erasmus University Rotterdam (EUR) - Department of Business Economics

Netherlands

Robeco Asset Management

Rotterdam, 3011 AG

Netherlands

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Caught by Surprise: How Markets Respond to Macroeconomic News

Number of pages: 65 Posted: 06 Apr 2022
Guido Baltussen and Amar Soebhag
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads 346 (121,412)

Abstract:

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Macroeconomic news, Surprises, Return Predictability, Momentum

2.

Non-Standard Errors in Asset Pricing: Mind Your Sorts

Number of pages: 66 Posted: 24 Jun 2022
Erasmus University Rotterdam (EUR) - Department of Business Economics, Robeco Quantitative Investments and Erasmus University Rotterdam (EUR)
Downloads 1,565

Abstract:

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portfolio construction, factor investing, equity factors, asset pricing models, non-standard errors, p-hacking, data-mining.