Harry Gakidis

Acadian Asset Management

260 Franklin Street

Boston, MA 02110

United States

SCHOLARLY PAPERS

2

DOWNLOADS

308

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (2)

Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications

NYU Working Paper No. 2451/38626
Number of pages: 24 Posted: 11 May 2017 Last Revised: 24 Jun 2017
Terence Burnham, Harry Gakidis and Jeffrey Wurgler
Chapman University - The George L. Argyros School of Business & Economics, Acadian Asset Management and NYU Stern School of Business
Downloads 209 (203,455)

Abstract:

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MSCI, Index, Benchmark, Emerging, Frontier, Alpha

Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications

NBER Working Paper No. w23557
Number of pages: 25 Posted: 10 Jul 2017 Last Revised: 15 May 2022
Terence Burnham, Harry Gakidis and Jeffrey Wurgler
Chapman University - The George L. Argyros School of Business & Economics, Acadian Asset Management and NYU Stern School of Business
Downloads 46 (554,518)
Citation 3

Abstract:

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2.

Skip: A Small-sample Correction for Return Prediction with Valuation Ratios

Number of pages: 21 Posted: 07 Dec 2020 Last Revised: 09 Dec 2020
Harry Gakidis
Acadian Asset Management
Downloads 53 (512,529)

Abstract:

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equity premium, market timing, small-sample bias, predictability, valuation ratios