|Does Mutual Fund Performance Vary over the Business Cycle?|
with : w18137
|Why Surplus Consumption in the Habit Model May be Less Persistent than You Think|
with : w16950
|Using Samples of Unequal Length in Generalized Method of Moments Estimation|
with : w14411
Published: Lynch, Anthony W. & Wachter, Jessica A., 2013. "Using Samples of Unequal Length in Generalized Method of Moments Estimation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(01), pages 277-307, February. citation courtesy of
|Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice|
with : w11010
Published: Anthony W. Lynch & Sinan Tan, 2011. "Labor income dynamics at business-cycle frequencies: Implications for portfolio choice," Journal of Financial Economics, vol 101(2), pages 333-359.
|Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs|
with : w10994
Published: ANTHONY W. LYNCH & SINAN TAN, 2011. "Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs," The Journal of Finance, vol 66(4), pages 1329-1368.