Andrew J. Patton

发表的论文6 篇，按出版时间

1. 1
   Risk Price Variation: The Missing Half of Empirical Asset PricingReview of Financial Studies202231
2. 2
   Realized semibetas: Disentangling “good” and “bad” downside risksJournal of Financial Economics202179
3. 3
   Realized SemicovariancesEconometrica202069
4. 4
   What You See Is Not What You Get: The Costs of Trading Market AnomaliesJournal of Financial Economics201787
5. 5
   Change You Can Believe In? Hedge Fund Data Revisions: ErratumJournal of Finance20151
6. 6
   Change You Can Believe In? Hedge Fund Data RevisionsJournal of Finance201574