Add to ORKGWe would like to thank Mark Carhart and Eugene Fama for providing data on the US factor portfolios, and Bjorn Kleintjens, Peter Steegmans and Benjamin Steven for collecting parts of our mutual fund dataset. Furthermore Ben Hardt and Alexander Barkawi are thanked for respectively supplying data on the DSI index and Dow Jones Sustainability indices. The European and International data on factor portfolios was constructed using Style Research Ltd, London. Helpful comments by David Diltz, Roderick Molenaar, Robert Schwob and Pieter Jelle van der Sluis are appreciated. All remaining errors are the sole responsibility of the authors. Th
I wish to acknowledge gratitude to a number of individuals who have supported me to do this doctoral...
The authors would like to thank National Science Foundation for financial support (SES-0136923 and S...
The authors thank the participants in the Symposium on Managing Systemic Risk organized by the Unive...
Warwick, CESIfo, and the ECB for helpful comments. We thank Hites Ahir and Daniel Greenwood for exce...
www.elsevier.com/locate/jfec sharing his institutional investor classification data. We acknowledge ...
Staigerwald, and our discussants Philippe Jorion and Richard Levich for invaluable comments and sugg...
sociation, and the Western Finance Association for helpful comments. We also thank three anonymous r...
acknowledged. We thank Craig Burnside for sharing his data on risk factors with us. We acknowledge h...
I can gladly thank many people whose support during the last five years was very helpful to me. Firs...
Ludvigson acknowledges financial support from the Alfred P. Sloan Foundation and the CV Starr Center...
(AusAID). Our thanks to André Martens for his review of the empirical literature on trade, FDI and g...
for providing the respective databases from which the UK and German samples of new technology based ...
University of Chicago, and the Wharton School for useful comments, Anna-Maria Agresti for excellent ...
Mavromaras for comments on this paper. We would like to thank Debbie Cowley, Sean Applegate, Paul Mi...
Acknowledgements: The authors wish to thank the participants of the CEPS Task Force on the Internal ...
I wish to acknowledge gratitude to a number of individuals who have supported me to do this doctoral...
The authors would like to thank National Science Foundation for financial support (SES-0136923 and S...
The authors thank the participants in the Symposium on Managing Systemic Risk organized by the Unive...
Warwick, CESIfo, and the ECB for helpful comments. We thank Hites Ahir and Daniel Greenwood for exce...
www.elsevier.com/locate/jfec sharing his institutional investor classification data. We acknowledge ...
Staigerwald, and our discussants Philippe Jorion and Richard Levich for invaluable comments and sugg...
sociation, and the Western Finance Association for helpful comments. We also thank three anonymous r...
acknowledged. We thank Craig Burnside for sharing his data on risk factors with us. We acknowledge h...
I can gladly thank many people whose support during the last five years was very helpful to me. Firs...
Ludvigson acknowledges financial support from the Alfred P. Sloan Foundation and the CV Starr Center...
(AusAID). Our thanks to André Martens for his review of the empirical literature on trade, FDI and g...
for providing the respective databases from which the UK and German samples of new technology based ...
University of Chicago, and the Wharton School for useful comments, Anna-Maria Agresti for excellent ...
Mavromaras for comments on this paper. We would like to thank Debbie Cowley, Sean Applegate, Paul Mi...
Acknowledgements: The authors wish to thank the participants of the CEPS Task Force on the Internal ...
I wish to acknowledge gratitude to a number of individuals who have supported me to do this doctoral...
The authors would like to thank National Science Foundation for financial support (SES-0136923 and S...
The authors thank the participants in the Symposium on Managing Systemic Risk organized by the Unive...