HAR inference: Recommendations for practice E Lazarus, DJ Lewis, JH Stock, MW Watson Journal of Business & Economic Statistics 36 (4), 541-559, 2018 | 188 | 2018 |
Duration‐driven returns NJ Gormsen, E Lazarus The Journal of Finance 78 (3), 1393-1447, 2023 | 112 | 2023 |
Spatial clustering during memory search. JF Miller, EM Lazarus, SM Polyn, MJ Kahana Journal of Experimental Psychology: Learning, Memory, and Cognition 39 (3), 773, 2013 | 68 | 2013 |
The Size‐Power Tradeoff in HAR Inference E Lazarus, DJ Lewis, JH Stock Econometrica 89 (5), 2497-2516, 2021 | 58* | 2021 |
Overinference from weak signals and underinference from strong signals N Augenblick, E Lazarus, M Thaler arXiv preprint arXiv:2109.09871, 2021 | 33 | 2021 |
A New Test of Excess Movement in Asset Prices N Augenblick, E Lazarus Available at SSRN, 2022 | 27* | 2022 |
Forward return expectations M Gandhi, NJ Gormsen, E Lazarus National Bureau of Economic Research, 2023 | 15* | 2023 |
Horizon-dependent risk pricing: Evidence from short-dated options E Lazarus Available at SSRN 3436389, 2022 | 10 | 2022 |
HAR Inference: Recommendations for Practice Rejoinder E Lazarus, DJ Lewis, JH Stock, MW Watson Journal of Business & Economic Statistics 36 (4), 574-575, 2018 | 1 | 2018 |
Tests of Restrictions and Models in Macro-finance E Lazarus Harvard University, 2018 | | 2018 |
Internet Appendix for “Duration-Driven Returns” NJ GORMSEN, E LAZARUS | | |