| There is a risk-return trade-off after all E Ghysels, P Santa-Clara, R Valkanov Journal of financial economics 76 (3), 509-548, 2005 | 1354 | 2005 |
| MIDAS regressions: Further results and new directions E Ghysels, A Sinko, R Valkanov Econometric reviews 26 (1), 53-90, 2007 | 1220 | 2007 |
| Predicting volatility: getting the most out of return data sampled at different frequencies E Ghysels, P Santa-Clara, R Valkanov Journal of Econometrics 131 (1-2), 59-95, 2006 | 1067 | 2006 |
| The MIDAS touch: Mixed data sampling regression models E Ghysels, P Santa-Clara, R Valkanov | 975 | 2004 |
| Do industries lead stock markets? H Hong, W Torous, R Valkanov Journal of financial economics 83 (2), 367-396, 2007 | 923 | 2007 |
| The presidential puzzle: Political cycles and the stock market P Santa‐Clara, R Valkanov The Journal of Finance 58 (5), 1841-1872, 2003 | 748 | 2003 |
| Long-horizon regressions: theoretical results and applications R Valkanov Journal of Financial Economics 68 (2), 201-232, 2003 | 625 | 2003 |
| Parametric portfolio policies: Exploiting characteristics in the cross-section of equity returns MW Brandt, P Santa-Clara, R Valkanov The Review of Financial Studies 22 (9), 3411-3447, 2009 | 591 | 2009 |
| On predicting stock returns with nearly integrated explanatory variables W Torous, R Valkanov, S Yan The Journal of Business 77 (4), 937-966, 2004 | 410 | 2004 |
| Forecasting stock returns under economic constraints D Pettenuzzo, A Timmermann, R Valkanov Journal of Financial Economics 114 (3), 517-553, 2014 | 322 | 2014 |
| Expected returns and expected growth in rents of commercial real estate A Plazzi, W Torous, R Valkanov The Review of Financial Studies 23 (9), 3469-3519, 2010 | 235 | 2010 |
| Why invest in emerging markets? The role of conditional return asymmetry E Ghysels, A Plazzi, R Valkanov The Journal of Finance 71 (5), 2145-2192, 2016 | 212 | 2016 |
| Forecasting real estate prices E Ghysels, A Plazzi, R Valkanov, W Torous Handbook of economic forecasting 2, 509-580, 2013 | 209 | 2013 |
| Complexity in structured finance AC Ghent, WN Torous, RI Valkanov The Review of Economic Studies 86 (2), 694-722, 2019 | 95 | 2019 |
| The cross‐sectional dispersion of commercial real estate returns and rent growth: Time variation and economic fluctuations A Plazzi, W Torous, R Valkanov Real Estate Economics 36 (3), 403-439, 2008 | 85 | 2008 |
| The neglected effect of fiscal policy on stock and bond returns J Tavares, RI Valkanov EFA 2003 annual conference paper, 2001 | 82 | 2001 |
| Multi-period forecasts of volatility: Direct, iterated, and mixed-data approaches E Ghysels, RI Valkanov, AR Serrano Efa 2009 bergen meetings paper, 2009 | 79 | 2009 |
| Forecasting volatility with MIDAS E Ghysels, R Valkanov Handbook of volatility models and their applications, 383-401, 2012 | 75 | 2012 |
| Valuation in US commercial real estate E Ghysels, A Plazzi, R Valkanov European Financial Management 13 (3), 472-497, 2007 | 70 | 2007 |
| A MIDAS approach to modeling first and second moment dynamics D Pettenuzzo, A Timmermann, R Valkanov Journal of Econometrics 193 (2), 315-334, 2016 | 57 | 2016 |
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel Hill在 unc.edu 的电子邮件经过验证
