Marianne Andries, Milo Bianchi, Karen Huynh, and Sébastien Pouget, “Return Predictability, Expectations, and Investment: Experimental Evidence”, The Review of Financial Studies, August 2024, forthcoming.
Elias Albagli, Christian Hellwig, and Aleh Tsyvinski, “Information Aggregation with Asymmetric Asset Payoffs”, The Journal of Finance, vol. 79, n. 4, August 2024, pp. 2715–2758.
Yasser Abbas, and Abdelaati Daouia, “Understanding World Economy Dynamics Based on Indicators and Events”, Journal of Data Science, Statistics, and Visualisation, vol. 4, n. 5, August 2024.
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, Fany Declerck, and Sophie Moinas, “Nonstandard Errors”, The Journal of Finance, vol. 79, n. 3, June 2024, pp. 2339–2390.
Abdelaati Daouia, and Gilles Stupfler, “Extremile Regression”, Wiley StatsRef: Statistics Reference Online, n. 24-1546, May 2024, forthcoming.
Stefan Ambec, Federico Esposito, and Antonia Pacelli, “The economics of carbon leakage mitigation policies”, Journal of Environmental Economics and Management, vol. 125, n. 102973, May 2024.
Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Optimal weighted pooling for inference about the tail index and extreme quantiles”, Bernoulli, vol. 30, n. 2, May 2024, pp. 1287–1312.
Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Extreme expectile estimation for short-tailed data”, Journal of Econometrics, vol. 241, n. 2, April 2024.
Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “An expectile computation cookbook”, Statistics and Computing, vol. 34, n. 103, March 2024.