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Holding Horizon: A New Measure of Active Investment Management
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- Journal:
- Journal of Financial and Quantitative Analysis , First View
- Published online by Cambridge University Press:
- 10 March 2023, pp. 1-45
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- Article
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Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 52 / Issue 5 / October 2017
- Published online by Cambridge University Press:
- 31 October 2017, pp. 1927-1950
- Print publication:
- October 2017
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