Andrew J. Patton
7 published titles
Learning in real time : theory and empirical evidence from the term structure of survey forecasts
1 edition
- Centre for Economic Policy Research
- 2007
- Details
Does beta move with news? : systematic risk and firm-specific information flows
1 edition
- Financial Markets Group
- 2009
- Details
On the dynamics of hedge fund risk exposures
1 edition
- Centre for Economic Policy Research
- 2010
- Details
Forecast rationality tests based on multi-horizon bounds
1 edition
- Centre for Economic Policy Research
- 2011
- Details
On the high frequency dynamics of hedge fund risk exposures
1 edition
- Centre for Economic Policy Research
- 2011
- Details
The impact of hedge funds on asset markets
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2014
- Details
Change you can believe in? : hedge fund data revisions
1 edition
- Centre for Economic Policy Research
- Details
