Eric Ghysels

18 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7125-2040

Department of Economics, Frank Hawkins Kenan Institute of Private Enterprise, USA

Publications

• Nowcasting Net Asset Values: The Case of Private Equity — The Review of Financial Studies 2023
• Inference in Group Factor Models With an Application to Mixed-Frequency Data — Econometrica 2019
• Tilting the evidence: the role of firm-level earnings attributes in the relation between aggregated earnings and gross domestic product — Review of Accounting Studies 2019
• Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability — The Review of Financial Studies 2018
• Automated Earnings Forecasts: Beat Analysts or Combine and Conquer? — Management Science 2018
• Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry — The Journal of Finance 2016
• Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory — The Review of Financial Studies 2016
• Discount window stigma during the 2007–2008 financial crisis — Journal of Financial Economics 2015 (name-matched, not ORCID-linked)
• Ex Ante Skewness and Expected Stock Returns — The Journal of Finance 2013
• News—Good or Bad—and Its Impact on Volatility Predictions over Multiple Horizons — The Review of Financial Studies 2011
• The impact of risk and uncertainty on expected returns — Journal of Financial Economics 2009 (name-matched, not ORCID-linked)
• Do Heterogeneous Beliefs Matter for Asset Pricing? — The Review of Financial Studies 2005
• There is a risk-return trade-off after all — Journal of Financial Economics 2005 (name-matched, not ORCID-linked)
• A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation — Journal of Financial Economics 2000
• Price Discovery without Trading: Evidence from the Nasdaq Preopening — The Journal of Finance 2000
• On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt? — The Journal of Finance 1998
• On Periodic Structures and Testing for Seasonal Unit Roots — Journal of the American Statistical Association 1996
• A Study toward a Dynamic Theory of Seasonality for Economic Time Series — Journal of the American Statistical Association 1988