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Details about Eben Lazarus

Homepage:https://ebenlazarus.github.io
Postal address:545 Student Services #1900, Berkeley, CA 94720
Workplace:Finance Group, Walter A. Haas School of Business, University of California-Berkeley, (more information at EDIRC)

Access statistics for papers by Eben Lazarus.

Last updated 2023-09-21. Update your information in the RePEc Author Service.

Short-id: pla883

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Working Papers

2024

  1. Overinference from Weak Signals and Underinference from Strong Signals
    Papers, arXiv.org Downloads View citations (5)

2023

  1. Forward Return Expectations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

Journal Articles

2023

  1. Duration‐Driven Returns
    Journal of Finance, 2023, 78, (3), 1393-1447 Downloads View citations (7)

2021

  1. The Size‐Power Tradeoff in HAR Inference
    Econometrica, 2021, 89, (5), 2497-2516 Downloads View citations (11)

2018

  1. HAR Inference: Recommendations for Practice
    Journal of Business & Economic Statistics, 2018, 36, (4), 541-559 Downloads View citations (91)
  2. HAR Inference: Recommendations for Practice Rejoinder
    Journal of Business & Economic Statistics, 2018, 36, (4), 574-575 Downloads View citations (67)
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