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Authors: Michael W. Brandt
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Journal Article

Linear Approximations and Tests of Conditional Pricing Models Get access

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Michael W Brandt and David A Chapman
Review of Finance, Volume 22, Issue 2, March 2018, Pages 455–489, https://doi.org/10.1093/rof/rfy003
Published: 27 January 2018
Journal Article

What Does Equity Sector Orderflow Tell Us About the Economy? Open Access

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Alessandro Beber and others
The Review of Financial Studies, Volume 24, Issue 11, November 2011, Pages 3688–3730, https://doi.org/10.1093/rfs/hhr067
Published: 03 August 2011
Journal Article

The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes? Get access

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Michael W. Brandt and others
The Review of Financial Studies, Volume 23, Issue 2, February 2010, Pages 863–899, https://doi.org/10.1093/rfs/hhp087
Published: 05 December 2009
Journal Article

When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions Get access

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Alessandro Beber and Michael W. Brandt
Review of Finance, Volume 14, Issue 1, January 2010, Pages 119–155, https://doi.org/10.1093/rof/rfp006
Published: 19 September 2009
Journal Article

Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns Get access

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Michael W. Brandt and others
The Review of Financial Studies, Volume 22, Issue 9, September 2009, Pages 3411–3447, https://doi.org/10.1093/rfs/hhp003
Published: 13 February 2009
Journal Article

Resolving Macroeconomic Uncertainty in Stock and Bond Markets Get access

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Alessandro Beber and Michael W. Brandt
Review of Finance, Volume 13, Issue 1, January 2009, Pages 1–45, https://doi.org/10.1093/rof/rfn025
Published: 27 November 2008
Journal Article

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market Open Access

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Alessandro Beber and others
The Review of Financial Studies, Volume 22, Issue 3, March 2009, Pages 925–957, https://doi.org/10.1093/rfs/hhm088
Published: 09 February 2008
Journal Article

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability Get access

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Michael W. Brandt and others
The Review of Financial Studies, Volume 18, Issue 3, Fall 2005, Pages 831–873, https://doi.org/10.1093/rfs/hhi019
Published: 25 May 2005