Unifying portfolio diversification measures using Rao’s quadratic entropy B Carmichael, GB Koumou, K Moran Journal of Quantitative Economics 21 (4), 769-802, 2023 | 35 | 2023 |
Asset pricing models with errors-in-variables B Carmichael, A Coën Journal of Empirical Finance 15 (4), 778-788, 2008 | 32 | 2008 |
Liquidity constraints and business cycles in developing economies B Carmichæl, S Keita, L Samson Review of Economic Dynamics 2 (2), 370-402, 1999 | 32 | 1999 |
Real estate as a common risk factor in bank stock returns B Carmichael, A Coën Journal of Banking & Finance 94, 118-130, 2018 | 25 | 2018 |
Asset pricing with skewed-normal return B Carmichael, A Coën Finance Research Letters 10, 50-57, 2013 | 25 | 2013 |
Real estate as a common risk factor in the financial sector: International evidence B Carmichael, A Coën Finance Research Letters 32, 101172, 2020 | 24 | 2020 |
Anticipated monetary policy in a cash-in-advance economy B Carmichael Canadian Journal of Economics, 93-108, 1989 | 24 | 1989 |
Expected returns and economic risk in Canadian financial markets B Carmichael, L Samson Applied Financial Economics 13 (3), 177-189, 2003 | 18 | 2003 |
Anticipated inflation and the stock market B Carmichael Canadian Journal of Economics, 285-293, 1985 | 15 | 1985 |
Real estate and consumption growth as common risk factors in asset pricing models B Carmichael, A Coën Real Estate Economics 46 (4), 936-970, 2018 | 13 | 2018 |
Rao’s quadratic entropy and maximum diversification indexation B Carmichael, GB Koumou, K Moran Quantitative Finance 18 (6), 1017-1031, 2018 | 12 | 2018 |
Health insurance, liquidity and growth B Carmichael, Y Dissou Scandinavian Journal of Economics 102 (2), 269-284, 2000 | 12 | 2000 |
International portfolio choice in an overlapping generations model with transaction costs B Carmichæl, A Coën Economics Letters 80 (2), 269-275, 2003 | 11 | 2003 |
Adjustment costs and factor demands in Canadian manufacturing industries B Carmichael, S Ng Applied Economics 24 (8), 845-857, 1992 | 11 | 1992 |
Consumption growth as a risk factor? Evidence from Canadian Financial Markets B Carmichæl, L Samson Journal of International Money and Finance 24 (1), 83-101, 2005 | 8 | 2005 |
Erreurs sur les variables et modèles d’évaluation des actifs financiers canadiens 1 B Carmichael 2, A Coën 3, JF L’Her 4 Finance 29 (1), 7-29, 2008 | 7 | 2008 |
La determination des primes de risque et l'integration des marches boursiers canadien et american (The Determination of Risk Premiums and the Integration of the Canadian and … B Carmichael, L Samson Canadian Journal of Economics 29 (3), 595-614, 1996 | 7 | 1996 |
La demande de facteurs de production dans le secteur manufacturier québecois: une approche dynamique avec attentes rationnelles B Carmichael, P Mohnen, S Vigeant Annales d'Économie et de Statistique, 43-68, 1990 | 6 | 1990 |
Liquidity constraints and business cycles in developing countries C Benoit, S Keita, L Samson Review of Economic Dynamics 2, 370-402, 1999 | 5 | 1999 |
Bayesian estimation of stochastic discount factors S Gordon, L Samson, B Carmichael Journal of Business & Economic Statistics 14 (4), 412-420, 1996 | 5 | 1996 |