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Eben Lazarus
Eben Lazarus
Assistant Professor of Finance, Haas School of Business, UC Berkeley
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HAR inference: Recommendations for practice
E Lazarus, DJ Lewis, JH Stock, MW Watson
Journal of Business & Economic Statistics 36 (4), 541-559, 2018
2072018
Duration‐driven returns
NJ Gormsen, E Lazarus
The Journal of Finance 78 (3), 1393-1447, 2023
1252023
Spatial clustering during memory search.
JF Miller, EM Lazarus, SM Polyn, MJ Kahana
Journal of Experimental Psychology: Learning, Memory, and Cognition 39 (3), 773, 2013
752013
The Size‐Power Tradeoff in HAR Inference
E Lazarus, DJ Lewis, JH Stock
Econometrica 89 (5), 2497-2516, 2021
65*2021
Overinference from weak signals and underinference from strong signals
N Augenblick, E Lazarus, M Thaler
The Quarterly Journal of Economics, qjae032, 2024
432024
A New Test of Excess Movement in Asset Prices
N Augenblick, E Lazarus
Available at SSRN, 2022
28*2022
Forward return expectations
M Gandhi, NJ Gormsen, E Lazarus
National Bureau of Economic Research, 2023
18*2023
Horizon-dependent risk pricing: Evidence from short-dated options
E Lazarus
Available at SSRN 3436389, 2022
102022
HAR Inference: Recommendations for Practice Rejoinder
E Lazarus, DJ Lewis, JH Stock, MW Watson
Journal of Business & Economic Statistics 36 (4), 574-575, 2018
12018
Tests of Restrictions and Models in Macro-finance
E Lazarus
Harvard University, 2018
2018
Internet Appendix for ¡°Duration-Driven Returns¡±
NJ GORMSEN, E LAZARUS
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