Olivier Scaillet

University of Geneva and Swiss Finance Institute

Switzerland

Personnal website

Time-Varying Risk Premium in Large Cross-Sectional Equity Data Set

Econometrica (2016)

Scaillet Olivier, Gagliardini Patrick, and Ossola Elisa

2017-09-14

Zip Archive

2K

101

273

Nonparametric Instrumental Variables Estimation of Structural Quantile Effects

Econometrica (2012)

Scaillet Olivier and Gagliardini Patrick

2017-09-13

Zip Archive

1K

207

45

Technical trading revisited: False discoveries, persistence tests, and transaction costs

Journal of Financial Economics (2012)

Bajgrowicz Pierre and Scaillet Olivier