Olivier Scaillet

University of Geneva and Swiss Finance Institute

Switzerland

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

Econometrica (2016)

Scaillet Olivier, Gagliardini Patrick, and Ossola Elisa

Nonparametric Instrumental Variables Estimation of Structural Quantile Effects

Econometrica (2012)

Scaillet Olivier and Gagliardini Patrick

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

Journal of Financial Economics (2012)

Bajgrowicz Pierre and Scaillet Olivier