Research output per year
Research output per year
- 18 results
Search results
-
2023
Does ESG investing pay-off? An analysis of the Eurozone Area before and during the Covid-19 pandemic
Pouliot, W., Pilbeam, K. & Asteriou, D., 28 Jul 2023, (E-pub ahead of print) In: International Journal of Finance and Economics.Research output: Contribution to journal › Article › peer-review
Open AccessFile53 Downloads (Pure) -
On regression and classification with possibly missing response variables in the data
Mojirsheibani, M., Pouliot, W. & Shakhbandaryan, A., 10 Sept 2023, (E-pub ahead of print) In: Metrika.Research output: Contribution to journal › Article › peer-review
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2022
Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts
Huang, R., Pilbeam, K. & Pouliot, W., May 2022, In: Journal of Economic Behavior & Organization. 197, p. 706-724 19 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile29 Downloads (Pure) -
Modelling the trade balance between the northern and southern eurozone using an intertemporal approach
Boonman, T., Litsios, I., Pilbeam, K. & Pouliot, W., Mar 2022, In: Journal of International Money and Finance. 121, 18 p., 102508.Research output: Contribution to journal › Article › peer-review
Open AccessFile34 Downloads (Pure) -
2021
A nearest-neighbor-based ensemble classifier and its large-sample optimality
Mojirsheibani, M. & Pouliot, W., 10 Feb 2021, (E-pub ahead of print) In: Journal of Statistical Computation and Simulation. 91, 10, p. 1-17 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile20 Downloads (Pure) -
Do actively managed US mutual funds produce positive alpha?
Huang, R., Pilbeam, K. & Pouliot, W., Feb 2021, In: Journal of Economic Behavior and Organization. 182, p. 472-492 21 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile7 Citations (Scopus)147 Downloads (Pure) -
2020
A reappraisal of luck versus skill in the cross-section of mutual fund returns
Huang, R., Asteriou, D. & Pouliot, W., Aug 2020, In: Journal of Economic Behavior & Organization. 176, p. 166-187 22 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
Pollution, mortality and time consistent abatement taxes
Goenka, A., Jafarey, S. & Pouliot, W., May 2020, In: Journal of Mathematical Economics. 88, p. 1-15 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)144 Downloads (Pure) -
2018
Luck versus skill over time: time-varying performance in the cross-section of mutual fund returns
Ercolani, M., Pouliot, W. & Ercolani, J., 27 Jul 2018, In: Applied Economics. 50, 34-35, p. 3686-3701 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)260 Downloads (Pure) -
On the performance of weighted bootstrapped kernel deconvolution density estimators
Al-Sharadqah, A., Mojirsheibani, M. & Pouliot, W., 2 May 2018, (E-pub ahead of print) In: Statistical Papers. 61, p. 1773–1798 26 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile202 Downloads (Pure) -
2017
Detecting At-Most-m-Changes in Linear Regression Models
Horvath, L., Pouliot, W. & Wang, S., Jul 2017, In: Journal of Time Series Analysis. 38, 4, p. 552-590 39 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)166 Downloads (Pure) -
On density and regression estimation with incomplete data
Mojirsheibani, M., Manley, K. & Pouliot, W., 13 Jan 2017, (E-pub ahead of print) In: Communications in Statistics: Theory and Methods. 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile217 Downloads (Pure) -
2016
Robust Tests for Change in Intercept and Slope in Linear Regression Models with Application to Manager Performance in the Mutual Fund Industry
Pouliot, W., 9 Apr 2016, (E-pub ahead of print) In: Economic Modelling.Research output: Contribution to journal › Article › peer-review
4 Citations (Scopus)6 Downloads (Pure) -
Weighted bootstrapped kernel density estimators in two-sample problems
Pouliot, W. & Mojirsheibani, M., 22 Nov 2016, (E-pub ahead of print) In: Journal of Nonparametric Statistics. 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)251 Downloads (Pure) -
2011
Detecting the Presence of Insider Trading via Structural Break Tests
Pouliot, W., Olmo, J. & Pilbeam, K., 1 Jan 2011, In: Journal of Banking & Finance. 35, 11, p. 2820-2828 9 p.Research output: Contribution to journal › Article
13 Citations (Scopus) -
Early Detection Techniques for Market Risk Failure
Pouliot, W. & Olmo, J., 1 Jan 2011, In: Studies in Nonlinear Dynamics & Econometrics. 15, 4, 53 p., 1.Research output: Contribution to journal › Article
2 Citations (Scopus) -
2006
Introducing Uncertainty Into Baland and Robinson's Model of Child Labour
Pouliot, W., 1 Feb 2006, In: Journal of Development Economics. 79, p. 264-272 9 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2004
Tabulating Weighted Sup-Norm Functionals Used in Change-Point Analysis
Orasch, M. & Pouliot, W., Apr 2004, In: Journal of Statistical Computation and Simulation. 74, 4, p. 249-276 28 p.Research output: Contribution to journal › Article › peer-review