Michael O'Connell

Search results

• 2024

  US efficient factors in a Bayesian model scan framework

  O'Connell, M., 9 Jul 2024, In: Journal of Economic Studies. 51, 5, p. 1077-1092 16 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Bayesian 100%
  • Factor Model 100%
  • Financial Economics 66%
  • Capital Market Returns 66%
  • Return 33%

• Model scan of factors in U.K. stock returns

  Fletcher, J., Marshall, A. & OConnell, M., 6 Feb 2024, In: European Journal of Finance. 30, 13, p. 1548-1561 14 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Capital Market Returns 100%
  • Factor Model 100%
  • Financial Economics 33%
  • Bayesian 33%
  • Finance 33%
  21 Downloads (Pure)