Economic news and bond prices: Evidence from the US Treasury market P Balduzzi, EJ Elton, TC Green Journal of financial and Quantitative analysis 36 (4), 523-543, 2001 | 1331 | 2001 |
Portfolio choice and trading in a large 401 (k) plan J Agnew, P Balduzzi, A Sunden American Economic Review 93 (1), 193-215, 2003 | 1043 | 2003 |
Transaction costs and predictability: Some utility cost calculations P Balduzzi, AW Lynch Journal of Financial Economics 52 (1), 47-78, 1999 | 597 | 1999 |
A model of target changes and the term structure of interest rates P Balduzzi, G Bertola, S Foresi Journal of Monetary Economics 39 (2), 223-249, 1997 | 248 | 1997 |
A SIMPLE APPR0ACHT) THREE-FACT0R AFFINE TERM STRUCTURE M0DE1S P Balduzzi, SR Das, S Foresi | 247 | 1996 |
The central tendency: A second factor in bond yields P Balduzzi, SR Das, S Foresi Review of Economics and Statistics 80 (1), 62-72, 1998 | 241 | 1998 |
Predictability and transaction costs: The impact on rebalancing rules and behavior AW Lynch, P Balduzzi The Journal of Finance 55 (5), 2285-2309, 2000 | 229 | 2000 |
Stock returns, inflation, and the ‘proxy hypothesis’: A new look at the data P Balduzzi Economics Letters 48 (1), 47-53, 1995 | 148 | 1995 |
Interest rate targeting and the dynamics of short-term rates P Balduzzi, G Bertola, S Foresi, LF Klapper National Bureau of Economic Research, 1997 | 132 | 1997 |
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises P Balduzzi, E Brancati, F Schiantarelli Journal of Financial Intermediation 36, 1-15, 2018 | 128 | 2018 |
Mimicking portfolios, economic risk premia, and tests of multi-beta models P Balduzzi, C Robotti Journal of Business & Economic Statistics 26 (3), 354-368, 2008 | 90 | 2008 |
Testing heterogeneous-agent models: An alternative aggregation approach P Balduzzi, T Yao Journal of Monetary Economics 54 (2), 369-412, 2007 | 69 | 2007 |
Risk premia and variance bounds P Balduzzi, H Kallal The Journal of Finance 52 (5), 1913-1949, 1997 | 57 | 1997 |
Heterogeneity in target date funds: strategic risk-taking or risk matching? P Balduzzi, J Reuter The Review of Financial Studies 32 (1), 300-337, 2019 | 48 | 2019 |
Asset price dynamics and infrequent feedback trades P Balduzzi, G Bertola, S Foresi The Journal of Finance 50 (5), 1747-1766, 1995 | 47 | 1995 |
Economic risk premia in the fixed-income markets: The intraday evidence P Balduzzi, F Moneta Journal of Financial and Quantitative Analysis 52 (5), 1927-1950, 2017 | 46 | 2017 |
The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans P Balduzzi, E Brancati, M Brianti, F Schiantarelli IZA Discussion Paper, 2020 | 40 | 2020 |
Price barriers and the dynamics of asset prices in equilibrium P Balduzzi, S Foresi, DJ Hait Journal of Financial and Quantitative Analysis 32 (2), 137-159, 1997 | 34 | 1997 |
Minimal returns and the breakdown of the price-volume relation P Balduzzi, H Kallal, F Longin Economics Letters 50 (2), 265-269, 1996 | 33 | 1996 |
Portfolio choice, trading, and returns in a large 401 (k) plan J Agnew, P Balduzzi, A Sunden Center for Retirement Research Working Papers, 40, 2000 | 31 | 2000 |