Ernst Schaumburg

A Closer Look at the Short-Term Return Reversal

Zhi Da, Qianqiu Liu, Ernst Schaumburg, 2014, Manag. Sci..

Characteristic-Sorted Portfolios: Estimation and Inference

Max H. Farrell, Ernst Schaumburg, Matias D. Cattaneo, 2018, Review of Economics and Statistics.

A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation

Ernst Schaumburg, Torben G. Andersen, Dobrislav Dobrev, 2011 .

A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY

Ernst Schaumburg, Torben G. Andersen, Dobrislav Dobrev, 2013, Econometric Theory.

Relative valuation and analyst target price forecasts

Zhi Da, Ernst Schaumburg, Zhi Da, 2011 .

High-Frequency Cross-Market Trading: Model Free Measurement and Applications

Ernst Schaumburg, Dobrislav Dobrev, 2016 .

Federal Reserve Bank of New York Staff Reports Jump-robust Volatility Estimation Using Nearest Neighbor Truncation Jump-robust Volatility Estimation Using Nearest Neighbor Truncation

Ernst Schaumburg, Dobrislav Dobrev, Luca Benzoni, 2010 .

Likelihood analysis of seasonal cointegration

Ernst Schaumburg, Søren Johansen, S. Johansen, 1999 .

Cross-Sectional Asset Pricing Tests

Ravi Jagannathan, Ernst Schaumburg, Guofu Zhou, 2010 .