High-frequency trading von Chordia, Tarun, Goyal, Amit, Lehmann, Bruce N., Saar, Gideon

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Asset Allocation Dynamics and Pension Fund Performance von Blake, David, Lehmann, Bruce N., Timmermann, Allan

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Some desiderata for the measurement of price discovery across markets von Lehmann, Bruce N.

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Fads, Martingales, and Market Efficiency von Lehmann, Bruce N.

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The role of beliefs in inference for rational expectations models von Lehmann, Bruce N.

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Diversification and the Optimal Construction of Basis Portfolios von Lehmann, Bruce N, Modest, David M

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The empirical foundations of the arbitrage pricing theory von Lehmann, Bruce N., Modest, David M.

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Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons von LEHMANN, BRUCE N., MODEST, DAVID M.

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Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View von LEHMANN, BRUCE N., MODEST, DAVID M.

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What we measure in execution cost measurement von Lehmann, Bruce N.

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Residual risk revisited von Lehmann, Bruce N.

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GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS von BANSAL, RAVI, LEHMANN, BRUCE N.

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Regularities in volatility and the price of risk following large stock market movements in the US and Japan von Kane, Alex, Lehmann, Bruce N, Trippi, Robert R

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Earnings, dividend policy, and present value relations: Building blocks of dividend policy invariant cash flows von Lehmann, Bruce N.

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Asset pricing and intrinsic values von Lehmann, Bruce N.

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Performance clustering and incentives in the UK pension fund industry von Blake, David, Lehmann, Bruce N, Timmermann, Allan

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Asset pricing and intrinsic values: A review essay von Lehmann, Bruce N.

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Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests von LEHMANN, BRUCE N.

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Notes on dynamic factor pricing models von Lehmann, Bruce N.

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Corporate governance and hedge fund management von Lehmann, Bruce N

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