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subject:"Announcement effect"
~isPartOf:"Journal of economics & business"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~isPartOf:"The journal of asset management"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
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Search: subject_exact:"Kapitalertrag"
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Announcement effect
CAPM
Capital income
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Fama, Eugene F.
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Fletcher, Jonathan
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French, Kenneth Ronald
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Stambaugh, Robert F.
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Boehme, Rodney D.
2
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Michaely, Roni
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Najand, Mohammad
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Papanikolaou, Dimitris
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Siddique, Akhtar R.
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Sun, Licheng
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Titman, Sheridan
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Yu, Willie
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Journal of economics & business
The financial review : the official publication of the Eastern Finance Association
The journal of asset management
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Journal of financial economics
165
Journal of banking & finance
138
Finance research letters
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NBER working paper series
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International review of financial analysis
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ECONIS (ZBW)
185
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1
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1
The potential built-in supply effect from margin trading in the Chinese stock market
Li, Yanxi
;
Choy, Siu Kai
;
Wang, Mingzhu
- In:
The financial review : the official publication of the …
57
(
2022
)
4
,
pp. 835-861
Persistent link: https://www.econbiz.de/10013466824
Saved in:
2
Does fake news impact stock returns? : evidence from US and EU stock markets
Arcuri, Maria Cristina
;
Gandolfi, Gino
;
Russo, Ivan
- In:
Journal of economics & business
125/126
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014452667
Saved in:
3
International evidence on the association of leverage with stock returns and the value premium
García-Feijóo, Luis
;
Jansen, Benjamin
- In:
The financial review : the official publication of the …
58
(
2023
)
2
,
pp. 315-341
Persistent link: https://www.econbiz.de/10014305798
Saved in:
4
Duration-driven returns
Gormsen, Niels
;
Lazarus, Eben
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
Saved in:
5
Modeling corporate bond returns
Kelly, Bryan T.
;
Palhares, Diogo
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 1967-2008
Persistent link: https://www.econbiz.de/10014312073
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6
Using equity market reactions and network analysis to infer global supply chain interdependencies in the context of COVID-19
Zhang, Si Ying
- In:
Journal of economics & business
115
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012807168
Saved in:
7
Volatility jumps and their determinants in REIT returns
Odusami, Babatunde Olatunji
- In:
Journal of economics & business
113
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012518307
Saved in:
8
The wealth effects of merger and acquisition announcements on bondholders : new evidence from the over-the-counter market
Chen, Fan
;
Ramaya, Krishnan
;
Wu, Wei
- In:
Journal of economics & business
107
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012242431
Saved in:
9
How the pandemic taught us to turn smart beta into real alpha
Kantos, Christopher
;
Di Bartolomeo, Dan
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 581-590
Persistent link: https://www.econbiz.de/10012421070
Saved in:
10
Can fund sentiment beta predict future performance?
Bu, Qiang
;
Stalebrink, Odd J.
- In:
The journal of asset management
21
(
2020
)
6
,
pp. 524-534
Persistent link: https://www.econbiz.de/10012298723
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