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~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~language:"fra"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Bali, Turan G.
10
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Guo, Hui
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Wei, K. C. John
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3
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3
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3
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Economics letters
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
995
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1
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995
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1
Double machine learning : explaining the post-earnings announcement drift
Hansen, Jacob Hald
;
Siggaard, Mathias Voldum
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1003-1030
Persistent link: https://www.econbiz.de/10015055398
Saved in:
2
The information in industry-neutral self-financed trades
Barardehi, Yashar H.
;
Da, Zhi
;
Warachka, Mitch
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 796-829
Persistent link: https://www.econbiz.de/10014520124
Saved in:
3
One vol to rule them all : common volatility dynamics in factor returns
Kapadia, Nishad
;
Linn, Matthew
;
Paye, Bradley
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1185-1212
Persistent link: https://www.econbiz.de/10015055404
Saved in:
4
Taking over the size effect : asset pricing implications of merger activity
Easterwood, Sara
;
Netter, Jeffry M.
;
Paye, Bradley
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 690-726
Persistent link: https://www.econbiz.de/10014520121
Saved in:
5
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
6
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
7
Business cycles, regime shifts, and return predictability
Wei Yang
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 3058-3084
Persistent link: https://www.econbiz.de/10014437961
Saved in:
8
Can real options explain the skewness of stock returns?
Ho, Tuan
;
Kim, Kirak
;
Li, Yang
;
Xu, Fangming
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248283
Saved in:
9
Climate change-related risks and bank stock returns
Boungou, Whelsy
;
Urom, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014307710
Saved in:
10
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
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