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~isPartOf:"Finance research letters"
~person:"Choi, Tsan-Ming"
~person:"Fabozzi, Frank J."
~person:"Gruber, Jonathan"
~person:"Poterba, James M."
~person:"Zaremba, Adam"
~subject:"Asset pricing"
~subject:"Capital income"
~subject:"Gesundheitsreform"
~subject:"Household"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Private consumption"
~subject:"USA"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Market information"
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Asset pricing
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Kapitaleinkommen
10
CAPM
9
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7
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7
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6
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Choi, Tsan-Ming
Fabozzi, Frank J.
Gruber, Jonathan
Poterba, James M.
Zaremba, Adam
Gupta, Rangan
17
Bouri, Elie
15
Goodell, John W.
11
Roubaud, David
8
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Shen, Dehua
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Long, Huaigang
5
Lyócsa, Štefan
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Pandey, Dharen Kumar
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Wohar, Mark E.
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Zhu, Xiaoneng
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Coën, Alain
4
Gozgor, Giray
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Ko, Kuan-Cheng
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Kumari, Vineeta
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Lucey, Brian M.
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Ma, Feng
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Taussig, Roi D.
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Finance research letters
The American economic review
35
European journal of operational research : EJOR
26
Transportation research / E : an international journal
23
International journal of production economics
18
Journal of public economics
18
National tax journal
16
Tax policy and the economy
15
International journal of production research
13
Applied economics
11
IEEE transactions on engineering management : EM
11
The journal of economic perspectives : EP ; a journal of the American Economic Association
11
Journal of health economics
9
The journal of portfolio management : a publication of Institutional Investor
8
The review of economics and statistics
8
International review of financial analysis
7
The journal of fixed income
7
The quarterly journal of economics
7
American economic journal : a journal of the American Economic Association
6
Journal of banking & finance
6
Research in international business and finance
6
Applied financial economics
5
Brookings papers on economic activity : BPEA
5
Economic research
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Emerging markets review
4
Journal of financial economics
4
Journal of political economy
4
Pacific-Basin finance journal
4
Production and operations management : the flagship research journal of the Production and Operations Management Society
4
Advances in futures and options research : a research annual
3
Applied economics letters
3
Economic modelling
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Health affairs : at the intersection of health, health care, and policy
3
International journal of operations & production management
3
Journal of economic dynamics & control
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Journal of economic literature
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Journal of human resources : JHR
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ECONIS (ZBW)
11
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1
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10
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11
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date (oldest first)
1
Does realized skewness predict the cross-section of Chinese stock returns?
Dai, Yiming
;
Jiang, Yuexiang
;
Long, Huaigang
;
Wang, Hui
; …
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014583518
Saved in:
2
Factor seasonalities : international and further evidence
Mercik, Aleksander
;
Cupriak, Daniel
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
Saved in:
3
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
Saved in:
4
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong
;
Long, Yijia
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
Saved in:
5
Infected markets : novel coronavirus, government interventions, and stock return volatility around the globe
Zaremba, Adam
;
Kizys, Renatas
;
Aharon, David Y.
;
Demir, …
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012439082
Saved in:
6
Seasonality in the cross-section of cryptocurrency returns
Long, Huaigang
;
Zaremba, Adam
;
Demir, Ender
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012439072
Saved in:
7
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
8
Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight
Zaremba, Adam
;
Czapkiewicz, Anna
;
Będowska-Sójka, Barbara
- In:
Finance research letters
24
(
2018
),
pp. 163-167
Persistent link: https://www.econbiz.de/10011982555
Saved in:
9
Performance persistence of government bond factor premia
Zaremba, Adam
- In:
Finance research letters
22
(
2017
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011808138
Saved in:
10
Risk-based explanation for the country-level size and value effects
Zaremba, Adam
- In:
Finance research letters
18
(
2016
),
pp. 226-233
Persistent link: https://www.econbiz.de/10011657029
Saved in:
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