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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"und"
~person:"Chordia, Tarun"
~person:"Harvey, Campbell R."
~person:"Yu, Jianfeng"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Liquidity"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Forecasting model
Germany
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Chordia, Tarun
Harvey, Campbell R.
Yu, Jianfeng
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16
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11
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10
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9
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6
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6
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Journal of financial economics
Journal of international financial markets, institutions & money
The journal of finance : the journal of the American Finance Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The review of financial studies
7
Journal of financial and quantitative analysis : JFQA
5
Journal of monetary economics
4
Stock market liquidity : implications for market microstructure and asset pricing
4
Journal of accounting & economics
3
Journal of international money and finance
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Financial analysts' journal : FAJ
2
Journal of banking & finance
2
Research in finance
2
Review of finance : journal of the European Finance Association
2
Advances in financial economics
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Annals of economics and finance
1
Annual review of financial economics
1
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
1
Critical finance review
1
Cuadernos de economía
1
Emerging market capital flows : proceedings of a conference held at the Stern School of Business, New York Univ. on May 23-24, 1996
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finanzmarkt und Portfolio-Management
1
Investment and risk in Africa
1
Journal of development economics
1
Journal of empirical finance
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Journal of political economy
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Review of asset pricing studies : RAPS
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Review of economic dynamics
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Swedish economic policy review
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The Canadian journal of economics
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The World Bank economic review
1
The handbook of commodity investing
1
The internationalization of equity markets
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The journal of business : B
1
The journal of portfolio management : a publication of Institutional Investor
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The legacy of Fischer Black
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
22
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1
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
2
Lucky factors
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
141
(
2021
),
pp. 413-435
Persistent link: https://www.econbiz.de/10013259772
Saved in:
3
Lucky factors
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 413-435
Persistent link: https://www.econbiz.de/10013259856
Saved in:
4
Time-varying demand for lottery: Speculation ahead of earnings announcements
Liu, Bibo
;
Wang, Huijun
;
Yu, Jianfeng
;
Zhao, Shen
- In:
Journal of financial economics
138
(
2020
)
3
,
pp. 789-817
Persistent link: https://www.econbiz.de/10012654647
Saved in:
5
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
Saved in:
6
Reference-dependent preferences and the risk-return trade-off
Wang, Huijun
;
Yan, Jinghua
;
Yu, Jianfeng
- In:
Journal of financial economics
123
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011748792
Saved in:
7
The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
Saved in:
8
Anomalies and financial distress
Avramov, Doron
;
Chordia, Tarun
;
Jostova, Gergana
; …
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10009746528
Saved in:
9
Investor attention, psychological anchors, and stock return predictability
Li, Jun
;
Yu, Jianfeng
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 401-419
Persistent link: https://www.econbiz.de/10009621130
Saved in:
10
Sell-order liquidity and the cross-section of expected stock returns
Brennan, Michael J.
;
Chordia, Tarun
;
Subrahmanyan, Avanidhar
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 523-541
Persistent link: https://www.econbiz.de/10009666811
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