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Robust measurement of beta risk
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
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The risk and return from factors
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
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The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
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Cognitive dissonance, sentiment, and momentum
Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 245-275
Persistent link: https://www.econbiz.de/10009772359
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Analysts' conflicts of interest and biases in earnings forecasts
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 893-913
Persistent link: https://www.econbiz.de/10003586809
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Equity trading activity and treasury bond risk premia
Schraeder, Stefanie; Sojli, Elvira; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 2, pp. 677-710
Persistent link: https://www.econbiz.de/10014309233