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Liquidity provision and the cross section of hedge fund returns
Jame, Russell - In: Management science : journal of the Institute for … 64 (2018) 7, pp. 3288-3312
Persistent link: https://www.econbiz.de/10011899770
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Short selling meets hedge fund 13F : an anatomy of informed demand
Jiao, Yawen; Massa, Massimo; Zhang, Hong - 2015
Persistent link: https://www.econbiz.de/10010490154
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Betting on your own skills : evidence from a pseudo-experiment on economic disruption
Massa, Massimo; Simonov, Andrei - 2023 - Revised version of 2021/38/TOM
Persistent link: https://www.econbiz.de/10013549088
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Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg; Gaspar, Sérgio; Massa, Massimo - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1430-1453
Persistent link: https://www.econbiz.de/10012013822
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A neoclassical interpretation of momentum
Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
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Investor-stock decoupling in mutual funds
Ferreira, Miguel A.; Massa, Massimo; Matos, Pedro - In: Management science : journal of the Institute for … 64 (2018) 5, pp. 2144-2163
Persistent link: https://www.econbiz.de/10011874043
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The role of anchoring bias in the equity market : evidence from analysts' earnings forecasts and stock returns
Cen, Ling; Hilary, Gilles; Wei, K. C. John - 2011
Persistent link: https://www.econbiz.de/10009356886
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Investor sentiment, disagreement, and the breadth–return relationship
Cen, Ling; Lu, Hai; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1076-1091
Persistent link: https://www.econbiz.de/10009751210
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Long-term earnings forecasts, shifting segment earnings, and stock returns
Hameed, Allaudeen; Massa, Massimo; Ni, Zhenghui - 2024 - Revised version of 2023/40/FIN
Persistent link: https://www.econbiz.de/10014507663
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Salience and mutual fund investor demand for idiosyncratic volatility
Clifford, Christopher P.; Filkerson, Jon A.; Jame, Russell - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5234-5254
Persistent link: https://www.econbiz.de/10012625105