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person:"Zhang, Lu"
~isPartOf:"Faculty & research / Insead : working paper series"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Cen, Ling"
~person:"Jame, Russell"
~person:"Zhou, Guofu"
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Zhang, Lu
Cen, Ling
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Kets de Vries, Manfred F. R.
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Faculty & research / Insead : working paper series
Journal of monetary economics
Management science : journal of the Institute for Operations Research and the Management Sciences
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15
NBER working paper series
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Forecasting corporate bond returns with a large set of predictors : an iterated combination approach
Lin, Hai
;
Wu, Chunchi
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4218-4238
Persistent link: https://www.econbiz.de/10011921514
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
7
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
Saved in:
8
Unspanned global macro risks in bond returns
Zhao, Feng
;
Zhou, Guofu
;
Zhum, Xiaoneng
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
Saved in:
9
Disagreement, underreaction, and stock returns
Cen, Ling
;
Wei, K. C. John
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 1214-1231
Persistent link: https://www.econbiz.de/10011672898
Saved in:
10
Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu
;
Zhu, Yingzi
- In:
Management science : journal of the Institute for …
61
(
2015
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
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