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CEO environmentally specific transformational leadership and firm proactive environmental strategy : roles of TMT green commitment and regulative pressure

Yang, Chen; Zhang, Lu - In: Personnel review 52 (2023) 9, pp. 2363-2374

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Exploring asset pricing anomalies

Zhang, Lu - In: NBER reporter online (2014) 1, pp. 17-19

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Default risk and cross section of returns

Cakici, Nusret; Chatterjee, Sris; Chen, Ren-Raw - In: Journal of risk and financial management : JRFM 12 (2019) 2/95, pp. 1-15

Prior research uses the basic one-period European call-option pricing model to compute default measures for individual firms and concludes that both the size and book-to-market effects are related to default risk. For example, small firms earn higher return than big firms only if they have...

Persistent link: https://www.econbiz.de/10012022028

A neoclassical interpretation of momentum

Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128

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Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures

Cakici, Nusret; Tan, Sinan - In: Journal of international money and finance 44 (2014), pp. 179-209

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A model-independent measure of aggregate idiosyncratic risk

Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878-896

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The conditional beta and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Tang, Yi - In: Financial management 38 (2009) 1, pp. 103-137

Persistent link: https://www.econbiz.de/10003851884

Maxing out : stocks as lotteries and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446

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Size, value, profitability, and investment effects in international stock returns : are they really there?

Cakici, Nusret; Zaremba, Adam - In: The journal of investing : JOI 30 (2021) 4, pp. 65-86

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The economics of security analysis

Hou, Kewei; Mo, Haitao; Xue, Chen; Zhang, Lu - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 164-186

Persistent link: https://www.econbiz.de/10014469937