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person:"Zhang, Lu"
~person:"Chiah, Mardy"
~subject:"Arbitrage constraints"
~subject:"Finanzanalyse"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Arbitrage constraints
Finanzanalyse
Schätzung
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31
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15
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15
CAPM
12
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Zhang, Lu
Chiah, Mardy
Zaremba, Adam
60
Gupta, Rangan
58
McMillan, David G.
31
Wohar, Mark E.
29
Narayan, Paresh Kumar
21
Pierdzioch, Christian
19
Wang, Yudong
19
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18
Cakici, Nusret
18
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18
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18
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17
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17
Bali, Turan G.
16
Sehgal, Sanjay
16
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Bouri, Elie
14
Chiang, Thomas C.
14
Long, Huaigang
14
Balcilar, Mehmet
13
Umutlu, Mehmet
12
Brooks, Robert
11
Caporale, Guglielmo Maria
11
Demirer, Rıza
11
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11
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11
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11
Xuan Vinh Vo
11
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11
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10
Bohl, Martin T.
10
Li, Bin
10
Yang, Chunpeng
10
Yin, Libo
10
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9
Auer, Benjamin R.
9
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9
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9
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Pacific-Basin finance journal
3
Journal of international financial markets, institutions & money
2
Applied economics
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
13
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1
Volume shocks and stock returns : an alternative test
Zhong, Angel
;
Chai, Daniel
;
Li, Bob
;
Chiah, Mardy
- In:
Pacific-Basin finance journal
48
(
2018
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012028016
Saved in:
2
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Saved in:
3
Is the value spread a useful predictor of returns?
Liu, Naiping
;
Zhang, Lu
- In:
Journal of financial markets
11
(
2008
)
3
,
pp. 199-227
Persistent link: https://www.econbiz.de/10003751577
Saved in:
4
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
5
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
6
Risk-neutral skewness and stock market returns : a time-series analysis
Li, Xiaowei
;
Wu, Zhengyu
;
Zhang, Hao
;
Zhang, Lu
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014491948
Saved in:
7
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
8
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
9
Cross-sectional and time-series momentum returns : is China different?
Cheema, Muhammad A.
;
Chiah, Mardy
;
Man, Yimei
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012493943
Saved in:
10
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
Saved in:
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