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A new test of risk factor relevance
Chinco, Alex; Hartzmark, Samuel M.; Sussman, Abigail B. - In: The journal of finance : the journal of the American … 77 (2022) 4, pp. 2183-2238
Persistent link: https://www.econbiz.de/10013279808
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Weak identification of long memory with implications for inference
Li, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013542193
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Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013542210
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Capital market anomalies : a survey of the evidence
Faff, Robert W. - 1992
Persistent link: https://www.econbiz.de/10000849420
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Fed policy, financial market efficiency, and capital flows
Jones, David Milton - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1501-1507
Persistent link: https://www.econbiz.de/10001395781
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Imperfect information and cross-autocorrelation among stock prices
Chan, Kalok - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1211-1230
Persistent link: https://www.econbiz.de/10001152161
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Options, short sales, and market completeness
Figlewski, Stephen - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 761-777
Persistent link: https://www.econbiz.de/10001152169
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Good news for value stocks : further evidence on market efficiency
La Porta, Rafael; Lakonishok, Josef; Shleifer, Andrei; … - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 859-874
Persistent link: https://www.econbiz.de/10001222416
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Testing market efficiency : evidence from the NFL sports betting market
Gray, Philip K. - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1725-1737
Persistent link: https://www.econbiz.de/10001227623
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The equity share in new issues and aggregate stock returns
Baker, Malcolm; Wurgler, Jeffrey - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2219-2257
Persistent link: https://www.econbiz.de/10001524431