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Neoclassical factors

Zhang, Lu (contributor); Chen, Long (contributor) - 2008 - Rev.

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Value versus growth : time-varying expected stock returns

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Is the value spread a useful predictor of returns?

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Financially constrained stock returns

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Fund flows in rational markets

Franzoni, Francesco; Schmalz, Martin C. - 2013

This paper establishes a new empirical fact: mutual funds' flow-performance sensitivity is a hump-shaped function of aggregate risk-factor realizations. Explanations based on extant theories can only explain a fraction of the pattern. We thus develop a new parsimonious model. It assumes Bayesian...

Persistent link: https://www.econbiz.de/10010212590

Are women executives disadvantaged?

Bharath, Sreedhar T.; Narayanan, M. P.; Seyhun, H. Nejat - 2009 - Draft: June 24, 2009

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Strengthening the ties that bind : preventing corruption in the executive suite

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