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Special issue to honor Jegadeesh and Titman's (1993) landmarked momentum paper : preface and selective views on empirical asset pricing research in emerging markets
Chui, Andy C. W.; Wei, K. C. John - In: Pacific-Basin finance journal 82 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463349
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Big is brilliant : understanding the Chinese size effect through profitability shocks
Yin, Libo; Liao, Huiyi - In: International review of financial analysis 74 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012803959
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Explaining equity anomalies in frontier markets : a horserace of factor pricing models
Zaremba, Adam; Maydybura, Alina; Czapkiewicz, Anna; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 13, pp. 3604-3633
Persistent link: https://www.econbiz.de/10012623456
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Empirical asset pricing with multi-period disaster risk : a simulation-based approach
Sönksen, Jantje; Grammig, Joachim - In: Journal of econometrics 222 (2021) 1,3, pp. 805-832
Persistent link: https://www.econbiz.de/10012619790
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Adaptive expectations and commodity risk premiums
Bianchi, Daniele - In: Journal of economic dynamics & control 124 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
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A literature review of new methods in empirical asset pricing : omitted-variable and errors-in-variable bias
Collot, Solène; Hemauer, Tobias - In: Financial markets and portfolio management 35 (2021) 1, pp. 77-100
Persistent link: https://www.econbiz.de/10012495901
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A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.; Peters, Gareth - In: Computational economics 56 (2020) 2, pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
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Determinants of the cross-sectional stock returns in Korea : evaluating recent empirical evidence
Hahn, Jaehoon; Yoon, Heebin - In: Pacific-Basin finance journal 38 (2016), pp. 88-106
Persistent link: https://www.econbiz.de/10011669067
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Machine learning in empirical asset pricing
Weigand, Alois - In: Financial markets and portfolio management 33 (2019) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10012018359
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The cross-section of consumer lending risk
Desai, Chintal Ajitbhai - In: Journal of empirical finance 42 (2017), pp. 256-282
Persistent link: https://www.econbiz.de/10011808577