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Industry information and the 52-week high effect
Hong, Xin; Jordan, Bradford D.; Liu, Mark H. - In: Pacific-Basin finance journal 32 (2015), pp. 111-130
Persistent link: https://www.econbiz.de/10011471558
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The big picture : the industry effect of short interest
Chung, Chune Young; Liu, Chang; Wang, Kainan - In: International review of financial analysis 76 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012804694
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Do short sellers exploit industry information?
Huszár, Zsuzsa R.; Tan, Ruth Seow-kuan; Zhang, Weina - In: Journal of empirical finance 41 (2017), pp. 118-139
Persistent link: https://www.econbiz.de/10011746965
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Financialization, idiosyncratic information and commodity co-movements
Ma, Yan-Ran; Ji, Qiang; Wu, Fei; Pan, Jiaofeng - In: Energy economics 94 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012649527
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Idiosyncratic information and the cost of equity capital : a meta-analytic review of the literature
Schreder, Max - In: Journal of accounting literature : the official journal … 41 (2018), pp. 142-172
Persistent link: https://www.econbiz.de/10012030539
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Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets : a novel network topology approach
Zhang, Xu; Yang, Xian; Li, Jianping; Hao, Jun - In: The journal of futures markets 43 (2023) 6, pp. 705-733
Persistent link: https://www.econbiz.de/10014293217
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Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature
Schreder, Max - In: Journal of Accounting Literature 41 (2018) 1, pp. 142-172
This paper provides a quantitative review of the literature on the repercussions of idiosyncratic information on firms’ cost of equity (CoE) capital. In total, I review the results of 113 unique studies examining the CoE effects of information Quantity, Precision and Asymmetry . My results...
Persistent link: https://www.econbiz.de/10014839741
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Do polls create momentum in political competition?
Denter, Philipp; Sisak, Dana - In: Journal of public economics 130 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011433303
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Earnings smoothing, momentum and statistical arbitrage : global evidence
Booth, G. Geoffrey; Gurun, Ayfer - In: Business and Economic Research : BER 5 (2015) 2, pp. 48-65
Persistent link: https://www.econbiz.de/10011347513
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Positional portfolio management
Gagliardini, Patrick; Gouriéroux, Christian; Rubin, Mirco - 2014 - This version: March 2014
standard momentum, reversal and mean-variance allocation strategies, as well as equally weighted portfolio for criteria based …
Persistent link: https://www.econbiz.de/10010338730