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Building growth and value hybrid valuation model with errors-in-variables regression
Kong, Derick; Lin, Cheng-Ping; Yeh, I.-Cheng; Chang, Wei - In: Applied economics letters 26 (2019) 5, pp. 370-386
Persistent link: https://www.econbiz.de/10012204216
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What explains the dynamics of 100 anomalies?
Jacobs, Heiko - In: Journal of banking & finance 57 (2015), pp. 65-85
Persistent link: https://www.econbiz.de/10011543781
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Systematic limited arbitrage and the cross-section of stock returns : evidence from exchange traded funds
DeLisle, R. Jared; McTier, Brian C.; Smedema, Adam R. - In: Journal of banking & finance 70 (2016), pp. 118-136
Persistent link: https://www.econbiz.de/10011635135
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Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
Cao, Jie; Han, Bing - In: Journal of banking & finance 73 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
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A novel equity valuation and capital allocation model for use by long-term value-investors
Rajaratnam, Myuran; Rajaratnam, Bala; Rajaratnam, Kanshukan - In: Journal of banking & finance 49 (2014), pp. 483-494
Persistent link: https://www.econbiz.de/10010509259
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Estimating risk-return relations with analysts price targets
Wu, Liuren - In: Journal of banking & finance 93 (2018), pp. 183-197
Persistent link: https://www.econbiz.de/10011964650
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Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk; Malloch, Hamish - In: Journal of banking & finance 147 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
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RIM-based value premium and factor pricing using value-price divergence
Cong, Lin William; George, Nathan Darden; Wang, Guojun - In: Journal of banking & finance 149 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014462562
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Arbitrage opportunities and event impacts on Spanish rights issues
Verdú, Manuel; Carchano, Óscar; Farinós Viñas, … - In: Applied economics letters 31 (2024) 5, pp. 401-421
Persistent link: https://www.econbiz.de/10014469923
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Does corporate social responsibility create shareholder value? : the importance of long-term investors
Nguyen, Phuong Anh; Kecskés, Ambrus; Mansi, Sattar - In: Journal of banking & finance 112 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012225309