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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
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The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine; Fan, Jianqing; Li, Yingying - In: Journal of financial economics 109 (2013) 1, pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
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Time series momentum
Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
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Asset commonality, debt maturity and systemic risk
Allen, Franklin; Babus, Ana; Carletti, Elena - In: Journal of financial economics 104 (2012) 3, pp. 519-534
Persistent link: https://www.econbiz.de/10009622468
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Fund manager allocation
Fang, Jieyan; Kempf, Alexander; Gehde-Trapp, Monika - In: Journal of financial economics 111 (2014) 3, pp. 661-674
Persistent link: https://www.econbiz.de/10010375908
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Money and liquidity in financial markets
Nyborg, Kjell G.; Östberg, Peter - In: Journal of financial economics 112 (2014) 1, pp. 30-52
Persistent link: https://www.econbiz.de/10010375955
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Are individual investors less informed than institutional investors? : unique evidence from investor trading behaviours around bad mergers in Korean financial market
Han, Areum; Chung, Chune Young - In: Applied economics letters 20 (2013) 10/12, pp. 1145-1149
Persistent link: https://www.econbiz.de/10010197000
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Opposition to capital market opening
Engler, Philipp; Wulff, Alexander - In: Applied economics letters 21 (2014) 4/6, pp. 425-428
Persistent link: https://www.econbiz.de/10010413686
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An analysis of the risk-return relationship in the Spanish capital market using a structural equation model
Iglesias Antelo, Susana; Lévy Mangin, Jean-Pierre - In: Applied economics letters 17 (2010) 13/15, pp. 1397-1403
Persistent link: https://www.econbiz.de/10008938276
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Pricing the commonality across alternative measures of liquidity
Korajczyk, Robert A.; Sadka, Ronnie - In: Journal of financial economics 87 (2008) 1, pp. 45-72
Persistent link: https://www.econbiz.de/10003628872