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Returns to contrarian investment strategies : tests of naive expectations hypotheses
Dechow, Patricia M. - In: Journal of financial economics 43 (1997) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10001213781
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Is historical cost accounting a pancea? : market stress, incentive distortions, and gains trading
Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian - 2015
Persistent link: https://www.econbiz.de/10010509478
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Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
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Shortfal aversion
Guasoni, Paolo; Huberman, Gur; Ren, Dan - 2014
Persistent link: https://www.econbiz.de/10010395183
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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 2005
Persistent link: https://www.econbiz.de/10002648034
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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News related to future GDP growth as a risk factor in equity returns
Vassalou, Maria - In: Journal of financial economics 68 (2003) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10001746502
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News related to future GDP growth as a risk factor in equity returns
Vassalou, Maria - 2001
Persistent link: https://www.econbiz.de/10013423658
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015
Persistent link: https://www.econbiz.de/10010482973