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1
Disposition matters ; volume, volatility and price impact of behavioural bias
Goetzmann, William N.
;
Massa, Massimo
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2004
Persistent link: https://www.econbiz.de/10002593861
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2
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
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2013
Persistent link: https://www.econbiz.de/10009734264
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3
Economic cycles and expected stock returns
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
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2013
Persistent link: https://www.econbiz.de/10009784726
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4
Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg
;
Gaspar, Sergio
;
Massa, Massimo
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2016
Persistent link: https://www.econbiz.de/10011544509
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5
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
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2015
Persistent link: https://www.econbiz.de/10010482973
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6
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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7
Additions to market indices and the comovement of stock returns around the world
Claessens, Stijn
;
Yāfe, Yišay
-
2008
Persistent link: https://www.econbiz.de/10003785795
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8
Advance information and asset prices
Albuquerque, Rui
;
Miao, Jianjun
-
2007
Persistent link: https://www.econbiz.de/10003617741
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9
Stock and bond returns with moody investors
Bekaert, Geert
;
Engstrom, Eric
;
Grenadier, Steven R.
-
2006
Persistent link: https://www.econbiz.de/10003395326
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10
Higher order expectations, illiquidity, and short-term trading
Cespa, Giovanni
;
Vives, Xavier
-
2011
Persistent link: https://www.econbiz.de/10008989341
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