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1
Institutional trade persistence and long-term equity returns
Dasgupta, Amil
;
Prat, Andrea
;
Verardo, Michela
-
2007
Persistent link: https://www.econbiz.de/10003515861
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2
Individual investor trading and return patterns around earnings announcements
Kaniel, Ron
;
Liu, Shuming
;
Saar, Gideon
;
Titman, Sheridan
-
2011
Persistent link: https://www.econbiz.de/10008909459
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3
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2009
Persistent link: https://www.econbiz.de/10003879959
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4
Individual investor activity and performance
Dahlquist, Magnus
;
Martinez, Jose Vicente
;
Söderlind, Paul
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2012
Persistent link: https://www.econbiz.de/10009502465
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5
Momentum and turnover : evidence from the german stock market
Glaser, Markus
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2002
Persistent link: https://www.econbiz.de/10013423943
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6
The cross-section and time-series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2012
Persistent link: https://www.econbiz.de/10009577595
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7
Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy
;
Vassalou, Maria
-
1999
Persistent link: https://www.econbiz.de/10001406203
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8
Pricing liquidity risk with heterogeneous investment horizons
Beber, Alessandro
;
Driessen, Joost
;
Tuijp, Patrick
-
2011
Persistent link: https://www.econbiz.de/10009427805
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9
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002123665
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10
Size and momentum profitability in internaitonal stock markets
Schmidt, Peter S.
;
Schrimpf, Andreas
;
Arx, Urs von
; …
-
2015
Persistent link: https://www.econbiz.de/10011389233
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