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Common patterns in commonality in returns, liquidity, and turnover around the world
Karolyi, G. Andrew (contributor); Lee, Kuan-hui (contributor) - 2007
Persistent link: https://www.econbiz.de/10003639312
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Pricing kernels with coskewness and volatility risk
Chabi-Yo, Fousseni - 2008 - This version : December 1, 2008
Persistent link: https://www.econbiz.de/10003819936
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Expected returns and volatility of Fama-French factors
Chabi-Yo, Fousseni - 2009 - This version: September 25, 2009
Persistent link: https://www.econbiz.de/10003887678
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Default risk, idiosyncratic coskewness and equity returns
Chabi-Yo, Fousseni; Yang, Jun - 2009
Persistent link: https://www.econbiz.de/10003887683
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Profitability shocks and the size effect in the cross-section of expected stock returns
Hou, Kewei; Dijk, Mathijs van - 2010
Persistent link: https://www.econbiz.de/10003936383
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The implied cost of capital : a new approach
Hou, Kewei; Dijk, Mathijs van; Zhang, Yinglei - 2010
Persistent link: https://www.econbiz.de/10003936405
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Are stock acquirers overvalued? : evidence from short selling activity
Ben-David, Itzhak; Drake, Michael S.; Roulstone, Darren T. - 2010
Persistent link: https://www.econbiz.de/10003995082
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Does risk explain anomalies? : evidence from expected return estimates
Wu, Jin; Zhang, Lu - 2010
Persistent link: https://www.econbiz.de/10008702806
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Do independence and financial expertise of the board matter for risk taking and performance?
Minton, Bernadette A.; Taillard, Jérôme P. A.; … - 2010
Persistent link: https://www.econbiz.de/10008702819
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Liquidity shocks and hedge fund contagion
Boyson, Nicole M.; Stahel, Christof W.; Stulz, René M. - 2011
Persistent link: https://www.econbiz.de/10009240509