Similar Search Results

Narrow search

Feedback and the success of irrational investors

Hirshleifer, David; Subrahmanyam, Avanidhar; Titman, … - In: Journal of financial economics 81 (2006) 2, pp. 311-338

Persistent link: https://www.econbiz.de/10003353929

Smart money, dumb money, and capital market anomalies

Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382

Persistent link: https://www.econbiz.de/10011480515

Order imbalance and individual stock returns : theory and evidence

Chordia, Tarun; Subrahmanyam, Avanidhar - In: Journal of financial economics 72 (2004) 3, pp. 485-518

Persistent link: https://www.econbiz.de/10002089409

Empirical pricing kernels

Rosenberg, Joshua V.; Engle, Robert F. - In: Journal of financial economics 64 (2002) 3, pp. 341-372

Persistent link: https://www.econbiz.de/10001687813

Trading activity and expected stock returns

Chordia, Tarun; Subrahmanyam, Avanidhar; Anshuman, V. Ravi - In: Journal of financial economics 59 (2001) 1, pp. 3-32

Persistent link: https://www.econbiz.de/10001540927

The Conditional CAPM Explains the Value Premium

Bali, Turan G. - 2014

This paper proposes alternative specifications of the conditional CAPM with dynamic conditional beta and tests the models' performance in explaining the value premium for the period 1963-2011. The conditional alphas on the value-minus-growth portfolio are estimated to be economically and...

Persistent link: https://www.econbiz.de/10013065048

The term structure of credit spreads, firm fundamentals, and expected stock returns

Han, Bing; Subrahmanyam, Avanidhar; Zhou, Yi - In: Journal of financial economics 124 (2017) 1, pp. 147-171

Persistent link: https://www.econbiz.de/10011751418