Narrow search
Showing 1 - 10 of 13
Cover Image
Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Cover Image
Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: The journal of finance : the journal of the American … 70 (2015) 5, pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
Cover Image
New evidence on the price and liquidity effects of the FTSE 100 index revisions
Mazouz, Khelifa; Saadouni, Bharim - In: International review of financial analysis 16 (2007) 3, pp. 223-241
Persistent link: https://www.econbiz.de/10003510451
Cover Image
Predictive systems : living with imperfect predictors
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 64 (2009) 4, pp. 1583-1628
Persistent link: https://www.econbiz.de/10003874422
Cover Image
Presidential address : investment noise and trends
Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 69 (2014) 4, pp. 1415-1453
Persistent link: https://www.econbiz.de/10010412350
Cover Image
The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE
Mazouz, Khelifa; Bowe, Michael - In: International review of financial analysis 15 (2006) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003286068
Cover Image
On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 385-424
Persistent link: https://www.econbiz.de/10001205915
Cover Image
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 157-184
Persistent link: https://www.econbiz.de/10001178302
Cover Image
Underwriters' allocation with and without discretionary power : evidence from the Hong Kong IPO market
Mazouz, Khelifa; Mohamed, Abdulkadir; Saadouni, Brahim; … - In: International review of financial analysis 49 (2017), pp. 128-137
Persistent link: https://www.econbiz.de/10011741271
Cover Image
Why do firm fundamentals predict returns? : evidence from short selling activity
Mazouz, Khelifa; Wu, Yuliang - In: International review of financial analysis 79 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013349934