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The critical role of conditioning information in determining if value is really riskier than growth
Cooper, Michael J.; Gubellini, Stefano - In: Journal of empirical finance 18 (2011) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10009301119
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The characteristics of informed trading : implications for asset pricing
Aslan, Hadiye; Easley, David; Hvidkjær, Søren; … - In: Journal of empirical finance 18 (2011) 5, pp. 782-801
Persistent link: https://www.econbiz.de/10009492072
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Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong; Li, Youwei - In: Journal of empirical finance 31 (2015), pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
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Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd - In: Journal of empirical finance 31 (2015), pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
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Do industries lead stock markets? A reexamination
Tse, Yiuman - In: Journal of empirical finance 34 (2015), pp. 195-203
Persistent link: https://www.econbiz.de/10011557114
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The effects of non-trading on the illiquidity ratio
Chelley-Steeleya, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 34 (2015), pp. 204-228
Persistent link: https://www.econbiz.de/10011557118
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Empirical evaluation of asset pricing models : arbitrage and pricing errors in contingent claims
Wang, Zhenyu; Zhang, Xiaoyan - In: Journal of empirical finance 19 (2012) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10009615830
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Aggregate investor preferences and beliefs : a comment
Post, Thierry; Kopa, Miloš - In: Journal of empirical finance 23 (2013), pp. 187-190
Persistent link: https://www.econbiz.de/10010221754
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A risk-return explanation of the momentum-reversal "anomaly"
Booth, G. Geoffrey; Fung, Hung-gay; Leung, Wai K. - In: Journal of empirical finance 35 (2016), pp. 68-77
Persistent link: https://www.econbiz.de/10011662718
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Asset pricing with financial bubble risk
Lee, Ji Hyung; Phillips, Peter C. B. - In: Journal of empirical finance 38 (2016), pp. 590-622
Persistent link: https://www.econbiz.de/10011663380