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Isolating momentum crashes
Dierkes, Maik; Krupski, Jan - In: Journal of empirical finance 66 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
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The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam; Kizys, Renatas; Raza, Muhammad Wajid - In: Journal of empirical finance 55 (2020), pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
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Direct evidence of dividend tax clienteles
Dahlquist, Magnus; Robertsson, Göran; Rydqvist, Kristian - In: Journal of empirical finance 28 (2014), pp. 1-12
Persistent link: https://www.econbiz.de/10011284516
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Biased information weight processing in stock markets
Mohrschladt, Hannes; Langer, Thomas - In: Journal of empirical finance 57 (2020), pp. 89-106
Persistent link: https://www.econbiz.de/10012430443
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Expected returns and risk in the stock market
Brennan, Michael J.; Taylor, Alex P. - In: Journal of empirical finance 72 (2023), pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
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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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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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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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The decomposition of jump risks in individual stock returns
Xiao, Xiao; Chen Zhou - In: Journal of empirical finance 47 (2018), pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
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Seasonality in the cross section of stock returns : advanced markets versus emerging markets
Li, Fengyun; Zhang, Huacheng; Zheng, Dazhi - In: Journal of empirical finance 49 (2018), pp. 263-281
Persistent link: https://www.econbiz.de/10012117746