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Stakeholder relations and stock returns : on errors in investors' expectations and learning
Borgers, Arian; Derwall, Jeroen; Koedijk, Kees; Horst, … - In: Journal of empirical finance 22 (2013), pp. 159-175
Persistent link: https://www.econbiz.de/10009768403
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The cross-section of stock returns in frontier emerging markets
Groot, Wilma de; Pang, Juan; Swinkels, Laurens - In: Journal of empirical finance 19 (2012) 5, pp. 796-818
Persistent link: https://www.econbiz.de/10009700587
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Another look at the cross-section and time-series of stock returns : 1951 to 2011
Du, Ding - In: Journal of empirical finance 20 (2013), pp. 130-146
Persistent link: https://www.econbiz.de/10009717865
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Aggregational Gaussianity and barely infinite variance in financial returns
Antypas, Antonios; Koundouri, Phoebe; Kourogenis, Nikolaos - In: Journal of empirical finance 20 (2013), pp. 102-108
Persistent link: https://www.econbiz.de/10009717869
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Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.; Chiquoine, Benjamin; Hjalmarsson, Erik; … - In: Journal of empirical finance 17 (2010) 2, pp. 212-240
Persistent link: https://www.econbiz.de/10009271853
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Time-dependent lottery preference and the cross-section of stock returns
Lin, Chaonan; Chen, Hong-Yi; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Journal of empirical finance 64 (2021), pp. 272-294
Persistent link: https://www.econbiz.de/10013259495
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CDS-bond basis and bond return predictability
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
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A robust and powerful test of abnormal stock returns in long-horizon event studies
Dutta, Anupam; Knif, Johan; Kolari, James W.; … - In: Journal of empirical finance 47 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10012103461
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Timescale betas and the cross section of equity returns : framework, application, and implications for interpreting the Fama-French factors
Kang, Byoung Uk; In, Francis Haeuck; Kim, Tong Suk - In: Journal of empirical finance 42 (2017), pp. 15-39
Persistent link: https://www.econbiz.de/10011808473