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Information, trading volume, and international stock return comovements : evidence from cross-listed stocks
Gagnon, Louis; Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 953-986
Persistent link: https://www.econbiz.de/10003901213
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The joint dynamics of equity market factors
Christoffersen, Peter F.; Langlois, Hugues - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1371-1404
Persistent link: https://www.econbiz.de/10010343643
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On the expected earnings hypothesis explanation of the aggregate returns-earnings association puzzle
Bailey, Warren; Lai, Huiwen - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2732-2763
Persistent link: https://www.econbiz.de/10012384772
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Real economic shocks and sovereign credit risk
Augustin, Patrick; Tédongap, Roméo - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
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Stock return seasonalities and earnings information
Peterson, David R. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 187-201
Persistent link: https://www.econbiz.de/10001089817
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Risk-return tradeoff in US stock returns over the business cycle
Nyberg, Henri - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 137-158
Persistent link: https://www.econbiz.de/10009623139
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Business cycle variation in short selling strategies : picking during expansions and timing during recessions
Dixon, Peter N.; Kelley, Eric K. - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 8, pp. 3018-3047
Persistent link: https://www.econbiz.de/10013469970
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Coskewness risk decomposition, covariation risk, and intertemporal asset pricing
Kalev, Petko S.; Saxena, Konark; Zolotoy, Leon - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 335-368
Persistent link: https://www.econbiz.de/10012128917
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Asymmetry in stock comovements : an entropy approach
Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
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Interactions among high-frequency traders
Benos, Evangelos; Brugler, James; Hjalmarsson, Erik; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1375-1402
Persistent link: https://www.econbiz.de/10011927918