Narrow search
Showing 1 - 10 of 827
Cover Image
Is there smart money? : how information in the commodity futures market is priced into the cross section of stock returns with delay
Ho, Steven Wei; Lauwers, Alexandre R. - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 8, pp. 3201-3230
Persistent link: https://www.econbiz.de/10014465417
Cover Image
Text-based industry momentum
Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
Cover Image
Payout yields and stock return predictability : how important is the measure of cash flow?
Eaton, Gregory W.; Paye, Bradley S. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1639-1666
Persistent link: https://www.econbiz.de/10011928400
Cover Image
Beta matrix and common factors in stock returns
Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Cover Image
The impact of government intervention in banks on corporate borrowers’ stock returns
Norden, Lars; Roosenboom, Peter; Wang, Teng - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1635-1662
Persistent link: https://www.econbiz.de/10010343634
Cover Image
Dynamic style preferences of individual investors and stock returns
Kumar, Alok - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 607-640
Persistent link: https://www.econbiz.de/10003887376
Cover Image
Liquidity risk, return predictability, and hedge funds' performance : an empirical study
Gibson, Rajna; Wang, Songtao - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 219-244
Persistent link: https://www.econbiz.de/10009772364
Cover Image
New evidence on conditional factor models
Cooper, Ilan; Maio, Paulo - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Cover Image
Tail risk and the cross-section of mutual fund expected returns
Karagiannis, Nikolaos; Tolikas, Konstantinos - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 425-447
Persistent link: https://www.econbiz.de/10012128923
Cover Image
The role of the media in the Internet IPO bubble
Bhattacharya, Utpal; Galpin, Neal; Ray, Rina; Yu, Xiaoyun - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 657-682
Persistent link: https://www.econbiz.de/10003887391