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Equity trading activity and treasury bond risk premia
Schraeder, Stefanie; Sojli, Elvira; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 2, pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
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Gambling preferences, options markets, and volatility
Blau, Benjamin; Bowles, T. Boone; Whitby, Ryan J. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 515-540
Persistent link: https://www.econbiz.de/10011577503
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 707-735
Persistent link: https://www.econbiz.de/10011610100
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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
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The role of anchoring bias in the equity market : evidence from analysts' earnings forecasts and stock returns
Cen, Ling; Hilary, Gilles; Wei, K. C. John - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 47-76
Persistent link: https://www.econbiz.de/10009772412
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The value of active investing : can active institutional investors remove excess comovement of stock returns?
Ye, Pengfei - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 3, pp. 667-688
Persistent link: https://www.econbiz.de/10009672491
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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
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Overnight returns and firm-specific investor sentiment
Aboody, David; Even-Tov, Omri; Lehavy, Reuven; Trueman, … - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 485-505
Persistent link: https://www.econbiz.de/10011929468
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Attention to market information and underreaction to earnings on market moving days
Kottimukkalur, Badrinath - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2493-2516
Persistent link: https://www.econbiz.de/10012165917