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Choosing the precision of performance metrics
Crane, Alan D.; Koch, Andrew; Wei, Chishen - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1911-1935
Persistent link: https://www.econbiz.de/10011930544
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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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Time-disaggregated dividend-price ratio and dividend growth predictability in large equity markets
Asimakopoulos, Panagiotis; Asimakopoulos, Stylianos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2305-2326
Persistent link: https://www.econbiz.de/10011929006
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Record date, when-issued, and ex-date effects in stock splits
Nayar, Nandkumar; Rozeff, Michael S. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10001569206
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What do stock splits really signal?
Ikenberry, David - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 3, pp. 357-375
Persistent link: https://www.econbiz.de/10001218982
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Stock price jumps and cross-sectional return predictability
Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544
Persistent link: https://www.econbiz.de/10010343638
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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
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The information content of sudden insider silence
Hong, Claire Yurong; Li, Weikai - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1499-1538
Persistent link: https://www.econbiz.de/10012139932
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Institutional investors, households, and the time-variation in expected stock returns
Weber, Rüdiger - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 1, pp. 352-391
Persistent link: https://www.econbiz.de/10014247808
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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