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Dividend yields, dividend growth, and return predictability in the cross section of stocks
Maio, Paulo; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 1/2, pp. 33-60
Persistent link: https://www.econbiz.de/10011348008
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Predictable dynamics in higher-order risk-neutral moments : evidence from the S&P 500 options
Neumann, Michael; Skiadopoulos, George - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 3, pp. 947-977
Persistent link: https://www.econbiz.de/10010201777
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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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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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Continuing overreaction and stock return predictability
Byun, Suk Joon; Lim, Sonya Seongyeon; Yun, Sang Hyun - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 2015-2046
Persistent link: https://www.econbiz.de/10011654753
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The interpretation of unanticipated news arrival and analysts' skill
Rubin, Amir; Segal, Benjamin; Segal, Dan - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1491-1518
Persistent link: https://www.econbiz.de/10011928394
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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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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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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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Does unusual news forecast market stress?
Glasserman, Paul; Mamaysky, Harry - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 1937-1974
Persistent link: https://www.econbiz.de/10012140041