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The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 114 (2014) 3, pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
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Why stocks may disappoint
Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of financial economics 76 (2005) 3, pp. 471-508
Persistent link: https://www.econbiz.de/10002878239
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High idiosyncratic volatility and low returns : international and further US evidence
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - In: Journal of financial economics 91 (2009) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003813173
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Hedge fund leverage
Ang, Andrew; Gorovyy, Sergiy; VanInwegen, Gregory B. - In: Journal of financial economics 102 (2011) 1, pp. 102-126
Persistent link: https://www.econbiz.de/10009308285
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Testing conditional factor models
Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
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Asymmetric correlations of equity portfolios
Ang, Andrew; Chen, Joseph - In: Journal of financial economics 63 (2002) 3, pp. 443-494
Persistent link: https://www.econbiz.de/10001661703
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Analyzing investments whose histories differ in length
Stambaugh, Robert F. - In: Journal of financial economics 45 (1997) 3, pp. 285-331
Persistent link: https://www.econbiz.de/10001229284