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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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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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Emerging equity market volatility
Bekaert, Geert - In: Journal of financial economics 43 (1997) 1, pp. 29-77
Persistent link: https://www.econbiz.de/10001213778
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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
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Psychological barrier and cross-firm return predictability
Huang, Shiyang; Lin, Tse-Chun; Xiang, Hong - In: Journal of financial economics 142 (2021) 1, pp. 338-356
Persistent link: https://www.econbiz.de/10012650720
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Macro risks and the term structure of interest rates
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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Informed trading in government bond markets
Czech, Robert; Huang, Shiyang; Lou, Dong; Wang, Tianyu - In: Journal of financial economics 142 (2021) 3, pp. 1253-1274
Persistent link: https://www.econbiz.de/10012875940
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Attention allocation and return co-movement: Evidence from repeated natural experiments
Huang, Shiyang; Huang, Yulin; Lin, Tse-Chun - In: Journal of financial economics 132 (2019) 2, pp. 369-383
Persistent link: https://www.econbiz.de/10012136909
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A frog in every pan : information discreteness and the lead-lag returns puzzle
Huang, Shiyang; Lee, Charles M. C.; Song, Yang; Xiang, Hong - In: Journal of financial economics 145 (2022) 2,1, pp. 83-102
Persistent link: https://www.econbiz.de/10013473836
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Scale and skill in active management
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - In: Journal of financial economics 116 (2015) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10011347321