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Extrapolative beliefs in the cross-section : what can we learn from the crowds?
Da, Zhi; Huang, Xing; Jin, Lawrence J. - In: Journal of financial economics 140 (2021) 1, pp. 175-196
Persistent link: https://www.econbiz.de/10013188689
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Market skewness risk and the cross section of stock returns
Chang, Bo Young; Christoffersen, Peter F.; Jakobs, Kris - In: Journal of financial economics 107 (2013) 1, pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
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Does realized skewness predict the cross-section of equity returns?
Amaya, Diego; Christoffersen, Peter F.; Jacobs, Kris; … - In: Journal of financial economics 118 (2015) 1, pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
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Hedging demand and market intraday momentum
Baltussen, Guido; Da, Zhi; Lammers, Sten; Martens, Martin - In: Journal of financial economics 142 (2021) 1, pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
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Indexing and stock market serial dependence around the world
Baltussen, Guido; Bekkum, Sjoerd van; Da, Zhi - In: Journal of financial economics 132 (2019) 1, pp. 26-48
Persistent link: https://www.econbiz.de/10012134770