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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
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Short selling efficiency
Chen, Yong; Da, Zhi; Huang, Dayong - In: Journal of financial economics 145 (2022) 2,2, pp. 387-408
Persistent link: https://www.econbiz.de/10013474363
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CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Da, Zhi; Guo, Re-Jin; Jagannathan, Ravi - In: Journal of financial economics 103 (2012) 1, pp. 204-220
Persistent link: https://www.econbiz.de/10009492585
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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