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Common shocks in stocks and bonds
Cieślak, Anna; Pang, Hao - In: Journal of financial economics 142 (2021) 2, pp. 880-904
Persistent link: https://www.econbiz.de/10013260067
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The high volume return premium : cross-country evidence
Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
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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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Anomalies across the globe : once public, no longer existent?
Jacobs, Heiko; Müller, Sebastian - In: Journal of financial economics 135 (2020) 1, pp. 213-230
Persistent link: https://www.econbiz.de/10012431394
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When the markets get CO.V.I.D : COntagion, Viruses, and Information Diffusion
Arteaga-Garavito, Maria Jose; Croce, Mariano M.; … - In: Journal of financial economics 157 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015072441
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Who underreacts to cash-flow news? : Evidence from trading between individuals and institutions
Cohen, Randolph B.; Gompers, Paul A.; Vuolteenaho, Tuomo - In: Journal of financial economics 66 (2002) 2/3, pp. 409-462
Persistent link: https://www.econbiz.de/10001712430
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The only game in town : stock-price consequences of local bias
Hong, Harrison G.; Kubik, Jeffrey D.; Stein, Jeremy C. - In: Journal of financial economics 90 (2008) 1, pp. 20-37
Persistent link: https://www.econbiz.de/10003778976
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Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 83 (2007) 2, pp. 413-452
Persistent link: https://www.econbiz.de/10003425468