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ECONIS (ZBW)
1,947
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1
Asymmetric stock market
volatility
and the cyclical bahavior of expected returns
Mele, Antonio
- In:
Journal of financial economics
86
(
2007
)
2
,
pp. 446-478
Persistent link: https://www.econbiz.de/10003569350
Saved in:
2
Signal or noise? : uncertainty and learning about whether other traders are informed
Banerjee, Snehal
;
Green, Brett
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 398-423
Persistent link: https://www.econbiz.de/10011480269
Saved in:
3
What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10013188569
Saved in:
4
Earnings expectations, investor trade size, and anomalous returns around earnings announcements
Battalio, Robert H.
;
Mendenhall, Richard R.
- In:
Journal of financial economics
77
(
2005
)
2
,
pp. 289-319
Persistent link: https://www.econbiz.de/10003052530
Saved in:
5
Returns to contrarian investment strategies : tests of naive expectations hypotheses
Dechow, Patricia M.
- In:
Journal of financial economics
43
(
1997
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10001213781
Saved in:
6
Pervasive underreaction : evidence from high-frequency data
Jiang, Hao
;
Li, Sophia Zhengzi
;
Wang, Hao
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 573-599
Persistent link: https://www.econbiz.de/10013259814
Saved in:
7
Stock returns, aggregate earnings surprises, and behavioral finance
Kothari, S. P.
;
Lewellen, Jonathan
;
Warner, Jerold B.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 537-568
Persistent link: https://www.econbiz.de/10003289294
Saved in:
8
X-CAPM : an extrapolative capital asset pricing model
Barberis, Nicholas
;
Greenwood, Robin
;
Jin, Lawrence
; …
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011327273
Saved in:
9
The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R.
;
Wang, Charles C. Y.
- In:
Journal of financial economics
116
(
2015
)
3
,
pp. 505-525
Persistent link: https://www.econbiz.de/10011348465
Saved in:
10
A model of investor sentiment
Barberis, Nicholas
- In:
Journal of financial economics
49
(
1998
)
3
,
pp. 307-343
Persistent link: https://www.econbiz.de/10001246744
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