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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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Growth to value : option exercise and the cross section of equity returns
Ai, Hengjie; Kiku, Dana - In: Journal of financial economics 107 (2013) 2, pp. 325-349
Persistent link: https://www.econbiz.de/10009719731
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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
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Predicting the next step of a random walk : experimental evidence of regime-shifting beliefs
Bloomfield, Robert; Hales, Jeffrey - In: Journal of financial economics 65 (2002) 3, pp. 397-414
Persistent link: https://www.econbiz.de/10001693011
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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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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
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Cash holdings, risk, and expected returns
Palazzo, Berardino - In: Journal of financial economics 104 (2012) 1, pp. 162-185
Persistent link: https://www.econbiz.de/10009550141
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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
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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
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The calendar structure of risk and expected returns on stocks and bonds
Ogden, Joseph P. - In: Journal of financial economics 70 (2003) 1, pp. 29-67
Persistent link: https://www.econbiz.de/10001799436