Narrow search
Showing 1 - 10 of 680
Cover Image
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
Cover Image
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
Cover Image
Commonality in news around the world
Đặng Tùng Lâm; Moshirian, Fariborz; Zhang, Bohui - In: Journal of financial economics 116 (2015) 1, pp. 82-110
Persistent link: https://www.econbiz.de/10011347951
Cover Image
The asset growth effect : insights from international equity markets
Watanabe, Akiko; Yan, Xu; Yao, Tong; Yu, Tong - In: Journal of financial economics 108 (2013) 2, pp. 529-563
Persistent link: https://www.econbiz.de/10009749325
Cover Image
Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy; Vassalou, Maria - In: Journal of financial economics 57 (2000) 2, pp. 221-245
Persistent link: https://www.econbiz.de/10001494738
Cover Image
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
Cover Image
Global, local, and contagious investor sentiment
Baker, Malcolm; Wurgler, Jeffrey; Yuan, Yu - In: Journal of financial economics 104 (2012) 2, pp. 272-287
Persistent link: https://www.econbiz.de/10009621147
Cover Image
SV mixture models with application to S&P 500 index returns
Durham, Garland B. - In: Journal of financial economics 85 (2007) 3, pp. 822-856
Persistent link: https://www.econbiz.de/10003538066
Cover Image
Liquidity risk and exchange-traded fund returns, variances, and tracking errors
Bae, Kyounghun; Kim, Daejin - In: Journal of financial economics 138 (2020) 1, pp. 222-253
Persistent link: https://www.econbiz.de/10012631970
Cover Image
Indexing and active fund management : international evidence
Cremers, Martijn; Ferreira, Miguel A.; Matos, Pedro; … - In: Journal of financial economics 120 (2016) 3, pp. 539-560
Persistent link: https://www.econbiz.de/10011590253