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Mean-variance-instability portfolio analysis : a case of Taiwan's stock market
Lee, Shawin - In: Management science : journal of the Institute for … 41 (1995) 7, pp. 1151-1157
Persistent link: https://www.econbiz.de/10001189543
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Valuing thinly traded assets
Longstaff, Francis A. - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055
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Short-term investors, long-term investments, and firm value : evidence from Russell 2000 index inclusions
Cremers, Martijn; Pareek, Ankur; Sautner, Zacharias - In: Management science : journal of the Institute for … 66 (2020) 10, pp. 4535-4551
Persistent link: https://www.econbiz.de/10012305261
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Empirical investigation of an equity pairs trading strategy
Chen, Huafeng Jason; Chen, Shaojun; Chen, Zhuo; Li, Feng - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 370-389
Persistent link: https://www.econbiz.de/10011991494
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Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
Konno, Hiroshi - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 519-531
Persistent link: https://www.econbiz.de/10001106902
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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The asset-pricing implications of government economic policy uncertainty
Brogaard, Jonathan; Detzel, Andrew - In: Management science : journal of the Institute for … 61 (2015) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10010496098
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Turnover : liquidity or uncertainty?
Barinov, Alexander - In: Management science : journal of the Institute for … 60 (2014) 10, pp. 2478-2495
Persistent link: https://www.econbiz.de/10010461871
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Reducing capital market anomaly : the role of information technology using an information uncertainty lens
Jia, Ning; Rai, Arun; Xu, Sean Xin - In: Management science : journal of the Institute for … 66 (2020) 2, pp. 979-1001
Persistent link: https://www.econbiz.de/10012213263
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Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024