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Winners from winners : a tale of risk factors
Chib, Siddhartha; Zhao, Lingxiao; Zhou, Guofu - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
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The reaction of stock returns to news about fundamentals
Cenesizoglu, Tolga - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 1072-1093
Persistent link: https://www.econbiz.de/10011284880
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Asset pricing in a monetary economy with heterogeneous beliefs
Croitoru, Benjamin; Lu, Lei - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2203-2219
Persistent link: https://www.econbiz.de/10011372432
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Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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Asset-pricing implications of dividend volatility
Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
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From the horse's mouth : economic conditions and investor expectations of risk and return
Amromin, Gene; Sharpe, Steven A. - In: Management science : journal of the Institute for … 60 (2014) 4, pp. 845-866
Persistent link: https://www.econbiz.de/10010347837
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Volatility risks and growth options
Ai, Hengjie; Kiku, Dana - In: Management science : journal of the Institute for … 62 (2016) 3, pp. 741-763
Persistent link: https://www.econbiz.de/10011453540
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Investor sentiment, beta, and the cost of equity capital
Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 347-367
Persistent link: https://www.econbiz.de/10011446188
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Household production and asset prices
Da, Zhi; Wei Yang; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
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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