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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
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Deep learning in asset pricing
Chen, Luyang; Pelger, Markus; Zhu, Jason - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 714-750
Persistent link: https://www.econbiz.de/10014513601
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Investor sentiment, disagreement, and the breadth–return relationship
Cen, Ling; Lu, Hai; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1076-1091
Persistent link: https://www.econbiz.de/10009751210
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Understanding the effect of advertising on stock returns and firm value : theory and evidence from a structural model
Vitorino, Maria Ana - In: Management science : journal of the Institute for … 60 (2014) 1, pp. 227-245
Persistent link: https://www.econbiz.de/10010345151
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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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Does brand licensing increase a licensor's shareholder value?
Bărbulescu Robinson, Adina; Tuli, Kapil R.; Kohli, … - In: Management science : journal of the Institute for … 61 (2015) 6, pp. 1436-1455
Persistent link: https://www.econbiz.de/10011293375
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Valuation of new trademarks
Hsu, Po-Hsuan; Li, Dongmei; Li, Qin; Teoh, Siew Hong; … - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 257-279
Persistent link: https://www.econbiz.de/10012821140
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A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo; Chen, Jiaqi; Yang, Zhibin; Tindall, Michael L. - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
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The unintended impact of academic research on asset returns : the capital asset pricing model alpha
Horenstein, Alex R. - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3655-3673
Persistent link: https://www.econbiz.de/10012606964
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Hedge fund activism and corporate M&A decisions
Wu, Szu-Yin; Chung, Kee H. - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1378-1403
Persistent link: https://www.econbiz.de/10012887602