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Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael; Khapko, Mariana - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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Maxing out globally : individualism, investor attention, and the cross section of expected stock returns
Cheon, Yong-Ho; Lee, Kuan-hui - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5807-5831
Persistent link: https://www.econbiz.de/10011964592
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Separating information about cash flows from information about risk in losses
Li, Bin - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3570-3595
Persistent link: https://www.econbiz.de/10012606952
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Cash-flow news and the investment effect in the cross section of stock returns
Mao, Mike Qinghao; Wei, K. C. John - In: Management science : journal of the Institute for … 62 (2016) 9, pp. 2504-2519
Persistent link: https://www.econbiz.de/10011577128
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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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Salience and mutual fund investor demand for idiosyncratic volatility
Clifford, Christopher P.; Filkerson, Jon A.; Jame, Russell - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5234-5254
Persistent link: https://www.econbiz.de/10012625105
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The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
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Volatility spreads and expected stock returns
Bali, Turan G.; Hovakimian, Armen - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
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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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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