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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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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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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 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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Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian; Semenischev, Michael; Thimme, Julian - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
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Dynamic attention behavior under return predictability
Andrei, Daniel; Hasler, Michael - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
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Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.; Li, Haitao; Wang, Shujing; Yu, Cindy - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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Debt covenants and cross-sectional equity returns
Helwege, Jean; Huang, Jing-Zhi; Wang, Yuan - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1835-1854
Persistent link: https://www.econbiz.de/10011707264
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Should intangible investments be reported separately or commingled with operating expenses? : new evidence
Enache, Luminita; Srivastava, Anup - In: Management science : journal of the Institute for … 64 (2018) 7, pp. 3446-3468
Persistent link: https://www.econbiz.de/10011899829
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Patent thickets, stock returns, and conditional capm
Hsu, Po-Hsuan; Lee, Hsiao-Hui; Zhou, Tong - In: Management science : journal of the Institute for … 68 (2022) 11, pp. 8343-8367
Persistent link: https://www.econbiz.de/10014280189