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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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Intertemporal CAPM with conditioning variables
Maio, Paulo - In: Management science : journal of the Institute for … 59 (2013) 1, pp. 122-141
Persistent link: https://www.econbiz.de/10009711780
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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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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
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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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Disagreement, underreaction, and stock returns
Cen, Ling; Wei, K. C. John; Yang, Liyan - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 1214-1231
Persistent link: https://www.econbiz.de/10011672898