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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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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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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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Valuing thinly traded assets
Longstaff, Francis A. - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055
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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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How do shocks arise and spread across stock markets? : a microstructure perspective
Bongaerts, Dion; Roll, Richard; Rösch, Dominik; Dijk, … - In: Management science : journal of the Institute for … 68 (2022) 4, pp. 3071-3089
Persistent link: https://www.econbiz.de/10013368378
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Costly interpretation of asset prices
Mondria, Jordi; Vives, Xavier; Yang, Liyan - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 52-74
Persistent link: https://www.econbiz.de/10012821032
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Explaining momentum and value simultaneously
Li, Jun - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4239-4260
Persistent link: https://www.econbiz.de/10011921516
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The beta anomaly and mutual fund performance
Irvine, Paul; Kim, Jeong-ho; Ren, Jue - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
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Value uncertainty
Bali, Turan G.; Del Viva, Luca; El Hefnawy, Menatalla; … - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4548-4563
Persistent link: https://www.econbiz.de/10015046305