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The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared; Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
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Prediction of open market share repurchases and portfolio returns : evidence from France, Germany and the UK
Andriosopoulos, Dimitris; Gaganis, Chrysovalantis; … - In: Review of quantitative finance and accounting 46 (2016) 2, pp. 387-416
Persistent link: https://www.econbiz.de/10011588384
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Do record earnings affect market reactions to earnings news?
Jang, Juwon; Lee, Eunju - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1259-1287
Persistent link: https://www.econbiz.de/10012549786
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Testing index-based models in UK stock returns
Davies, J. R.; Fletcher, Jonathan; Marshall, Andrew P. - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
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Level of efficiency in the UK equity market : empirical study of the effects of the global financial crisis
Choudhry, Taufiq; Jayasekera, Ranadeva - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 213-242
Persistent link: https://www.econbiz.de/10011327633
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The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market
Lu, Yang-cheng; Fang, Hao; Nieh, Chien-chung - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10009629085
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Does long-term disequilibrium in stock price predict future returns?
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 753-767
Persistent link: https://www.econbiz.de/10010246376
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Where are the sources of stock market mispricing and excess volatility?
Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 631-650
Persistent link: https://www.econbiz.de/10010246406
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"Other information" as an explanatory factor for the opposite market reactions to earnings surprises
Chen, Vincent Y. S.; Tiras, Samuel L. - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 757-784
Persistent link: https://www.econbiz.de/10011532207
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A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei; Wang, Jying-Nan; Kuan, Chung-ming - In: Review of quantitative finance and accounting 43 (2014) 4, pp. 751-779
Persistent link: https://www.econbiz.de/10010490993