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The role of industry effects in simultaneous reversal and momentum patterns in one-month stock returns
Simpson, Marc W.; Grossman, Axel - In: The journal of behavioral finance : a publication of … 17 (2016) 4, pp. 309-320
Persistent link: https://www.econbiz.de/10011698931
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Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249
Persistent link: https://www.econbiz.de/10011333124
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Stock and industry return characteristics around price shocks
McDonald, Michael B., IV - In: The journal of behavioral finance : a publication of … 18 (2017) 2, pp. 167-179
Persistent link: https://www.econbiz.de/10012008688
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Asymmetric effects of oil shocks on stock market returns in Saudi Arabia : evidence from industry level analysis
Mohanty, Sunil; Onochie, Joseph I.; Alshehri, Abdulrahman F. - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 595-619
Persistent link: https://www.econbiz.de/10012038364
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Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan; Lahyani, Rahma - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
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Time-varying market price of risk and investor sentiment : evidence from a multivariate GARCH model
Johnk, David W.; Soydemir, Gökçe A. - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
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Investor sentiment and short-term returns for size-adjusted value and growth portfolios
Waggle, Doug; Agrrawal, Pankaj - In: The journal of behavioral finance : a publication of … 16 (2015) 1, pp. 81-93
Persistent link: https://www.econbiz.de/10011333706
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Investor sentiment and stock market liquidity
Liu, Shuming - In: The journal of behavioral finance : a publication of … 16 (2015) 1, pp. 51-67
Persistent link: https://www.econbiz.de/10011333715
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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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How prior realized outcomes affect portfolio decisions
Duxbury, Darren; Hudson, Robert; Keasey, Kevin; Zhishu Yang - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 611-629
Persistent link: https://www.econbiz.de/10010246419