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The rise of passive investing and index-linked comovement
Grégoire, Vincent - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012659532
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Disagreements with noisy signals and asset pricing
Wang, Hailong; Hu, Duni; Ma, Chaoqun; Cheng, Fengchao - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-35
Persistent link: https://www.econbiz.de/10012659556
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Betas V characteristics : do stock characteristics enhance the investment opportunity set in U.K. stock returns?
Fletcher, Jonathan - In: The North American journal of economics and finance : a … 46 (2018), pp. 114-129
Persistent link: https://www.econbiz.de/10012036611
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Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed; Cao, Xu; Lazrak, Skander; Wang, Yan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
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Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing; Chang, Hung-Chou; Cheng, Lee-Young - In: The North American journal of economics and finance : a … 47 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
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Heterogenous beliefs with sentiments and asset pricing
Wang, Hailong; Hu, Duni - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-39
Persistent link: https://www.econbiz.de/10014225791
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Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
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Does bank capitalization matter for bank stock returns?
Huang, Quibin; Haan, Jakob de; Scholtens, Bert - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012654904
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Size and value effects in high-tech industries : the role of R&D investment
Yu, Lin; Liu, Xiaoquan; Fung, Hung-gay; Leung, Wai K. - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012658819
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Do actively managed mutual funds exploit stock market mispricing?
Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012632198