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Expected option returns
Coval, Joshua; Shumway, Tyler - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
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Good day sunshine : stock returns and the weather
Hirshleifer, David; Shumway, Tyler - In: The journal of finance : the journal of the American … 58 (2003) 3, pp. 1009-1032
Persistent link: https://www.econbiz.de/10001762578
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The delisting bias in CRSP's Nasdaq data and its implications for the size effect
Shumway, Tyler; Warther, Vincent A. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2361-2389
Persistent link: https://www.econbiz.de/10001496849