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Financial constraints and stock returns
Lamont, Owen A.; Polk, Christopher; Saá-Requejo, Jesús - 1997
Persistent link: https://www.econbiz.de/10000973627
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The effect of income smoothing on stock price
Wu, Chunchi - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 83-96
Persistent link: https://www.econbiz.de/10001409330
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Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach
Kao, Chihwa - In: The journal of business : B 67 (1994) 1, pp. 45-68
Persistent link: https://www.econbiz.de/10001157487
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The impact of the 1986 tax reform on ex-dividend day volume and price behavior
Wu, Chunchi - In: National tax journal 49 (1996) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10001203597
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The booms and busts of beta arbitrage
Lou, Dong; Polk, Christopher; Huang, Shiyang - 2014
Persistent link: https://www.econbiz.de/10011474118
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The booms and busts of beta arbitrage
Huang, Shiyang; Lou, Dong; Polk, Christopher - 2016
Persistent link: https://www.econbiz.de/10011550863
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The value spread
Cohen, Randolph B.; Polk, Christopher; Vuolteenaho, Tuomo - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 609-641
Persistent link: https://www.econbiz.de/10001750583
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Does risk or mispricing explain the cross-section of stock prices?
Cohen, Randolph B.; Polk, Christopher; Vuolteenaho, Tuomo - 2003
Persistent link: https://www.econbiz.de/10001769578
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Economic sources of asymmetric cross-correlation among stock returns
Yu, Chih-hsien; Wu, Chunchi - In: International review of economics & finance : IREF 10 (2001) 1, pp. 19-40
Persistent link: https://www.econbiz.de/10001569164
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Financial constraints and stock returns
Lamont, Owen A.; Polk, Christopher; Saá-Requejo, Jesús - In: The review of financial studies 14 (2001) 2, pp. 529-554
Persistent link: https://www.econbiz.de/10001570580