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Order imbalance, liquidity, and market returns
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 3-21). 2008
Persistent link: https://www.econbiz.de/10003650440
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Evidence on the speed of convergence to market efficiency
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 117-148). 2008
Persistent link: https://www.econbiz.de/10003650510
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Mutual fund flows and expected stock returns in Germany : the role of the benchmark and of expectation biases
Breuer, Wolfgang; Stotz, Olaf - In: Diversification and portfolio management of mutual funds, (pp. 138-166). 2007
Persistent link: https://www.econbiz.de/10003410792
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Robust portfolio selection with endogenous expected returns and asset allocation timing strategies
Breuer, Wolfgang; Gürtler, Marc; Stotz, Olaf - In: Stock market volatility, (pp. 209-230). 2009
Persistent link: https://www.econbiz.de/10003830430
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Cross-sectional determinants of expected returns
Brennan, Michael J.; Chordia, Tarun; Subrahmanyam, Avanidhar - In: The legacy of Fischer Black, (pp. 161-186). 2005
Persistent link: https://www.econbiz.de/10003404044
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Expected and realized returns on stocks with high- and low-ESG exposure
Stotz, Olaf - In: Risks Related to Environmental, Social and Governmental …, (pp. 59-76). 2022
Persistent link: https://www.econbiz.de/10013463038