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Cross-section of expected returns and extreme returns : the role of investor attention and risk preferences
Hur, Jungshik; Vivek Singh - In: Financial management 46 (2017) 2, pp. 409-431
Persistent link: https://www.econbiz.de/10011748417
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The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
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Did institutions herd during the internet bubble?
Vivek Singh - In: Review of quantitative finance and accounting 41 (2013) 3, pp. 513-534
Persistent link: https://www.econbiz.de/10010188242
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Reexamining momentum profits : underreaction or overreaction to firm-specific information?
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 46 (2016) 2, pp. 261-289
Persistent link: https://www.econbiz.de/10011588318
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Stock returns and disagreement among sell-side analysts
Hobbs, Jeffrey; Kaufman, David L.; Lee, Hei Wei; Vivek Singh - In: The journal of applied business research 34 (2018) 3, pp. 487-495
Persistent link: https://www.econbiz.de/10011889724
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New evidence on the effect of belief heterogeneity on stock returns
Hobbs, Jeffrey; Lee, Hei Wei; Vivek Singh - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 289-309
Persistent link: https://www.econbiz.de/10011796623
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How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik; Vivek Singh - In: Journal of empirical finance 53 (2019), pp. 238-256
Persistent link: https://www.econbiz.de/10012171673
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The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared; Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 759-780
Persistent link: https://www.econbiz.de/10012171725