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Anomalies, risk adjustment and seasonality : Australian evidence

Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218

Persistent link: https://www.econbiz.de/10010530242

Cao, Viet Nga; Gray, Philip K.; Zhong, Angel - In: International review of financial analysis 61 (2019), pp. 97-109

Persistent link: https://www.econbiz.de/10012206943

The MAX effect : an exploration of risk and mispricing explanations

Zhong, Angel; Gray, Philip K. - In: Journal of banking & finance 65 (2016), pp. 76-90

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Institutional trading in stock market anomalies in Australia

Zhong, Angel - In: Accounting and finance 62 (2022) 1, pp. 893-930

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Another look at sources of momentum profits

Chai, Daniel; Chiah, Mardy; Zhong, Angel; Li, Bob - In: International review of economics & finance : IREF 79 (2022), pp. 310-323

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Resurrecting the size effect in Japan : Firm size, profitability shocks, and expected stock returns

Cheema, Muhammad A.; Chiah, Mardy; Zhong, Angel - 2021

The size effect, whereby small firms outperform large firms, is not only a pervasive phenomenon in financial markets but also an important pricing factor in the Fama and French models (1993; 2018). However, several studies document that the size effect in recent decades has disappeared in the US and...

Persistent link: https://www.econbiz.de/10013214466