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What does the individual option volatility smirk tell us about future equity returns?

Xing, Yuhang; Zhang, Xiaoyan; Zhao, Rui - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 641-662

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Portfolio distortions among institutional investors : evidence from China

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R&D information quality and stock returns

Huang, Tao; Li, Junye; Wu, Fei; Zhu, Ning N. - In: Journal of financial markets 57 (2022), pp. 1-19

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Why do traders choose dark markets?

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Why do traders split orders?

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R&D Information Quality and Stock Returns

Huang, Tao - 2019

Investors demand higher premiums from firms whose future performance in R&D is difficult to evaluate. We construct a measure that captures investors' evaluation of a firm's R&D information quality (RDIQ) by linking a firm's historical innovation input (R&D expenditures) and innovation outcome...

Persistent link: https://www.econbiz.de/10012903643

Industry-level media tone and the cross-section of stock returns

Huang, Tao; Zhang, Xueyong - In: International review of economics & finance : IREF 77 (2022), pp. 59-77

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Media coverage of industry and the cross-section of stock returns

Huang, Tao; Zhang, Xueyong - In: Accounting and finance 62 (2022), pp. 1107-1141

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