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The accruals anomaly : can imp...
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CAPM
Großbritannien
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Fabozzi, Frank J.
38
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28
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22
Lo, Andrew W.
21
Hens, Thorsten
20
Ang, Andrew
19
Ferson, Wayne E.
18
Lee, Cheng F.
16
Bossaerts, Peter L.
15
Fletcher, Jonathan
15
Kelly, Bryan T.
15
Uppal, Raman
15
Evstigneev, Igor V.
14
Jarrow, Robert A.
14
Blitz, David
13
He, Xue-zhong
13
Lioui, Abraham
13
Pesaran, M. Hashem
13
Platen, Eckhard
13
Stambaugh, Robert F.
13
Cochrane, John H.
12
Dindo, Pietro
12
Hou, Kewei
12
Kakushadze, Zura
12
Satchell, Stephen
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Xue, Chen
12
Bekaert, Geert
11
Bottazzi, Giulio
11
Pedersen, Lasse Heje
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Post, Thierry
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Pástor, Ľuboš
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Sehgal, Sanjay
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Sentana, Enrique
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Shiller, Robert J.
11
Yamagata, Takashi
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10
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10
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10
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10
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Instituto Valenciano de Investigaciones Económicas
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International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
International Workshop on Financial Engineering <2009, Tokio>
1
Københavns Universitet / Økonomisk Institut
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Journal of banking & finance
80
NBER working paper series
77
Journal of financial economics
73
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63
Journal of empirical finance
61
Finance research letters
60
NBER Working Paper
49
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43
International review of financial analysis
41
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Management science : journal of the Institute for Operations Research and the Management Sciences
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40
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38
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Journal of economic dynamics & control
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The journal of asset management
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Research paper series / Swiss Finance Institute
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Applied economics
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28
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Finance and stochastics
24
Journal of international financial markets, institutions & money
24
Review of quantitative finance and accounting
24
The North American journal of economics and finance : a journal of financial economics studies
24
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Annals of finance
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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Journal of financial and quantitative analysis : JFQA
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Financial markets and portfolio management
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Journal of international money and finance
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Swiss Finance Institute Research Paper
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Applied financial economics
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Pacific-Basin finance journal
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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EconStor
15
OLC EcoSci
6
RePEc
4
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1
Beyond Fama-French factors : alpha from short-term signals
Blitz, David
;
Hanauer, Matthias
;
Honarvar, Iman
; …
- In:
Financial analysts journal : FAJ
79
(
2023
)
4
,
pp. 96-117
Persistent link: https://www.econbiz.de/10014427369
Saved in:
2
Navigating the factor zoo around the world : an institutional investor perspective
Bartram, Söhnke M.
;
Lohre, Harald
;
Pope, Peter F.
; …
- In:
Journal of business economics : JBE
91
(
2021
)
5
,
pp. 655-703
Persistent link: https://www.econbiz.de/10012588809
Saved in:
3
The persistence of mutual funds performance : evidence from the UK stock market
Kenourgios, Dimitrios F.
;
Petropoulos, Ioannis
- In:
Ekonomia : the journal of the Cyprus Economic Society
7
(
2004
)
2
,
pp. 121-138
Persistent link: https://www.econbiz.de/10003267508
Saved in:
4
Accrual
mispricing, value-at-risk, and expected stock returns
Simlai, Prodosh
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1487-1517
Persistent link: https://www.econbiz.de/10012660722
Saved in:
5
Evaluating the
accrual
anomaly in the Chinese stock market with the decomposition method
Huang, Zhuo
;
Qiu, Zhimin
;
Lin, Dawei
- In:
China economic journal : the official journal of the …
13
(
2020
)
3
,
pp. 270-289
Persistent link: https://www.econbiz.de/10012384412
Saved in:
6
Have existing theories explained the
accrual
anomaly? : an evaluation based on the decomposition method
Hu, Zhi-an
;
Huang, Zhuo
;
Lin, Dawei
;
Qiu, Zhimin
- In:
Accounting and finance
62
(
2022
)
3
,
pp. 3645-3675
Persistent link: https://www.econbiz.de/10013468227
Saved in:
7
Testing the accruals anomaly based on the speed of price adjustment
Choy, Siu Kai
;
Lobo, Gerald J.
;
Tan, Yongxian
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1664-1684
Persistent link: https://www.econbiz.de/10013532256
Saved in:
8
Aktienkurs und Unternehmenserfolg : eine empirische Analyse für die größten deutschen, britischen und französischen Aktiengesellschaften
Peters, Markus
-
1999
Persistent link: https://www.econbiz.de/10000665333
Saved in:
9
Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.
;
Grinblatt, Mark
;
Nozawa, Yoshio
-
2023
Persistent link: https://www.econbiz.de/10014417997
Saved in:
10
Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.
;
Grinblatt, Mark
;
Nozawa, Yoshio
-
2022
Persistent link: https://www.econbiz.de/10013412816
Saved in:
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