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An equilibrium model with buy and hold investors
Wu, Tao - 2004
Persistent link: https://www.econbiz.de/10003384087
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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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Investing when knowledge is limited : essays in financial economics
Walden, Johan - 2005
Persistent link: https://www.econbiz.de/10003555363
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Selection in asset markets : the good, the bad, and the unknown
Bottazzi, Giulio; Dindo, Pietro - 2011
We provide simple examples to illustrate how wealth-driven selection works in asset markets. Our examples deliver both good and bad news. The good news is that if individual assets demands are expressed as a fractions of wealth to be invested in each asset, e.g. because traders maximize an...
Persistent link: https://www.econbiz.de/10009009683
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Cross-sectional performance and investor sentiment in a multiple risk factor model
Berger, Dave; Turtle, Harry J. - In: Journal of banking & finance 36 (2012) 4, pp. 1107-1121
Persistent link: https://www.econbiz.de/10009557815
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Risk, mispricing, and value investing
Bartov, Eli; Kim, Myung-sun - In: Review of quantitative finance and accounting 23 (2004) 4, pp. 353-376
Persistent link: https://www.econbiz.de/10002534895
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Great expectations : a tactical asset allocation framework for diversified real asset portfolios
Simonian, Joseph; Wu, Chenwei - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 38-45
Persistent link: https://www.econbiz.de/10012016812
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Optimal timing and tilting of equity factors
Dichtl, Hubert; Drobetz, Wolfgang; Lohre, Harald; … - In: Financial analysts journal : FAJ 75 (2019) 4, pp. 84-102
Persistent link: https://www.econbiz.de/10012195952
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Does investor sentiment create value for asset pricing? : an empirical investigation of the KOSPI-listed firms
Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3487-3509
Persistent link: https://www.econbiz.de/10014635407
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …
Persistent link: https://www.econbiz.de/10012237439