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Estimating risk-return relations with analysts price targets

Wu, Liuren - In: Journal of banking & finance 93 (2018), pp. 183-197

Persistent link: https://www.econbiz.de/10011964650

International capital asset pricing : evidence from options

Mo, Henry; Wu, Liuren - In: Journal of empirical finance 14 (2007) 4, pp. 465-498

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The role of exchange rates in intertemporal risk-return relations

Bali, Turan G.; Wu, Liuren - In: Journal of international money and finance 29 (2010) 8, pp. 1670-1686

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Decomposing long bond returns : a decentralized theory

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A market microstructure view of the informational efficiency of security prices

Schwartz, Robert A. - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 75-84

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Liquidity, markets and trading in action : an interdisciplinary perspective

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A.; … - 2022 - 1st ed. 2022.

Chapter 1: Economics and the Equity Market: A Microeconomics Course Application -- Chapter 2: Liquidity, Trading, and Price Determination in Equity Markets: A Finance Course Application -- Chapter 3: Liquidity and the Impact of Information Shocks: A Macroeconomics Course Application -- Chapter...

Persistent link: https://www.econbiz.de/10012814615

Resiliency and stock returns

Hua, Jian; Peng, Lin; Schwartz, Robert A.; Alan, Nazli Sila - In: The review of financial studies 33 (2020) 2, pp. 747-782

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Liquidity, markets and trading in action : an interdisciplinary perspective

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A.; … - 2022

Persistent link: https://www.econbiz.de/10012546626

Asset pricing under the quadratic class

Leippold, Markus; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 2, pp. 271-295

Persistent link: https://www.econbiz.de/10001690148

Estimating Risk-Return Relations with Analysts Price Targets

Wu, Liuren - 2018

Asset pricing tests often replace ex ante return expectation with ex post realization. The large deviation between the two drastically weakens the power of these tests. This paper proposes to use analysts consensus price target for a stock as the market expectation of the stock's future price to...

Persistent link: https://www.econbiz.de/10012916537