Similar Search Results

Bad beta good beta, state-space news decomposition and the cross-section of stock returns

Wang, Kent; Li, Jiawei; Huang, Shicheng - In: Accounting and finance : journal of the Accounting … 53 (2013) 2, pp. 587-607

Persistent link: https://www.econbiz.de/10009751216

Asset pricing with time-varying covariances : evidence for the German stock market

Scheicher, Martin - 1996

Persistent link: https://www.econbiz.de/10000982464

Three Indicators on the Cross Section of Stock Expected Returns

Ren, Ping - 2015

The stock expected returns are positively related to operation performances and negatively related to investment and financing activities, we check the three indicators with significant predictive power in the cross-section of stock returns, across large, medium and small cap stock groups: Net...

Persistent link: https://www.econbiz.de/10013016111

The alternative three-factor model : evidence from the German stock market

Kiesel, Florian; Lübbering, Andreas; Schiereck, Dirk - In: Credit and capital markets : Kredit und Kapital 51 (2018) 3, pp. 389-420

Persistent link: https://www.econbiz.de/10011948469

Asset growth, profitability, and investment opportunities

Cooper, Ilan; Maio, Paulo - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 3988-4010

Persistent link: https://www.econbiz.de/10012118532

Validating implied cost of capital with realized returns by using alternative measures of cash-flow news

Ketterer, Simeon; Dionysiou, Dionysia; Eierle, Brigitte; … - In: The British accounting review : the journal of the … 55 (2023) 6, pp. 1-24

Persistent link: https://www.econbiz.de/10014458954

Idiosyncratic risk and expected returns in frontier markets : evidence from GCC

Bley, Jorg; Saad, Mohsen M. - In: Journal of international financial markets, … 22 (2012) 3, pp. 538-554

Persistent link: https://www.econbiz.de/10009623547

Risk and return in the Chinese stock market : does equity return dispersion proxy risk?

Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37

Persistent link: https://www.econbiz.de/10011474042

Idiosyncratic Volatility, Its Expected Variation, and the Cross-Section of Stock Returns

Branger, Nicole - 2019

We show that the widely documented negative relation between idiosyncratic volatility (IVOL) and expected returns can …

Persistent link: https://www.econbiz.de/10012901631

Higher realized moments and stock return predictability

Rehman, Seema; Sharif, Saqib; Ullah, Wali - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 48-70

Persistent link: https://www.econbiz.de/10012587115

1
2
3
4
5
6
7
8
9
10
Next
Last