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Nonlinearity, data-snooping, and stock index ETF return predictability

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Linear and nonlinear predictability of international securitized real estate returns : a reality check

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External financing, growth and stock returns

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Corporate financing activities, fundamentals to price ratios and the cross section of stock returns

Papanastasopoulos, Georgios; Thomakos, Dimitrios D.; … - In: Journal of economic studies 40 (2013) 4, pp. 493-514

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Accruals and the performance of stock returns following external financing activities

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Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns

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Corporate Financing Activities, Fundamentals to Price Ratios And the Cross Section of Stock Returns

Papanastasopoulos, George A. - 2014

The purpose of the paper is to provide new insights on the relation between the value/growth anomaly and the external financing anomaly by considering an expanded value/growth indicator: free cash flow yield (free cash flows scaled by price). In line with the literature on contrarian portfolios,...

Persistent link: https://www.econbiz.de/10013063725