Narrow search
Showing 1 - 10 of 5,131
Cover Image
Breaking bad : an investment in cannabis
Weisskopf, Jean-Philippe - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430900
Cover Image
Getting high on cannabis stock returns an event study
Afik, Zvika; Cohen, Tehila R.; Lahav, Yaron - In: Finance research letters 46 (2022) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10013339255
Cover Image
Cannabis stocks returns : the role of liquidity and investors' attention via google metrics
Papadamou, Stephanos; Koulis, Alexandros; … - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-11
This paper studies one of the most popular investment themes over recent years, investing in the cannabis industry. In … affect the return dynamics of an investment in cannabis stocks by augmenting the three-factor Fama-French model. In addition … variables under consideration. Our empirical findings show that there is a statistically positive relationship between cannabis …
Persistent link: https://www.econbiz.de/10012804879
Cover Image
Time-series prosperties of the dividend-price ratio with social dynamics
Lawrenz, Jochen - In: Applied economics 45 (2013) 4/6, pp. 569-579
Persistent link: https://www.econbiz.de/10009715028
Cover Image
Return predictability and social dynamics
Hule, Richard; Lawrenz, Jochen - In: Review of managerial science 7 (2013) 2, pp. 159-189
Persistent link: https://www.econbiz.de/10009717178
Cover Image
News-Based Peers and Stock Returns
Tao, Ran - 2020
Applying a “co-coverage” concept to the Dow Jones Newswire articles, we propose to identify each firm's news-based peers (NBPs) and thereby construct a time-varying firm-centric grouping aimed to augment existing industry classification schemes. The advantage of NBP-augmented schemes over...
Persistent link: https://www.econbiz.de/10012823842
Cover Image
Two Trees with Heterogeneous Beliefs : Spillover Effect of Disagreement
Han, Bing - 2017
In a model where investors disagree about the fundamentals of two stocks, the state price density depends on investor disagreements for both stocks, especially the larger stock. This implies that disagreement among investors in a large firm has a spillover effect on the pricing of other stocks...
Persistent link: https://www.econbiz.de/10012972769
Cover Image
Peer Momentum
Misirli, Efdal; Scida, Daniela; Velikov, Mihail - 2021
Using recent advances in network theory, we estimate the intra-industry connectedness for US publicly traded companies going back to the 1920s. We develop a stock-level composite centrality measure that captures multiple dimensions of a stock's interdependence with its industry peers. Using our...
Persistent link: https://www.econbiz.de/10013221557
Cover Image
Picking through the alpha Graveyard correcting for survivorship bias in investment product universes
Allen, Gregory C.; Cliff, Ivan S.; Meerschaert, Walter J. - In: Journal of investment management : JOIM 16 (2018) 3, pp. 46-57
Persistent link: https://www.econbiz.de/10011923027
Cover Image
Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing; Lu, Lei; Zhou, Yi - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954