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~subject:"Capital market returns"
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Capital market returns
USA
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Zhou, Guofu
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Cakici, Nusret
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Daniel, Kent
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Füss, Roland
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Glabadanidis, Paskalis
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
67
Journal of financial and quantitative analysis : JFQA
56
Discussion paper / Centre for Economic Policy Research
32
The journal of finance : the journal of the American Finance Association
31
The journal of futures markets
18
The journal of financial research
17
Financial management
16
International review of finance
13
Review of asset pricing studies
11
Econometric Institute research papers
8
NBER working paper series
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Real estate economics : journal of the American Real Estate and Urban Economics Association
7
Working papers / Rodney L. White Center for Financial Research
7
Applied economics
6
CESifo working papers
6
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
6
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Review of asset pricing studies : RAPS
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CAMA working paper series
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Discussion papers / CEPR
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International finance discussion papers
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Journal of applied econometrics
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The international journal of business and finance research : IJBFR
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Essays on empirical asset pricing
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Essays on investor behavior and financial markets
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Finance India : the quarterly journal of Indian Institute of Finance
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Fisher College of Business working paper series
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International review of economics & finance : IREF
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Journal of economics and finance
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Staff reports / Federal Reserve Bank of New York
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The journal of investing
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ECONIS (ZBW)
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61
Investor sentiment aligned : a powerful predictor of stock returns
Huang, Dashan
;
Jiang, Fuwei
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 791-837
Persistent link: https://www.econbiz.de/10011337560
Saved in:
62
Predictable corporate distributions and stock returns
Bessembinder, Hendrik
;
Zhang, Feng
- In:
The review of financial studies
28
(
2015
)
4
,
pp. 1199-1241
Persistent link: https://www.econbiz.de/10011338235
Saved in:
63
Inside debt and mergers and acquisitions
Phan, Hieu V.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1365-1401
Persistent link: https://www.econbiz.de/10011338935
Saved in:
64
Treasury bond illiquidity and global equity returns
Goyenko, Ruslan
;
Sarkissian, Sergei
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1227-1253
Persistent link: https://www.econbiz.de/10011338941
Saved in:
65
Communicating private information to the equity market before a dividend cut : an empirical analysis
Chemmanur, Thomas J.
;
Tian, Xuan
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1167-1199
Persistent link: https://www.econbiz.de/10011338943
Saved in:
66
A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
Saved in:
67
Tipping and option trading
Lung, Peter P.
;
Xu, Pisun
- In:
Financial management
43
(
2014
)
3
,
pp. 671-701
Persistent link: https://www.econbiz.de/10011338974
Saved in:
68
Institutional investor ownership and corporate pension transparency
Eaton, Tim V.
;
Nofsinger, John R.
;
Varma, Abhishek
- In:
Financial management
43
(
2014
)
3
,
pp. 603-630
Persistent link: https://www.econbiz.de/10011338983
Saved in:
69
Financial distress, stock returns, and the 1978 bankruptcy reform act
Hackbarth, Dirk
;
Haselmann, Rainer
;
Schoenherr, David
-
2014
Persistent link: https://www.econbiz.de/10011340426
Saved in:
70
The impact of oil price shocks on the stock market return and volatility relationship
Kang, Wensheng
;
Ratti, Ronald A.
;
Yoon, Kyung Hwan
-
2014
Persistent link: https://www.econbiz.de/10011341968
Saved in:
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