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Do nonlinearity, firm-specific coefficients, and losses represent distinct factors in the relation between stock returns and accounting earnings?
Lipe, Robert; Bryant, Lisa; Widener, Sally K. - In: Journal of accounting & economics 25 (1998) 2, pp. 195-214
Persistent link: https://www.econbiz.de/10001421390
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Bloated balance sheets and stock returns : asymmetries between profit and loss firms
Papanastasopoulos, Georgios A. - In: Economics and Business Letters : EBL 8 (2019) 1, pp. 53-61
Persistent link: https://www.econbiz.de/10012154936
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Asset prices under habit formation and reference-dependent preferences
Yogo, Motohiro (contributor) - 2007
Persistent link: https://www.econbiz.de/10003727013
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What happened to the quants in August 2007? : evidence from factors and transactions data
Khandani, Amir E.; Lo, Andrew W. - 2008
Persistent link: https://www.econbiz.de/10003778778
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Myopic loss aversion, bond returns and the equity premium puzzle
Jagd, Philip; Madsen, Jakob Brøchner - In: Applied financial economics 19 (2009) 16/18, pp. 1383-1390
In an influential paper Bernatzi and Thaler (1995) (B&T) show that Myopic Loss Aversion (MLA) can explain the equity …
Persistent link: https://www.econbiz.de/10003886198
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Asset prices under habit formation and reference-dependent preferences
Yogo, Motohiro - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 131-143
Persistent link: https://www.econbiz.de/10003675590
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Loss firms' annual report narratives and share price anticipation of earnings
Schleicher, Thomas; Hussainey, Khaled; Walker, Martin - In: The British accounting review : the journal of the … 39 (2007) 2, pp. 153-171
Persistent link: https://www.econbiz.de/10003495064
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A cross-cultural study of reference point adaptation : evidence from China, Korea, and the US
Arkes, Hal R.; Hirshleifer, David; Jiang, Danling; Lim, … - In: Organizational behavior and human decision processes : … 112 (2010) 2, pp. 99-111
Persistent link: https://www.econbiz.de/10003984829
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Does it pay to realize tax losses at the year-end?
Lei, Adam Y .C.; Li, Huihua - In: Financial services review : the journal of individual … 22 (2013) 3, pp. 187-209
Persistent link: https://www.econbiz.de/10011305916
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Loss persistence and returns in the UK
Jiang, Wei; Soares, Nuno; Stark, Andrew W. - In: Accounting and business research : a research quarterly … 46 (2016) 3, pp. 221-242
Persistent link: https://www.econbiz.de/10011556595