Similar Search Results

Idiosyncratic information and the cost of equity capital : a meta-analytic review of the literature

Schreder, Max - In: Journal of accounting literature : the official journal … 41 (2018), pp. 142-172

Persistent link: https://www.econbiz.de/10012030539

Empirical risk factors in realized stock returns

Novák, Jiří; Petr, Dalibor - 2009

Measuring risk in the stock market context is one of the key challenges of modern finance. Despite of the substantial significance of the topic to investors and market regulators, there is a controversy over what risk factors should be used to price the assets or to determine the cost of...

Persistent link: https://www.econbiz.de/10010322253

On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications

Schmidt, Peter S.; von Arx, Urs; Schrimpf, Andreas; … - 2011

momentum risk factor (as existing work has suggested), but also the widely-used U.S. size and value risk factors. We then build … novel pan-European and country-specific momentum, size, and value risk factors. By comparing our pan-European market returns …

Persistent link: https://www.econbiz.de/10011753205

On the validity of the augmented Fama and French’s (1993) model : evidence from the Hong Kong stock market

Lam, Keith S. K.; Li, Frank K.; So, Simon M. S. - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 89-111

Persistent link: https://www.econbiz.de/10008797142

Momentum trading, mean reversal and overreaction in Chinese stock market

Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323

Persistent link: https://www.econbiz.de/10009301286

Are momentum profits driven by the cross-sectional dispersion in expected stock returns?

Bhootra, Ajay - In: Journal of financial markets 14 (2011) 3, pp. 494-513

Persistent link: https://www.econbiz.de/10009261755

Residual momentum

Blitz, David; Huij, Joop; Martens, Martin - In: Journal of empirical finance 18 (2011) 3, pp. 506-521

Persistent link: https://www.econbiz.de/10009302077

On the performance of emerging market equity mutual funds

Huij, Joop; Post, Thierry - In: Emerging markets review 12 (2011) 3, pp. 238-249

Persistent link: https://www.econbiz.de/10009306833

The smallest stocks are not just smaller : global evidence

Moor, Lieven de; Sercu, Piet - In: The European journal of finance 21 (2015) 1/3, pp. 51-70

Persistent link: https://www.econbiz.de/10010519976

Momentum profit fluctuations in seasonal conditions due to default probability

Lee, Nicholas Rueilin; Liu, Jung Fang; Lin, Yih-Bey; … - In: The empirical economics letters : a monthly … 13 (2014) 6, pp. 715-722

Persistent link: https://www.econbiz.de/10010520042

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