Narrow search
Showing 1 - 10 of 275
Cover Image
BM(book-to-market ratio) factor : medium-term momentum and long-term reversal
Wei-qi, Liu; Jingxing, Zhang - In: Financial innovation : FIN 4 (2018) 1, pp. 1-29
To explain medium-term momentum and long-term reversal, we use the difference between the optional model and the CAPM model to construct a winner-loser portfolio. According to the CAPM model’s zero explanatory ability with respect to stock market anomalies, we obtain an anomaly interpretative...
Persistent link: https://www.econbiz.de/10011825744
Cover Image
Accounting ratios and the cross-section of expected stock returns
Cordis, Adriana S. - In: Journal of business finance & accounting : JBFA 41 (2014) 9/10, pp. 1157-1192
Persistent link: https://www.econbiz.de/10010503642
Cover Image
Do overnight returns explain firm-specific investor sentiment in China?
Zhou, Xuemei; Liu, Qiang; Guo, Shuxin - In: International review of economics & finance : IREF 76 (2021), pp. 451-477
Persistent link: https://www.econbiz.de/10013175837
Cover Image
Limited investor attention, relative fundamental strength, and the cross-section of stock returns
Zhu, Zhaobo; Sun, Licheng; Yung, Kenneth K.; Chen, Min - In: The British accounting review : the journal of the … 52 (2020) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10012286079
Cover Image
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam; Kizys, Renatas; Raza, Muhammad Wajid - In: Journal of empirical finance 55 (2020), pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Cover Image
Illiquidity and stock returns : the moderating role of investors' holding period in Central and Eastern European markets
Stereńczak, Szymon - In: International journal of emerging markets 19 (2024) 7, pp. 2025-2045
Persistent link: https://www.econbiz.de/10014576732
Cover Image
Zero-investment portfolio strategy and excess returns in ESG100 stocks
Parichat Sinlapates; Thawaree Chinnasaeng - In: Comparative analysis of trade and finance in emerging …, (pp. 51-66). 2023
Persistent link: https://www.econbiz.de/10014316845
Cover Image
Size and value effects in the Visegrad countries
Borys, Magdalena Morgese; Zemčik, Petr - In: Emerging markets finance & trade : a journal of the … 47 (2011) 3, pp. 50-68
Persistent link: https://www.econbiz.de/10009313729
Cover Image
What drives the value premium? : risk versus mispricing ; evidence from international markets
Chaves, Denis B.; Hsu, Jason C.; Kalesnik, Vitali; … - In: Journal of investment management : JOIM 11 (2013) 4, pp. 22-39
Persistent link: https://www.econbiz.de/10010357098
Cover Image
Book-to-market ratio and skewness of stock returns
Zhang, Xiao-jun - In: The accounting review : a publication of the American … 88 (2013) 6, pp. 2213-2240
Persistent link: https://www.econbiz.de/10010231036