Similar Search Results

Allocating and forecasting changes in risk

Gaigall, Daniel - In: Journal of risk 25 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014283880

Allocating and forecasting changes in risk

Gaigall, Daniel - In: Journal of risk : JOR 25 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014487054

Analysts' disagreement, self-selection, and stock returns

Wu, Liang; Long, Yunshen; Li, Wenyue; Wu, Bingyan - In: Journal of business economics and management 24 (2023) 1, pp. 37-53

the risk channel as the analysts' disagreement is associated with earnings uncertainty. The stock price will be discounted …

Persistent link: https://www.econbiz.de/10014330637

Is PIN priced risk?

Mohanram, Partha; Rajgopal, Shiva - In: Journal of accounting & economics 47 (2009) 3, pp. 226-243

Persistent link: https://www.econbiz.de/10003861709

Further evidence on the relation between analysts' forecast dispersion and stock returns

Barron, Orie E.; Stanford, Mary Harris; Yu, Yong - In: Contemporary accounting research : a journal of the … 26 (2009) 2, pp. 329-357

Persistent link: https://www.econbiz.de/10003886086

Hedge fund alphas : do they reflect managerial skills or mere compensation for liquidity risk bearing?

Gibson, Rajna; Wang, Songtao - 2008

This article analyzes the effect of liquidity risk on the performance of various hedge fund portfolio strategies. Similarly to Avramov et al. (2007), we find that, before accounting for the effect of liquidity risk, hedge fund portfolios that incorporate predictability in managerial skills...