Similar Search Results

The other month effect : a re-examination of the "other January" anomaly

Darrat, Ali F.; Li, Bin; Chung, Richard - In: Review of Pacific Basin financial markets and policies 16 (2013) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10010233331

Superstitions and stock trading : some new evidence

Chung, Richard; Darrat, Ali F.; Li, Bin - In: Journal of the Asia Pacific economy 19 (2014) 4, pp. 527-538

Persistent link: https://www.econbiz.de/10010499841

Convenience yield, realised volatility and jumps : evidence from non-ferrous metals

Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510

Persistent link: https://www.econbiz.de/10012027980

The RP-PCA factors and stock return predictability : an aligned approach

Shi, Qi - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014246878

Separating information about cash flows from information about risk in losses

Li, Bin - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3570-3595

Persistent link: https://www.econbiz.de/10012606952

The profitability of trading strategies based on book value and earnings in Hong Kong : market inefficiency vs. risk premia

Cheung, Joseph K. - In: Journal of international financial management and accounting 8 (1997) 3, pp. 204-233

Persistent link: https://www.econbiz.de/10001235615

Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions

Chung, Richard - In: International review of financial analysis 6 (1997) 3, pp. 257-262

Persistent link: https://www.econbiz.de/10001248791

The relative role of beta and other fundamental variables in explaining expected stock returns : Hong Kong evidence

Cheung, Joseph K. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 77-94

Persistent link: https://www.econbiz.de/10001229800

Accuracy of consensus expectations for top-down earnings share forecasts for two S&P indexes

Chung, Richard; Kryzanowski, Lawrence - In: Applied financial economics 9 (1999) 3, pp. 233-238

Persistent link: https://www.econbiz.de/10001454461

Alpha-Beta-Churn of Equity Picks by Institutional Investors and the Robust Superiority of Hedge Funds

Chung, Richard - 2015

The empirical literature on investment performance suggests that only hedge funds among institutional investors have delivered consistent superior performance. We examine whether this stylized fact holds when we narrow focus to long-equity holdings. In our sample period of 1997-2006, the...

Persistent link: https://www.econbiz.de/10013017566