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Essays on reversal and momentum patterns in stock markets : evidence from the U.S. and Europe
Hühn, Hannah Lea - 2015
Persistent link: https://www.econbiz.de/10011442858
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An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr; Naumenkova, Svitlana; Mishchenko, … - In: Investment management and financial innovations 17 (2020) 1, pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Stock market timing with entropy
Efremidze, Levan; Stanley, Darrol J.; Kinsman, Michael D. - In: The journal of wealth management 18 (2015/16) 3, pp. 57-67
Persistent link: https://www.econbiz.de/10011398072
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The cross-section of stock returns in frontier emerging markets
Groot, Wilma de; Pang, Juan; Swinkels, Laurens - In: Journal of empirical finance 19 (2012) 5, pp. 796-818
Persistent link: https://www.econbiz.de/10009700587
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On the interaction between momentum effect and size effect
Alhenawi, Yasser - In: Review of financial economics : RFE 26 (2015), pp. 36-46
Persistent link: https://www.econbiz.de/10011411959
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The Cross-Section of Equity Returns and Assets’ Fundamental Cash-Flow Risk
Galsband, Victoria - 2011
The decomposition of consumption beta into a component driven by assets' cash-flow news and one related to assets' discount-rate news reveals that macroeconomic risks embodied in cash flows largely account for the cross-sectional dynamics of average stock returns. Empirically, we find that...
Persistent link: https://www.econbiz.de/10013132049
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Stocks for the long run? : sometimes yes, sometimes no
McQuarrie, Edward F. - In: Financial analysts journal : FAJ 80 (2024) 1, pp. 12-28
Persistent link: https://www.econbiz.de/10014576148
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Do hedge funds bet against beta?
Malachov, Aleksej; Riley, Timothy B.; Yan, Qing - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483