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Conditional equity premium and aggregate corporate investment
Guo, Hui; Qiu, Buhui - In: Journal of money, credit and banking : JMCB 55 (2023) 1, pp. 251-295
Persistent link: https://www.econbiz.de/10014305964
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Household production and asset prices
Da, Zhi; Wei Yang; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
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Dynamic attention behavior under return predictability
Andrei, Daniel; Hasler, Michael - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
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Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.; Chandorkar, Pankaj; Agarwal, Vineet - In: Research in international business and finance 48 (2019), pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
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Fama-French five-factor asset pricing model : empirical evidence from Indian stock market
Tripathi, Vanita; Singh, Pardeep - In: International journal of business and globalisation : IJBG 27 (2021) 1, pp. 70-91
Persistent link: https://www.econbiz.de/10012505788
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Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun; Chen, Dongqiao; Huang, Jialiang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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Organizational Capital, Tobin's Q, and the Cross Section of Stock Returns
Wang, Kai - 2023
Asset growth factor (AG) – the return on a portfolio that is long in shares of low asset growth firms and short in shares of high asset growth firms - is an economy-wide pervasive risk factor in the widely used Fama and French (2015) five-factor model (FF5) and in the Hou, Xue, and Zhang...
Persistent link: https://www.econbiz.de/10014265276
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Nominal price illusion, return skewness, and momentum
Jia, Yuecheng; Xu, Zheng; Yan, Shu; Zhang, Runyu - In: Finance research letters 67 (2024) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10015062608
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Dynamic mixture models for financial time series
Haas, Markus - 2004 - 1. Aufl.
Inaugural -Dissertation zur Erlangung des Grades eines Doktors der Wirtschafts -und Sozialwissenschaften der Wirtschafts -und Sozialwissenschaftlichen Fakultät der Christian -Albrechts -Universität zu Kiel The objective of this study is the development and application of models for financial...
Persistent link: https://www.econbiz.de/10002452594
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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - In: Journal of financial economics 122 (2016) 2, pp. 221-247
Persistent link: https://www.econbiz.de/10011590901