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The MAX effect : European evidence
Walkshäusl, Christian - In: Journal of banking & finance 42 (2014), pp. 1-10
Persistent link: https://www.econbiz.de/10010408454
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Profitability Anomaly and Aggregate Volatility Risk
Barinov, Alexander - 2020
Firms with lower profitability have lower expected returns because such firms perform better than expected when market … with this hypothesis, the profitability anomaly is stronger for distressed and volatile firms, and aggregate volatility …
Persistent link: https://www.econbiz.de/10012855868
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Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
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The profitability of low-volatility
Blitz, David; Vidojevic, Milan - In: Journal of empirical finance 43 (2017), pp. 33-42
Persistent link: https://www.econbiz.de/10011817898
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Evolution of short-term contrarian profits
Yang, Xuebing; Zhang, Huilan - In: Studies in economics and finance 41 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014467183
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Profitability and low-risk anomalies reexamined
Kohls, Tobias; Mager, Ferdinand - In: Global finance journal 56 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014478979
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Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher; McMillan, David G.; Kambouroudis, Dimos - In: The European journal of finance 29 (2023) 14, pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
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Profitability anomaly and aggregate volatility risk
Barinov, Alexander - In: Journal of financial markets 64 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014466100
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Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei; Song, Wuqi; Dong, Minyi - In: Economic modelling 128 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
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Corporate sustainability performance and profitability: the moderating role of liquidity and stock price volatility : evidence from Jordan
Taha, Rana; Al Omush, Ahmed M.; Al-Nimer, Munther - In: Cogent business & management 10 (2023) 1, pp. 1-17
The study aims to investigate the effect of Corporate Sustainability Performance (CSP) on profitability by examining … sustainability (environmental, social and governance) on firm profitability. Further, 38 criteria were utilized in the study to … study reveals a significant positive relationship between CSP and profitability; liquidity and stock price volatility also …
Persistent link: https://www.econbiz.de/10014457523