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A tale of two anomalies : higher returns of low-risk stocks and return seasonality

Fiore, Christopher; Saha, Atanu - In: The financial review : the official publication of the … 50 (2015) 2, pp. 257-273

Persistent link: https://www.econbiz.de/10011282741

Essays on empirical asset pricing and investor behavior

Westheide, Christian - 2011

Persistent link: https://www.econbiz.de/10009412402

Mood Beta and Seasonalities in Stock Returns

Hirshleifer, David A. - 2020

Existing research has documented cross-sectional seasonality of stock returns—the periodic outperformance of certain stocks during the same calendar months or weekdays. We hypothesize that assets' different sensitivities to investor mood explain these effects and imply other seasonalities....

Persistent link: https://www.econbiz.de/10012854886

Mood beta and seasonalities in stock returns

Hirshleifer, David; Jiang, Danling; Meng, Yuting - In: Journal of financial economics 137 (2020) 1, pp. 272-295

Persistent link: https://www.econbiz.de/10012631338

Mood Betas and Seasonalities in Stock Returns

Hirshleifer, David A.; Jiang, Danling; Meng, Yuting - 2021

high/low mood periods, including those induced by Daylight Saving Time changes, weather conditions and anticipation of …

Persistent link: https://www.econbiz.de/10013224974

Sectoral differences in the choice of the time horizon during estimation of the unconditional stock beta

Dadakas, Dimitrios; Karpetis, Christos; Fassas, Athanasios - In: International Journal of Financial Studies : open … 4 (2016) 4, pp. 1-13

its use in asset valuation. However, there are fewer references with respect to the appropriate time horizon that … investors should utilize when evaluating the risk-return relationship of a stock. We examine the appropriate time horizon for …

Persistent link: https://www.econbiz.de/10011606725