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The idiosyncratic volatility puzzle and mergers and acquisitions activity

Switzer, Lorne N.; El Meslmani, Nabil - In: Risk and decision analysis 6 (2017) 3, pp. 193-212

Persistent link: https://www.econbiz.de/10011925075

Economic determinants of intertemporal variation in the aggregate earnings-returns relation

Kim, Jaewoo; Land, Hunter; Schonberger, Bryce; Wasley, … - 2018 - Current version: March 2018

We develop and test explanations for sources of intertemporal variation in the information content of aggregate earnings and how that variation explains variation in the relation between aggregate earnings growth and market returns over time. We find that the correlation between aggregate...

Persistent link: https://www.econbiz.de/10011800977

The cross-section of labor leverage and equity returns

Donangelo, Andres; Gourio, François; Kehrig, Matthias; … - In: Journal of financial economics 132 (2019) 2, pp. 497-518

Persistent link: https://www.econbiz.de/10012136934

Signalling role of 2G scam investigation on stock market returns of select telecom companies in India

Gupta, Pooja; Jain, Nainika - In: International journal of public sector performance … 5 (2019) 3/4, pp. 370-383

Persistent link: https://www.econbiz.de/10012138763

Illiquidity and price informativeness

Kerr, Jon; Sadka, Gil; Sadka, Ronnie - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 334-351

Persistent link: https://www.econbiz.de/10012156621

Predictibilidad del mercado accionario colombiano

López-Gaviria, José Ignacio - In: Lecturas de economía 91 (2019), pp. 117-150

Persistent link: https://www.econbiz.de/10012198345

Yield spread and the income distribution

Berisha, Edmond - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 363-377

Persistent link: https://www.econbiz.de/10011792505

Spatial correlation in expected returns in commercial real estate markets and the role of core markets

Shilling, James D.; Sirmans, Clemon F.; Slade, Barrett A. - In: The journal of real estate finance and economics 54 (2017) 3, pp. 297-337

Persistent link: https://www.econbiz.de/10011797620

The trend in firm profitability and the cross-section of stock returns

Akbas, Ferhat; Jiang, Chao; Koch, Paul Douglas - In: The accounting review : a publication of the American … 92 (2017) 5, pp. 1-32

Persistent link: https://www.econbiz.de/10011762772

Uncovering expected returns : information in analyst coverage proxies

Lee, Charles M. C.; So, Eric - In: Journal of financial economics 124 (2017) 2, pp. 331-348

Persistent link: https://www.econbiz.de/10011751448