Similar Search Results

Narrow search

Does realized skewness predict the cross-section of Chinese stock returns?

Jiang, Yuexiang; Long, Huaigang; Zaremba, Adam - In: Finance research letters 58 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014583518

Asset pricing with dividend surprises

Li, Shi; Wang, Yan - In: Finance research letters 58 (2023) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014583552

Higher-order beliefs and risky asset holdings

Gorodnichenko, Yuriy; Yin, Xiao - 2024

We combine a customized survey and randomized controlled trial (RCT) to study the effect of higher-order beliefs on U.S. retail investors' portfolio allocations. We find that investors' higher-order beliefs about stock market returns are correlated with but distinct from their first-order...

Persistent link: https://www.econbiz.de/10014580789

Hedge fund manager timing and selectivity skill over time : a holdings-based estimate

Aiken, Adam L. - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014631140

Can prospect theory explain anomalies in the Chinese stock market?

Ao, Zhiming; Jiang, Xinru - In: Finance research letters 58 (2023) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10014631085

Asset pricing and risk sharing in complete markets : an experimental investigation

Biais, Bruno; Mariotti, Thomas; Moinas, Sophie; Pouget, … - 2024

Persistent link: https://www.econbiz.de/10015066068