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Comparing sentiment and sentiment shock in stock returns

Bu, Qiang; Forrest, Jeffrey Yi-Lin - In: Managerial finance 50 (2024) 6, pp. 1174-1195

Persistent link: https://www.econbiz.de/10015049372

Can the Sell in May effect be enhanced by a size tilt?

Abukari, Kobana; Oldford, Erin; Jog, Vijay M. - In: Managerial finance 50 (2024) 7, pp. 1270-1290

Persistent link: https://www.econbiz.de/10015049378

How important are foreign ownership linkages for international stock returns?

Bartram, Söhnke M.; Griffin, John M.; Ng, David Tat-chee - 2012

Persistent link: https://www.econbiz.de/10009568958

Predicting stock returns : implications for asset pricing

McMillan, David G. - 2018 - 1st edition 2018

Persistent link: https://www.econbiz.de/10011734235

Empirical asset pricing models : data, empirical verification, and model search

Jeng, Jau-Lian - 2018 - [1st edition 2018]

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in...