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Short selling and stock returns : evidence from the UK

Mohamed, Azhar; Jaafar, Aziz; Hodgkinson, Lynn; Wells, Jo - In: The British accounting review : the journal of the … 45 (2013) 2, pp. 125-137

Persistent link: https://www.econbiz.de/10009766781

Cross section of option returns and idiosyncratic stock volatility

Cao, Jie; Han, Bing - In: Journal of financial economics 108 (2013) 1, pp. 231-249

Persistent link: https://www.econbiz.de/10009746504

Investor sentiment, disagreement, and the breadth–return relationship

Cen, Ling; Lu, Hai; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1076-1091

Persistent link: https://www.econbiz.de/10009751210

Inflation risk and the cross section of stock returns

Duarte, Fernando M. - 2013

I establish that inflation risk is priced in the cross section of stock returns: Stocks that have low returns during inflationary times command a risk premium. I estimate a market price of inflation risk that is comparable in magnitude to the price of risk for the aggregate market. Inflation is...

Persistent link: https://www.econbiz.de/10009752802