Similar Search Results

Beta matrix and common factors in stock returns

Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440

Persistent link: https://www.econbiz.de/10011930424

Days to cover and stock returns

Hong, Harrison G.; Li, Weikai; Ni, Sophie X.; … - 2015

Persistent link: https://www.econbiz.de/10011282789

Essays in corporate finance and financial intermediation

Kempf, Elisabeth - 2016

Persistent link: https://www.econbiz.de/10011495843

The non-linear and linear impact of investor sentiment on stock returns : an empirical analysis of the US market

Ge̜bka, Bartosz - In: Recent advances in estimating nonlinear models : with …, (pp. 281-299). 2014

Persistent link: https://www.econbiz.de/10011406777

Industry momentum in an earlier time : evidence from the cowles data

Szakmary, Andrew Charles; Zhou, Xiwen - In: The journal of financial research 38 (2015) 3, pp. 319-347

Persistent link: https://www.econbiz.de/10011413019

Sensitivity of US equity returns to economic policy uncertainty and investor sentiments

Ur Rehman, Mobeen; Sensoy, Ahmet; Eraslan, Veysel; … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012822120

The perception of dependence, investment decisions, and stock prices

Ungeheuer, Michael - In: Essays on investor behavior and financial markets, (pp. 11-89). 2017

Persistent link: https://www.econbiz.de/10011719392

Stock returns and the cross-section of investor attention

Ungeheuer, Michael - In: Essays on investor behavior and financial markets, (pp. 91-163). 2017

Persistent link: https://www.econbiz.de/10011719393

Too fast or too slow? : determining the optimal speed of financial markets

Fricke, Daniel; Gerig, Austin - In: Quantitative finance 18 (2018) 4, pp. 519-532

Persistent link: https://www.econbiz.de/10011906427

Gamesmanship and seasonality in U.S. stock returns

Ackert, Lucy F.; Athanassakos, George - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-11

We re-examined the seasonal pattern in the excess returns of highly visible American firms. In contrast to the seasonality for risky, less visible firms, we found that highly visible stocks display return seasonality that shows the opposite trend. Fund managers are prone to gamesmanship, putting...

Persistent link: https://www.econbiz.de/10012534530