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Behavioral preferences and beliefs in asset pricing

Gertsman, Gleb - 2023

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Liquidity and asset pricing : evidence from a new free-float-adjusted price impact ratio

Le, Huong; Gregoriou, Andros - In: Journal of economic studies 49 (2022) 4, pp. 751-771

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Isolating momentum crashes

Dierkes, Maik; Krupski, Jan - In: Journal of empirical finance 66 (2022), pp. 1-22

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Another look at sources of momentum profits

Chai, Daniel; Chiah, Mardy; Zhong, Angel; Li, Bob - In: International review of economics & finance : IREF 79 (2022), pp. 310-323

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Taming momentum crashes

Bianchi, Daniele; De Polis, Andrea; Petrella, Ivan - 2024

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Market frictions and momentum premium : does stock mispricing matter? : evidence from China

Tarek, Amira; Ali, Heba; Mohamed, Ehab K. A. - In: The journal of corporate accounting & finance 35 (2024) 2, pp. 50-77

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Higher-order moments and asset pricing in the Australian stock market

Ahadzie, Richard Mawulawoea; Jeyasreedharan, Nagaratnam - In: Accounting and finance 64 (2024) 1, pp. 75-128

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The value and growth effect in the Vietnamese stock market : a mispricing explanation

Le Quy Duong - In: Review of behavioral finance : RBF 16 (2024) 3, pp. 439-459

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The value of a two-dimensional value investment strategy : evidence from the Korean stock market

Cho, Seong-soon; Shin, Jung-soon; Byun, Jinho - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 58-81

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Value and contrarian investment strategies : evidence from Indian stock market

Jagirdar, Sharneet Singh; Gupta, Pradeep Kumar - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-19

Value and contrarian investment strategies are two basic approaches which are widely used by investors worldwide. Both value and contrarian investment strategies are assumed to pick the same stocks even though the approach to picking the stocks is different. Furthermore, both investment...

Persistent link: https://www.econbiz.de/10014305797