Similar Search Results

Trading heterogeneity under information uncertainty

He, Xue-zhong; Zheng, Huanhuan - In: Journal of economic behavior & organization : JEBO 130 (2016), pp. 64-80

Persistent link: https://www.econbiz.de/10011701856

Information uncertainty and the pricing of liquidity

Kang, Wenjin; Li, Nan; Zhang, Huiping - In: Journal of empirical finance 54 (2019), pp. 77-96

Persistent link: https://www.econbiz.de/10012174817

Attitudes towards ambiguous information and stock returns

Zhang, Ziyun - In: Cogent economics & finance 7 (2019) 1, pp. 1-33

represent stocks with high information ambiguity. Independent two-dimension sorting results show that ambiguity averters are …

Persistent link: https://www.econbiz.de/10014232777

Option-Implied variance asymmetry and the cross-section of stock returns

Huang, Tao; Li, Junye - In: Journal of banking & finance 101 (2019), pp. 21-36

Persistent link: https://www.econbiz.de/10012162590

Firm-specific information and systemic risk

Clements, Adam; Liao, Yin - In: Economic modelling 90 (2020), pp. 480-493

Persistent link: https://www.econbiz.de/10012428956

Income smoothing, information uncertainty, stock returns, and cost of equity

Chen, Linda H. - In: Review of Pacific Basin financial markets and policies 16 (2013) 3, pp. 1-34

Persistent link: https://www.econbiz.de/10010233291

Nonparametric tail risk, stock returns and the macroeconomy

Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016

Persistent link: https://www.econbiz.de/10011458735

Comments on: Nonparametric tail risk, stock returns and the macroeconomy

Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016

This paper contains comments on Nonparametric Tail Risk, Stock Returns and the Macroeconomy …

Persistent link: https://www.econbiz.de/10011518800

Hazard stocks and expected returns

DeLisle, R. Jared; Ferguson, Michael F.; Kassa, Haimanot; … - In: Journal of banking & finance 125 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012819764

Interest-Rate Risk Factor and Stock Returns : A Time-Varying Factor-Loadings Model

Huang, Peng - 2018

We extend the Fama–French three-factor model to include a risk factor that proxies for interest-rate risk faced by … observed especially in small size and low book-to-market ratio firms, which are in general more sensitive to interest-rate risk …

Persistent link: https://www.econbiz.de/10012931064

1
2
3
4
5
6
7
8
9
10
Next
Last