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Momentum crashes and the 52-week high

Byun, Suk Joon; Jeon, Byounghyun - In: Financial analysts journal : FAJ 79 (2023) 2, pp. 120-139

Persistent link: https://www.econbiz.de/10014291965

Investor sentiment, style investing, and momentum

Ashour, Samar; Hao, Qing; Harper, Adam - In: Journal of financial markets 62 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014226768

Behavioural asset pricing : a review

Nanayakkara, N. S.; Pulukkuttige Don Nimal; Banda, Y. … - In: International journal of economics and financial issues … 9 (2019) 4, pp. 101-108

Persistent link: https://www.econbiz.de/10012150122

International Stock Return Predictability and Asset Pricing Models

Smith, Simon - 2021

We propose a new methodology for predicting international stock returns and evaluating international asset pricing models. Our Bayesian framework performs probabilistic selection of predictors and factors that can shift at multiple unknown structural break dates. The approach generates...

Persistent link: https://www.econbiz.de/10013251872

Can we invest on the basis of equity risk premia and risk factors from multi-factor models?

Sakowski, Paweł; Slepaczuk, Robert; Wywiał, Mateusz - In: Economics and business review 2 (2016) 3, pp. 78-98

Persistent link: https://www.econbiz.de/10011634969

Multi-factor asset pricing models : factor construction choices and the revisit of pricing factors

Skočir, Matevž; Lončarski, Igor - In: Journal of international financial markets, … 55 (2018), pp. 65-80

Persistent link: https://www.econbiz.de/10011984094

Essays on empirical asset pricing

Verbeek, Roy - 2017

Persistent link: https://www.econbiz.de/10011863839

The cross-section of investment and profitability : implications for asset pricing

Kilic, Mete; Yang, Louis; Zhang, Miao Ben - In: Journal of financial economics 145 (2022) 3, pp. 706-724

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Mispricing, returns and the quest for parsimony

Qiu, Wanling - In: Finance research letters 37 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012484942

Anomalies and investor sentiment : international evidence and the impact of size factor

Salur, Bayram Veli; Ekinci, Cumhur - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-21

We examine whether investor sentiment can explain anomalies such as size and book-to-market in the US stock market …-to-market ratio, etc.) of developed markets for the same purpose. We find that sentiment is related to some anomalies in Europe, Japan …

Persistent link: https://www.econbiz.de/10014284678