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The high volume return premium : cross-country evidence

Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279

Persistent link: https://www.econbiz.de/10009501397

The high-volume return premium : does it exist in the Chinese stock market?

Wang, Peipei; Wen, Yuanji; Harminder Singh - In: Pacific-Basin finance journal 46 (2017), pp. 323-336

Persistent link: https://www.econbiz.de/10011801041

The return premiums to accruals quality

Bandyopadhyay, Sati P.; Huang, Alan Guoming; Sun, Kevin … - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 83-115

Persistent link: https://www.econbiz.de/10011796597

Can international supply chain induce a return premium? : evidence from U.S. leading high-technology firms and Taiwan stock market

Tsai, Li-Chuan; Zhang, Ruhui; Zhao, Cuifang - In: Finance research letters 32 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012430728

Sentiment lost : the effect of projecting the empirical pricing kernel onto a smaller filtration set

Sala, Carlo; Barone-Adesi, Giovanni - 2015

Supported by empirical examples, this paper provides a theoretical analysis on the impacts of using a suboptimal information set for the estimation of the empirical pricing kernel and, more in general, for the validity of the fundamental theorems of asset pricing. While inferring the...

Persistent link: https://www.econbiz.de/10011506352