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Resiliency and Stock Returns
Hua, Jian - 2020
We present resiliency as a measure of liquidity, and assess its relationship to expected returns. We establish a … liquidity-related measures and control variables. The results are significant for both value-weighted and equal-weighted returns …
Persistent link: https://www.econbiz.de/10012851808
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Evidence of stock returns and abnormal trading volume : a threshold quantile regression approach
Chen, Cathy W. S.; So, Mike Ka-pui; Chiang, Thomas C. - In: The Japanese economic review : the journal of the … 67 (2016) 1, pp. 96-124
Persistent link: https://www.econbiz.de/10011720775
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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Sustainability, resilience, and returns during COVID-19 : empirical evidence from US and Indian stock markets
Yadav, Neetu; Bhama, Vandana - In: Journal of emerging market finance 22 (2023) 2, pp. 215-238
Persistent link: https://www.econbiz.de/10014292133
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Do funds make more when they trade more?
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - 2015
Persistent link: https://www.econbiz.de/10011522122
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The calm before the storm
Akbas, Ferhat - In: The journal of finance : the journal of the American … 71 (2016) 1, pp. 225-266
Persistent link: https://www.econbiz.de/10011561896
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Buyers versus sellers : who initiates trades, and when?
Chordia, Tarun; Goyal, Amit; Jegadeesh, Narasimhan - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1467-1490
Persistent link: https://www.econbiz.de/10011665130
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Do funds make more when they trade more?
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - 2014
Persistent link: https://www.econbiz.de/10010457911
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A taxonomy of anomalies and their trading costs
Novy-Marx, Robert; Velikov, Mihail - 2014
Persistent link: https://www.econbiz.de/10010461181
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Do funds make more when they trade more?
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - 2014
Persistent link: https://www.econbiz.de/10010463572