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Chen, Luyang; Pelger, Markus; Zhu, Jason - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 714-750

Persistent link: https://www.econbiz.de/10014513601

Attitudes towards ambiguous information and stock returns

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

This study examines whether investors’ attitudes toward ambiguity can explain cross-sectional stock returns by investigating the relationship between future stock returns and option-implied volatilities as well as implied third moments. We find that investors’ attitudes toward different...

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

Market operating leverage and expected stock returns

Taussig, Roi D. - In: The journal of corporate accounting & finance 33 (2022) 4, pp. 166-172

Persistent link: https://www.econbiz.de/10013463695

Expectations and stock market in Nepal

Sedhain, Roshan; Shijin, S. - In: Vision : the journal of business perspective 27 (2023) 5, pp. 671-679

Persistent link: https://www.econbiz.de/10014433467

Sentiment and the cross-section of expected stock returns

Jacoby, Gady; Liao, Chi; Lin, Nanying; Lu, Lei - In: The financial review : the official publication of the … 59 (2024) 2, pp. 459-485

Persistent link: https://www.econbiz.de/10014543991

Dissecting sources of price momentum : evidence from India

Sehgal, Sanjay; Jain, Kanu - In: International journal of emerging markets 10 (2015) 4, pp. 801-819

Persistent link: https://www.econbiz.de/10011489451

Economic freedom index and stock returns in Malaysia

Devinaga, Rasiah; Ying, Tay Lee; Solarin Sakiru Adebola - In: Theoretical and applied economics : GAER review 23 (2016) 1, pp. 213-236

Persistent link: https://www.econbiz.de/10011563834

Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?

Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31

(beta), as indicated by the single-factor Capital Asset Pricing Model (CAPM), and the multifactor Fama-French Three …

Persistent link: https://www.econbiz.de/10012872607

The unintended impact of academic research on asset returns : the capital asset pricing model alpha

Horenstein, Alex R. - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3655-3673

Persistent link: https://www.econbiz.de/10012606964

Do book to market and size explain stock returns of banks? : an empirical investigation from MENA economies

Ltaifa, Monia Ben - In: International journal of managerial and financial accounting 10 (2018) 3, pp. 223-249

Persistent link: https://www.econbiz.de/10011961402

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