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What do fund flows reveal abou...
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1
What Do Fund Flows Reveal About Asset Pricing Models and Investor Sophistication?
Jegadeesh, Narasimhan
-
2019
models. Berk and van Binsbergen (2016) claim that this evidence indicates
CAPM
is the best asset pricing model but Barber …
Persistent link: https://www.econbiz.de/10012900390
Saved in:
2
Dynamic attention behavior under return predictability
Andrei, Daniel
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
66
(
2020
)
7
,
pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
Saved in:
3
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2015
Persistent link: https://www.econbiz.de/10011349375
Saved in:
4
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2016
-
This draft: January 14, 2016
Persistent link: https://www.econbiz.de/10011521991
Saved in:
5
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1270-1315
Persistent link: https://www.econbiz.de/10011749371
Saved in:
6
Investor sentiment aligned : a powerful predictor of stock returns
Huang, Dashan
;
Jiang, Fuwei
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 791-837
Persistent link: https://www.econbiz.de/10011337560
Saved in:
7
Late to recessions : stocks and the business cycle
Cram, Roberto Gómez
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 923-966
Persistent link: https://www.econbiz.de/10013190466
Saved in:
8
Disagreement in the equity options market and stock returns
Golez, Benjamin
;
Goyenko, Ruslan
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1443-1479
Persistent link: https://www.econbiz.de/10012878996
Saved in:
9
Innovative originality, profitability, and stock returns
Hirshleifer, David
;
Hsu, Po-Hsuan
;
Li, Dongmei
-
2017
Persistent link: https://www.econbiz.de/10011669408
Saved in:
10
Incorporating volatility in tolerance intervals for pair-trading strategy and backtesting
Chen, Cathy W. S.
;
Lin, Tsai-Yu
;
Huang, T. Y.
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 63-94
Persistent link: https://www.econbiz.de/10012020269
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