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Strategic default, debt structure, and stock returns

Valta, Philip - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 197-229

Persistent link: https://www.econbiz.de/10011577551

Essays on reversal and momentum patterns in stock markets : evidence from the U.S. and Europe

Hühn, Hannah Lea - 2015

Persistent link: https://www.econbiz.de/10011442858

Nonlinearity and flight-to-safety in the risk-return tradeoff for stocks and bonds

Adrian, Tobias; Crump, Richard K.; Vogt, Erik - 2016

Persistent link: https://www.econbiz.de/10011524447

Trading skill : evidence from trades of corporate insiders in their personal portfolios

Ben-David, Itzhak; Birru, Justin; Rossi, Andrea - 2016

Persistent link: https://www.econbiz.de/10011457633

Measuring institutional investors' skill from their investments in private equity

Cavagnaro, Daniel R.; Sensoy, Berk A.; Wang, Yingdi; … - 2016

Persistent link: https://www.econbiz.de/10011539712

Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds

Adrian, Tobias; Crump, Richard; Vogt, Erik - 2015

where the time variation of the price of risk is a function of the level of the VIX. …

Persistent link: https://www.econbiz.de/10010505953

The non-linear and linear impact of investor sentiment on stock returns : an empirical analysis of the US market

Ge̜bka, Bartosz - In: Recent advances in estimating nonlinear models : with …, (pp. 281-299). 2014

Persistent link: https://www.econbiz.de/10011406777

Benchmarking and currency risk

Massa, Massimo; Wang, Yanbo; Zhang, Hong - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 629-654

Persistent link: https://www.econbiz.de/10011577517

Innovative originality, profitability, and stock returns

Hirshleifer, David; Hsu, Po-Hsuan; Li, Dongmei - 2017

Persistent link: https://www.econbiz.de/10011669408

Measuring institutional investors' skill from their investments in private equity

Cavagnaro, Daniel R.; Sensoy, Berk A.; Wang, Yingdi; … - 2018

Using a large sample of institutional investors' investments in private equity funds raised between 1991 and 2011, we estimate the extent to which investors' skill affects their returns. Bootstrap analyses show that the variance of actual performance is higher than would be expected by chance,...

Persistent link: https://www.econbiz.de/10011962225