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Kamara, Avraham; Korajczyk, Robert A.; Lou, Xiaoxia; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1769-1793

Persistent link: https://www.econbiz.de/10011654674

Invisible costs and profitability

Lou, Xiaoxia; Sadka, Ronnie - In: Portfolio construction, measurement, and efficiency : …, (pp. 135-143). 2017

Persistent link: https://www.econbiz.de/10011602947

Short-horizon beta or long-horizon alpha?

Kamara, Avraham; Korajczyk, Robert A.; Lou, Xiaoxia; … - In: The journal of portfolio management : a publication of … 45 (2018) 1, pp. 96-105

Persistent link: https://www.econbiz.de/10011980688

Liquidity risk and mutual fund performance

Xi, Dong; Feng, Shu; Sadka, Ronnie - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1020-1041

Persistent link: https://www.econbiz.de/10012013495

Investor protection and the long-run performance of activism

Foroughi, Pouyan; Kang, Namho; Ozik, Gideon; Sadka, Ronnie - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 61-100

Persistent link: https://www.econbiz.de/10012128895

What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?

Froot, Kenneth; Kang, Namho; Ozik, Gideon; Sadka, Ronnie - In: Journal of financial economics 125 (2017) 1, pp. 143-162

Persistent link: https://www.econbiz.de/10011751623

Do hedge funds reduce idiosyncratic risk?

Kang, Namho; Kondor, Péter; Sadka, Ronnie - 2012

Persistent link: https://www.econbiz.de/10011622489

What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns?

Froot, Kenneth - 2016

We develop real-time proxies of retail corporate sales from multiple sources, including ~50 million mobile devices. These measures contain information from both the earnings quarter ("within quarter") and the period between that quarter's end and the earnings announcement date ("post quarter")....

Persistent link: https://www.econbiz.de/10012456311

Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk

Sadka, Ronnie - In: Journal of Financial Economics 80 (2006) 2, pp. 309-349

Persistent link: https://www.econbiz.de/10005376580

Seasonality in the cross-section of stock returns

Heston, Steven L.; Sadka, Ronnie - In: Journal of Financial Economics 87 (2008) 2, pp. 418-445

Persistent link: https://www.econbiz.de/10005376617