Similar Search Results

Investor attention, information acquisition, and value premium : a mispricing perspective

Ahmad, Fawad; Oriani, Raffaele - In: International review of financial analysis 79 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013349824

Essays in finance

Andrade, Sandro C. - 2006

Persistent link: https://www.econbiz.de/10003971697

Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance

Zhang, Hong - 2004

Persistent link: https://www.econbiz.de/10003551684

Momentum has its moments

Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120

Persistent link: https://www.econbiz.de/10011347950

Essays on the role of long run risks in asset markets

Kiku, Dana - 2007

Persistent link: https://www.econbiz.de/10009693865

Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle : The Rational Finance Approach

Rachev, Svetlozar T. - 2020

In this paper we address three main objections of behavioral finance to the theory of rational finance, considered as “anomalies” the theory of rational finance cannot explain: (i) Predictability of asset returns; (ii) The Equity Premium; (iii) The Volatility Puzzle. We offer resolutions of...

Persistent link: https://www.econbiz.de/10012842392

Cash-Flow Risk, Discount Risk, and the Value Premium

Santos, Tano - 2006

value premium is larger in %u201Cbad times,%u201D due to time variation in risk preferences; (c) the unconditional CAPM … rationalizes why the conditional CAPM and a Fama and French (1993) HML factor outperform the unconditional CAPM …

Persistent link: https://www.econbiz.de/10012783344

Active and passive asset management

Monteux, Manou - In: Asset management : strategies, opportunities and challenges, (pp. 61-79). 2019

Persistent link: https://www.econbiz.de/10013275762

Understanding momentum and reversal

Kelly, Bryan T.; Moskowitz, Tobias J.; Pruitt, Seth - In: Journal of financial economics 140 (2021) 3, pp. 726-743

Persistent link: https://www.econbiz.de/10013259592

The idiosyncratic momentum anomaly

Blitz, David; Hanauer, Matthias; Vidojevic, Milan - In: International review of economics & finance : IREF 69 (2020), pp. 932-957

Persistent link: https://www.econbiz.de/10012487461