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subject:"Securities trading"
subject:"Share price"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Return predictability"
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Securities trading
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Estimation
494
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Narayan, Paresh Kumar
4
Zaremba, Adam
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Cakici, Nusret
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Hong, Harrison G.
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Journal of financial economics
Journal of international financial markets, institutions & money
Finance research letters
136
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121
Applied economics letters
117
NBER working paper series
114
International review of economics & finance : IREF
112
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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ECONIS (ZBW)
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
4
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
5
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
6
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
7
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
8
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
9
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
10
Asset pricing in bull and bear markets
Sampan Nettayanun
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014306379
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