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subject:"Unemployment"
type_genre:"Article in journal"
~subject:"ARCH model"
~subject:"Share price"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Labor unemployment risk and CEO incentive compensation
Ellul, Andrew
;
Wang, Cong
;
Zhang, Kuo
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 885-906
Persistent link: https://www.econbiz.de/10014513772
Saved in:
2
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
3
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
4
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
5
Ambiguity aversion and beating benchmarks : does it create a pattern?
Kolasinski, Adam
;
Li, Xu
;
Soliman, Mark
;
Xin, Qian
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 7059-7078
Persistent link: https://www.econbiz.de/10014435458
Saved in:
6
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
7
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
Saved in:
8
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
9
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
Saved in:
10
The granular nature of large institutional investors
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6629-6659
Persistent link: https://www.econbiz.de/10012703696
Saved in:
11
Illiquidity and price informativeness
Kerr, Jon
;
Sadka, Gil
;
Sadka, Ronnie
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 334-351
Persistent link: https://www.econbiz.de/10012156621
Saved in:
12
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:
13
Offsetting disagreement and security prices
Huang, Shiyang
;
Hwang, Byoung-Hyoun
;
Lou, Dong
;
Yin, Chengxi
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3444-3465
Persistent link: https://www.econbiz.de/10012289149
Saved in:
14
Do noisy stock prices impede real efficiency?
Xiao, Steven Chong
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5990-6014
Persistent link: https://www.econbiz.de/10012391494
Saved in:
15
Why do option prices predict stock returns? : the role of price pressure in the stock market
Goncalves-Pinto, Luis
;
Grundy, Bruce D.
;
Hameed, Allaudeen
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 3903-3926
Persistent link: https://www.econbiz.de/10012297731
Saved in:
16
Good and bad variance premia and expected returns
Kilic, Mete
;
Shaliastovich, Ivan
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2522-2544
Persistent link: https://www.econbiz.de/10012039812
Saved in:
17
Stock market predictability and industrial metal returns
Jacobsen, Ben
;
Marshall, Ben R.
;
Visaltanachoti, Nuttawat
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3026-3042
Persistent link: https://www.econbiz.de/10012039974
Saved in:
18
Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg
;
Gaspar, Sérgio
;
Massa, Massimo
- In:
Management science : journal of the Institute for …
65
(
2019
)
3
,
pp. 1430-1453
Persistent link: https://www.econbiz.de/10012013822
Saved in:
19
Corporate social responsibility and firm risk : theory and empirical evidence
Albuquerque, Rui
;
Koskinen, Yrjö
;
Zhang, Chendi
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4451-4469
Persistent link: https://www.econbiz.de/10012118058
Saved in:
20
Asset growth, profitability, and investment opportunities
Cooper, Ilan
;
Maio, Paulo
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 3988-4010
Persistent link: https://www.econbiz.de/10012118532
Saved in:
21
Global economic growth and expected returns around the world : the end-of-the-year effect
Møller, Stig Vinther
;
Rangvid, Jesper
- In:
Management science : journal of the Institute for …
64
(
2018
)
2
,
pp. 573-591
Persistent link: https://www.econbiz.de/10011823088
Saved in:
22
Post-earnings-announcement drift and the return predictability of earnings levels : one effect or two?
Kausar, Asad
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4877-4892
Persistent link: https://www.econbiz.de/10011932637
Saved in:
23
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
24
Evidence on the presence of representativeness bias in investor interpretation of consistency in sales growth
Ahmed, Anwer S.
;
Safdar, Irfan
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 97-113
Persistent link: https://www.econbiz.de/10011646340
Saved in:
25
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
Saved in:
26
Do earnings estimates add value to sell-side analysts’ investment recommendations?
Kecskés, Ambrus
;
Michaely, Roni
;
Womack, Kent
- In:
Management science : journal of the Institute for …
63
(
2017
)
6
,
pp. 1855-1871
Persistent link: https://www.econbiz.de/10011707272
Saved in:
27
Does the unemployment benefit institution affect the productivity of workers? : evidence from the field
Blanco, Mariana
;
Dalton, Patricio S.
;
Vargas, Juan F.
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3691-3707
Persistent link: https://www.econbiz.de/10011772742
Saved in:
28
Network analysis of search dynamics : the case of stock habitats
Leung, Alvin Chung Man
;
Agarwal, Ashish
;
Konana, Prabhudev
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2667-2687
Persistent link: https://www.econbiz.de/10011741410
Saved in:
29
Disagreement, underreaction, and stock returns
Cen, Ling
;
Wei, K. C. John
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 1214-1231
Persistent link: https://www.econbiz.de/10011672898
Saved in:
30
Cash-flow news and the investment effect in the cross section of stock returns
Mao, Mike Qinghao
;
Wei, K. C. John
- In:
Management science : journal of the Institute for …
62
(
2016
)
9
,
pp. 2504-2519
Persistent link: https://www.econbiz.de/10011577128
Saved in:
31
Household production and asset prices
Da, Zhi
;
Wei Yang
;
Yun, Hayong
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
Saved in:
32
Corporate transparency and the impact of investor sentiment on stock prices
Firth, Michael Anthony
;
Wang, Kailong Philip
;
Wong, …
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1630-1647
Persistent link: https://www.econbiz.de/10011304112
Saved in:
33
The reaction of stock returns to news about fundamentals
Cenesizoglu, Tolga
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1072-1093
Persistent link: https://www.econbiz.de/10011284880
Saved in:
34
Changes in the composition of publicly traded firms : implications for the dividend-price ratio and return predictability
Jank, Stephan
- In:
Management science : journal of the Institute for …
61
(
2015
)
6
,
pp. 1362-1377
Persistent link: https://www.econbiz.de/10011293384
Saved in:
35
Investor sentiment, disagreement, and the breadth–return relationship
Cen, Ling
;
Lu, Hai
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1076-1091
Persistent link: https://www.econbiz.de/10009751210
Saved in:
36
Asset-pricing implications of dividend volatility
Li, Yan
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
9
,
pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
Saved in:
37
Jackknife estimator for tracking error variance of optimal portfolios
Basak, Gopal Krishna
;
Jagannathan, Ravi
;
Ma, Tongshu
- In:
Management science : journal of the Institute for …
55
(
2009
)
6
,
pp. 990-1002
Persistent link: https://www.econbiz.de/10003865939
Saved in:
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