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Covariance risk, consumption risk, and international stock market returns
Lee, Wai - In: The quarterly review of economics and finance : journal … 37 (1997) 2, pp. 491-510
Persistent link: https://www.econbiz.de/10001226132
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The bid-ask bias and the size effect : a test of the Blume-Stambaugh bid-ask bias effect hypothesis
Branch, Ben Shirley - In: The quarterly review of economics and finance : journal … 38 (1998) 1, pp. 129-148
Persistent link: https://www.econbiz.de/10001235331
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Estimating the beta-return relationship by considering the sign and the magnitude of daily returns
Ben Sita, Bernard - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 28-35
Persistent link: https://www.econbiz.de/10012034395
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Temporary price trends in the stock market with rational agents
Ichkitidze, Yuri - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 103-117
Persistent link: https://www.econbiz.de/10012034517
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Sin stock returns and investor sentiment
Perez Liston, Daniel - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 63-70
Persistent link: https://www.econbiz.de/10011627205
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Investor sentiment and aggregate volatility pricing
Labidi, Chiraz; Yaakoubi, Soumaya - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 53-63
Persistent link: https://www.econbiz.de/10011627506
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Does systematic distress risk drive the investment growth anomaly?
Su, Xuan-Qi - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 240-248
Persistent link: https://www.econbiz.de/10011627535
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Multifactor risk loadings and abnormal returns under uncertainty and learning
Salotti, Simone; Trecroci, Carmine - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 393-404
Persistent link: https://www.econbiz.de/10010492632
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Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
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Examining return predictability of industry style portfolios with prior return relative to a benchmark
Noman, Abdullah; Naka, Atsuyuki; Zirek, Duygu - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 193-203
Persistent link: https://www.econbiz.de/10011792014