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Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World
Edmans, Alex - 2020
the world – in particular, the importance of considering institutional factors when forming such strategies …
Persistent link: https://www.econbiz.de/10012856632
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Employee satisfaction, labor market flexibility and stock returns around the world
Edmans, Alex; Li, Lucius; Zhang, Chendi - 2014 - This draft: July 8, 2014
Persistent link: https://www.econbiz.de/10010484283
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Employee satisfaction, labor market flexibility, and stock returns around the world
Edmans, Alex; Li, Lucius; Zhang, Chendi - 2014
Persistent link: https://www.econbiz.de/10010391723
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Employee satisfaction, labor market flexibility, and stock returns around the world
Edmans, Alex; Li, Lucius; Zhang, Chendi - 2014
Persistent link: https://www.econbiz.de/10010395181
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Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World
Edmans, Alex - 2014
We study the relationship between employee satisfaction and abnormal stock returns around the world, using lists of the … investing ("SRI") strategies around the world. In particular, they emphasize the importance of taking institutional features …
Persistent link: https://www.econbiz.de/10013050302
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Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around The World
Edmans, Alex - 2014
We study the relationship between employee satisfaction and abnormal stock returns around the world, using lists of the … investing ("SRI") strategies around the world. In particular, they emphasize the importance of taking institutional features …
Persistent link: https://www.econbiz.de/10012458367
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Risk or Mispricing? Cross-Country Evidence on the Cross-Section of Stock Returns
Dong, Mike - 2019
Using a novel collection of market characteristics from 40 countries, this paper test competing explanations behind five major anomalies classified in Hou, Xue, and Zhang (2015): momentum, value-growth, investment, profitability, and trading frictions. Results show that anomaly returns highly...
Persistent link: https://www.econbiz.de/10012860225
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Tail Risk Dynamics in Stock Returns : Links to the Macroeconomy and Global Markets Connectedness
Massacci, Daniele - 2017
We propose a new time-varying peaks over threshold model to study tail risk dynamics in equity markets: the laws of motion for the parameters are defined through the score-based approach. We apply the model to daily returns from U.S. size-sorted decile stock portfolios and show that large firm...
Persistent link: https://www.econbiz.de/10012972558
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International tail risk and world fear
Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, … - 2017
is highly integrated. Introducing a new World Fear index, we find that local and global aggregate market returns are … mainly driven by global tail risk rather than local tail risk. World fear is also priced in the crosssection of stock returns …. Buying stocks with high sensitivities to World Fear while selling stocks with low sensitivities generates excess returns of …
Persistent link: https://www.econbiz.de/10011751251
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Idiosyncratic Risk Innovations and the Idiosyncratic Risk-Return Relation
Rachwalski, Mark - 2020
Stocks with increases in idiosyncratic risk tend to earn low subsequent returns for a few months. However, high idiosyncratic risk stocks eventually earn persistently high returns. These results are consistent with positively priced idiosyncratic risk and temporary underreaction to idiosyncratic...
Persistent link: https://www.econbiz.de/10012857267