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isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
~subject:"Financial analysis"
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Search: subject_exact:"Abnormal return"
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117
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Econometric Institute research papers
Journal of financial and quantitative analysis : JFQA
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1
Enhanced global asset pricing factors
Zimmermann, Lukas
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2692-2731
Persistent link: https://www.econbiz.de/10014365211
Saved in:
2
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
3
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
4
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
5
Pricing intertemporal risk when investment opportunities are unobservable
Cederburg, Scott
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1759-1789
Persistent link: https://www.econbiz.de/10012139946
Saved in:
6
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
7
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
Saved in:
8
Best practice for cost-of-capital estimates
Levi, Yaron
;
Welch, Ivo
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 427-464
Persistent link: https://www.econbiz.de/10011742050
Saved in:
9
Time-varying beta and the value premium
Guo, Hui
;
Wu, Chaojiang
;
Yu, Yan
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1551-1576
Persistent link: https://www.econbiz.de/10011928397
Saved in:
10
Does information-processing cost affect firm-specific information acquisition? : evidence from XBRL adoption
Dong, Yi
;
Li, Oliver Zhen
;
Lin, Yupeng
;
Ni, Chenkai
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10011577496
Saved in:
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