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isPartOf:"The journal of finance : the journal of the American Finance Association"
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Time series analysis
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Harvey, Campbell R.
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
665
International journal of forecasting
552
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of economics & finance : IREF
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
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Journal of time series econometrics
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Journal of banking & finance
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The empirical economics letters : a monthly international journal of economics
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Journal of international money and finance
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International review of financial analysis
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Macroeconomic dynamics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
39
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1
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
2
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
3
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 597-635
Persistent link: https://www.econbiz.de/10009730850
Saved in:
4
IPO underpricing over the very long run
Chambers, David
;
Dimson, Elroy
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1407-1443
Persistent link: https://www.econbiz.de/10003871958
Saved in:
5
Estimating the intertemporal risk-return tradeoff using the implied cost of capital
Pástor, Ľuboš
;
Sinhā, Mīnākshī
;
Swaminathan, …
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2859-2897
Persistent link: https://www.econbiz.de/10003823138
Saved in:
6
Share issuance and cross-sectional returns
Pontiff, Jeffrey
;
Woodgate, Artemiza
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 921-945
Persistent link: https://www.econbiz.de/10003822783
Saved in:
7
Underreaction to dividend reductions and omissions?
Yi, Liu
;
Szewczyk, Samuel Hideyo
;
Zantout, Zaher Z.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 987-1020
Persistent link: https://www.econbiz.de/10003822788
Saved in:
8
Predicting returns with managerial decision variables : is there a small-sample bias?
Baker, Malcolm
;
Taliaferro, Ryan
;
Wurgler, Jeffrey
- In:
The journal of finance : the journal of the American …
61
(
2006
)
4
,
pp. 1711-1730
Persistent link: https://www.econbiz.de/10003357787
Saved in:
9
Evidence of information spillovers in the production of investment banking services
Benveniste, Lawrence M.
(
contributor
)
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 577-608
Persistent link: https://www.econbiz.de/10001750580
Saved in:
10
Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion
Connolly, Robert A.
;
Stivers, Christopher T.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1521-1556
Persistent link: https://www.econbiz.de/10001781162
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