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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Estimation"
~subject:"Event study"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Abnormal return"
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Cen, Ling
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Da, Zhi
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
2
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:
3
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
4
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:
5
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:
6
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:
7
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
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