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~person:"Cao, Jie"
~person:"Jiang, Yuexiang"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Search: subject_exact:"Asset return"
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Capital market returns
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Cao, Jie
Jiang, Yuexiang
Zaremba, Adam
23
Long, Huaigang
11
Bali, Turan G.
10
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10
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9
Narayan, Paresh Kumar
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ECONIS (ZBW)
10
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1
Option return predictability
Zhan, Xintong
;
Han, Bing
;
Cao, Jie
;
Tong, Qing
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1394-1442
Persistent link: https://www.econbiz.de/10012878994
Saved in:
2
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
3
Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Economic research
33
(
2020
)
1,1
,
pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
Saved in:
4
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
5
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
6
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
7
Institutional investment constraints and stock prices
Cao, Jie
;
Han, Bing
;
Wang, Qinghai
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 465-489
Persistent link: https://www.econbiz.de/10011742051
Saved in:
8
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
Cao, Jie
;
Han, Bing
- In:
Journal of banking & finance
73
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
Saved in:
9
Alliances and return predictability
Cao, Jie
;
Chordia, Tarun
;
Chen, Lin
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1689-1717
Persistent link: https://www.econbiz.de/10011665177
Saved in:
10
Cross section of option returns and idiosyncratic stock volatility
Cao, Jie
;
Han, Bing
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 231-249
Persistent link: https://www.econbiz.de/10009746504
Saved in:
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