Search Results - subject:"asset-pricing anomalies"

Air temperature and sovereign bond returns

Kizys, Renatas; Rouatbi, Wael; Umar, Zaghum; Zaremba, Adam - In: Financial markets, institutions & instruments 33 (2024) 2, pp. 179-209

Persistent link: https://www.econbiz.de/10014532260

The loan fee anomaly : a short seller’s best ideas

Engelberg, Joseph; Evans, Richard; Leonard, Gregory K.; … - In: Management science : journal of the Institute for … 71 (2025) 7, pp. 5529-5551

Persistent link: https://www.econbiz.de/10015447155

Does financial integration impact performance of equity anomalies?

Sharma, Gagan; Sehgal, Sanjay; Mishra, Anil V. - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-51

We examine prominent market anomalies and evaluate the efficacy of alternative asset pricing models under different financial integration settings. A financial integration index is developed for classifying 25 sample markets into high-, medium- and low integration groups. Size is found to be the...

Persistent link: https://www.econbiz.de/10015073984

Does financial integration impact performance of equity anomalies?

Sharma, Gagan; Sehgal, Sanjay; Mishra, Anil V. - In: Cogent economics & finance 10 (2022) 1, pp. 1-51

Persistent link: https://www.econbiz.de/10013391096

Does investor sentiment create value for asset pricing? : an empirical investigation of the KOSPI-listed firms

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3487-3509

Persistent link: https://www.econbiz.de/10014635407

Momentum in machine learning : evidence from the Taiwan stock market

Bui, Dien Giau; Kong, De-Rong; Lin, Chih-Yung; Lin, Tse-Chun - In: Pacific-Basin finance journal 82 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014463357

Comparing competing factor and characteristics models : evidence in Japan

Chou, Pin-huang; Ko, Kuan-Cheng; Rhee, S. Ghon - In: Pacific-Basin finance journal 82 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014463363

Data-driven investigation into anomaly trading strategies : evidence with econometrics

French, Jordan - 2019

Persistent link: https://www.econbiz.de/10012126157

Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns

Anginer, Deniz; Yıldızhan, Çelim - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 633-660

Persistent link: https://www.econbiz.de/10011991281

Distress risk anomaly and misvaluation

Andreou, Christoforos K.; Lambertides, Neophytos; … - In: The British accounting review : the journal of the … 53 (2021) 5, pp. 1-17

Persistent link: https://www.econbiz.de/10013041237