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47
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Journal of financial economics
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96
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77
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1
Cross-stock momentum and factor momentum
Yan, Jingda
;
Yu, Jialin
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014462602
Saved in:
2
Fire sale risk and expected stock returns
Aragon, George O.
;
Kim, Min S.
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10014420577
Saved in:
3
Music sentiment and stock returns around the world
Edmans, Alex
;
Fernandez-Perez, Adrian
;
Garel, Alexandre
; …
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 234-254
Persistent link: https://www.econbiz.de/10013473842
Saved in:
4
The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete
;
Yang, Louis
;
Zhang, Miao Ben
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
Saved in:
5
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
6
A picture is worth a thousand words : measuring investor sentiment by combining machine learning and photos from news
Obaid, Khaled
;
Pukthuanthong, Kuntara
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 273-297
Persistent link: https://www.econbiz.de/10013407092
Saved in:
7
The cross-section of intraday and overnight returns
Bogousslavsky, Vincent
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 172-194
Persistent link: https://www.econbiz.de/10012872619
Saved in:
8
Mispricing, short-sale constraints, and the cross-section of option returns
Ramachandran, Lakshmi Shankar
;
Tayal, Jitendra
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 297-321
Persistent link: https://www.econbiz.de/10012872635
Saved in:
9
Psychological barrier and cross-firm return predictability
Huang, Shiyang
;
Lin, Tse-Chun
;
Xiang, Hong
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 338-356
Persistent link: https://www.econbiz.de/10012650720
Saved in:
10
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro
;
Detzel, Andrew
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
Saved in:
11
Do investors care about carbon risk?
Bolton, Patrick
;
Kacperczyk, Marcin
- In:
Journal of financial economics
142
(
2021
)
2
,
pp. 517-549
Persistent link: https://www.econbiz.de/10013259950
Saved in:
12
Extrapolative beliefs in the cross-section : what can we learn from the crowds?
Da, Zhi
;
Huang, Xing
;
Jin, Lawrence J.
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 175-196
Persistent link: https://www.econbiz.de/10013188689
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13
The real value of China’s stock market
Carpenter, Jennifer N.
;
Lu, Fangzhou
;
Whitelaw, Robert F.
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 679-696
Persistent link: https://www.econbiz.de/10012693712
Saved in:
14
Shrinking the cross-section
Kozak, Serhiy
;
Nagel, Stefan
;
Santosh, Shrihari
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10012542990
Saved in:
15
Do private equity funds manipulate reported returns?
Brown, Gregory W.
;
Gredil, Oleg R.
;
Kaplan, Steven N.
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 267-297
Persistent link: https://www.econbiz.de/10012136867
Saved in:
16
The cross-section of labor leverage and equity returns
Donangelo, Andres
;
Gourio, François
;
Kehrig, Matthias
; …
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 497-518
Persistent link: https://www.econbiz.de/10012136934
Saved in:
17
Gold, platinum, and expected stock returns
Huang, Darien
;
Kilic, Mete
- In:
Journal of financial economics
132
(
2019
)
3
,
pp. 50-75
Persistent link: https://www.econbiz.de/10012163951
Saved in:
18
Government debt and the returns to innovation
Croce, Mariano M.
;
Nguyen, Thien T.
;
Raymond, S.
;
Schmid, L.
- In:
Journal of financial economics
132
(
2019
)
3
,
pp. 205-225
Persistent link: https://www.econbiz.de/10012163956
Saved in:
19
Average skewness matters
Jondeau, Eric
;
Zhang, Qunzi
;
Zhu, Xiaoneng
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10012166774
Saved in:
20
Manager sentiment and stock returns
Jiang, Fuwei
;
Lee, Joshua
;
Martin, Xiumin
;
Zhou, Guofu
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10012134791
Saved in:
21
Cash flow duration and the term structure of equity returns
Weber, Michael
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 486-503
Persistent link: https://www.econbiz.de/10011981177
Saved in:
22
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Saved in:
23
Downside risks and the cross-section of asset returns
Farago, Adam
;
Tédongap, Roméo
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 69-86
Persistent link: https://www.econbiz.de/10011981218
Saved in:
24
Size matters, if you control your junk
Asness, Cliff
;
Frazzini, Andrea
;
Israel, Ronen
; …
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 479-509
Persistent link: https://www.econbiz.de/10011982292
Saved in:
25
Four centuries of return predictability
Golez, Benjamin
;
Koudijs, Peter
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 248-263
Persistent link: https://www.econbiz.de/10011968859
Saved in:
26
The 52-week high, q-theory, and the cross section of stock returns
George, Thomas J.
;
Hwang, Chuan-yang
;
Li, Yuan
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 148-163
Persistent link: https://www.econbiz.de/10011970872
Saved in:
27
Growth through rigidity : an explanation for the rise in CEO pay
Shue, Kelly
;
Townsend, Richard R.
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011725178
Saved in:
28
The term structure of returns : facts and theory
Binsbergen, Jules H. van
;
Koijen, Ralph S. J.
- In:
Journal of financial economics
124
(
2017
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011751406
Saved in:
29
The term structure of credit spreads, firm fundamentals, and expected stock returns
Han, Bing
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
124
(
2017
)
1
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011751418
Saved in:
30
Intermediary asset pricing : new evidence from many asset classes
He, Zhiguo
;
Kelly, Bryan T.
;
Manela, Asaf
- In:
Journal of financial economics
126
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011751867
Saved in:
31
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
32
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
33
Are retail traders compensated for providing liquidity?
Barrot, Jean-Noel
;
Kaniel, Ron
;
Sraer, David
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 146-168
Persistent link: https://www.econbiz.de/10011590074
Saved in:
34
Accruals, cash flows, and operating profitability in the cross section of stock returns
Ball, Ray
;
Gerakos, Joseph
;
Linnainmaa, Juhani
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 28-45
Persistent link: https://www.econbiz.de/10011590560
Saved in:
35
Comovement revisited
Chen, Honghui
;
Singal, Vijay
;
Whitelaw, Robert F.
- In:
Journal of financial economics
121
(
2016
)
3
,
pp. 624-644
Persistent link: https://www.econbiz.de/10011590868
Saved in:
36
Gambling preference and individual equity option returns
Byun, Suk Joon
;
Kim, Da-Hea
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
Saved in:
37
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
38
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
39
Dispersion in beliefs among active mutual funds and the cross-section of stock returns
Jiang, Hao
;
Sun, Zheng
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10010532252
Saved in:
40
Firm characteristics and long-run stock returns after corporate events
Bessembinder, Hendrik
;
Zhang, Feng
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10009764315
Saved in:
41
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:
42
Alliances and corporate governance
Bodnaruk, Anriy
;
Massa, Massimo
;
Simonov, Andrei
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 671-693
Persistent link: https://www.econbiz.de/10009730588
Saved in:
43
Market skewness risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
44
Government spending, political cycles, and the cross section of stock returns
Belo, Frederico
;
Gala, Vito D.
;
Li, Jun
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009719737
Saved in:
45
Stock returns and the Miller Modigliani valuation formula : revisiting the Fama French analysis
Aharoni, Gil
;
Grundy, Bruce D.
;
Zeng, Qi
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 347-357
Persistent link: https://www.econbiz.de/10010208672
Saved in:
46
Predictive regressions with time-varying coefficients
Dangl, Thomas
;
Halling, Michael
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 157-181
Persistent link: https://www.econbiz.de/10009666666
Saved in:
47
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
48
Measuring investor sentiment with mutual fund flows
Ben-Rephael, Azi
;
Kandel, Shmuel
;
Wohl, Avi
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 363-382
Persistent link: https://www.econbiz.de/10009621133
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