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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
The review of financial studies
125
Working paper / National Bureau of Economic Research, Inc.
102
NBER working paper series
94
Journal of financial and quantitative analysis : JFQA
90
NBER Working Paper
77
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International review of economics & finance : IREF
18
Review of finance : journal of the European Finance Association
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
17
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Springer eBook Collection
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CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Deep learning in asset pricing
Chen, Luyang
;
Pelger, Markus
;
Zhu, Jason
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 714-750
Persistent link: https://www.econbiz.de/10014513601
Saved in:
2
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads Markvart
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 931-951
Persistent link: https://www.econbiz.de/10014513793
Saved in:
3
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:
4
Hedge fund activism and corporate M&A decisions
Wu, Szu-Yin
;
Chung, Kee H.
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1378-1403
Persistent link: https://www.econbiz.de/10012887602
Saved in:
5
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
6
Tactical target date funds
Gomes, Francisco J.
;
Michaelides, Alexander G.
;
Zhang, Yuxin
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 3047-3070
Persistent link: https://www.econbiz.de/10013368372
Saved in:
7
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
8
The unintended impact of academic research on asset returns : the capital asset pricing model alpha
Horenstein, Alex R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3655-3673
Persistent link: https://www.econbiz.de/10012606964
Saved in:
9
A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo
;
Chen, Jiaqi
;
Yang, Zhibin
;
Tindall, Michael L.
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
Saved in:
10
Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian
;
Semenischev, Michael
;
Thimme, Julian
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
Saved in:
11
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:
12
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:
13
Maxing out globally : individualism, investor attention, and the cross section of expected stock returns
Cheon, Yong-Ho
;
Lee, Kuan-hui
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5807-5831
Persistent link: https://www.econbiz.de/10011964592
Saved in:
14
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:
15
Debt covenants and cross-sectional equity returns
Helwege, Jean
;
Huang, Jing-Zhi
;
Wang, Yuan
- In:
Management science : journal of the Institute for …
63
(
2017
)
6
,
pp. 1835-1854
Persistent link: https://www.econbiz.de/10011707264
Saved in:
16
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:
17
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:
18
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
Saved in:
19
Intertemporal CAPM with conditioning variables
Maio, Paulo
- In:
Management science : journal of the Institute for …
59
(
2013
)
1
,
pp. 122-141
Persistent link: https://www.econbiz.de/10009711780
Saved in:
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