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26
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ECONIS (ZBW)
3,628
USB Cologne (EcoSocSci)
59
RePEc
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2351
Human capital measures and stock return predictability : macroeconomic versus microeconomic approaches
Lee, Jaeram
;
Ihm, Jungjoon
;
Ryu, Doojin
- In:
Finance research letters
21
(
2017
),
pp. 53-56
Persistent link: https://www.econbiz.de/10011807488
Saved in:
2352
On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza
;
Pierdzioch, Christian
;
Zhang, Huacheng
- In:
Finance research letters
22
(
2017
),
pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
Saved in:
2353
The timing of low-volatility strategy
Hsu, Ching-Chi
;
Chen, Miao-Ling
- In:
Finance research letters
23
(
2017
),
pp. 114-120
Persistent link: https://www.econbiz.de/10011808373
Saved in:
2354
Timescale betas and the cross section of equity returns : framework, application, and implications for interpreting the Fama-French factors
Kang, Byoung Uk
;
In, Francis Haeuck
;
Kim, Tong Suk
- In:
Journal of empirical finance
42
(
2017
),
pp. 15-39
Persistent link: https://www.econbiz.de/10011808473
Saved in:
2355
Systemic risk and cross-sectional hedge fund returns
Hwang, Inchang
;
Xu, Simon
;
In, Francis Haeuck
;
Kim, Tong Suk
- In:
Journal of empirical finance
42
(
2017
),
pp. 109-130
Persistent link: https://www.econbiz.de/10011808555
Saved in:
2356
What drives the high moments of hedge fund returns?
Baker, H. Kent
;
Chkir, Imed Eddine
;
Saadi, Samir
; …
- In:
Applied economics
49
(
2017
)
8
,
pp. 738-755
Persistent link: https://www.econbiz.de/10011810885
Saved in:
2357
Aggregate earnings and stock market returns : the good, the bad, and the state-dependent
Zolotoy, Leon
;
Frederickson, James R.
;
Lyon, John D.
- In:
Journal of banking & finance
77
(
2017
),
pp. 157-175
Persistent link: https://www.econbiz.de/10011814434
Saved in:
2358
Cross-sectional factor dynamics and momentum returns
Avramov, Doron
;
Hore, Satadru
- In:
Journal of financial markets
32
(
2017
),
pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
Saved in:
2359
Short‐term return predictability and repetitive institutional net order activity
Murphy, Dermot P.
;
Thirumalai, Ramabhadran S.
- In:
The journal of financial research
40
(
2017
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10011903822
Saved in:
2360
Essays in portfolio selection
Giuzio, Margherita
-
2017
Persistent link: https://www.econbiz.de/10011914236
Saved in:
2361
The impact of costs on recent target date fund performance
Chang, C. Edward
;
Krueger, Thomas M.
;
Wrolstad, Mark A.
- In:
Journal of investment management : JOIM
15
(
2017
)
4
,
pp. 4-19
Persistent link: https://www.econbiz.de/10011914875
Saved in:
2362
Disaster risk and asset returns : an international perspective
Lewis, Karen K.
;
Liu, Edith X.
- In:
Journal of international economics
108
(
2017
),
pp. 42-58
Persistent link: https://www.econbiz.de/10011916374
Saved in:
2363
Cross-listing premium or market timing
Abuelfadl, Moustafa M.
- In:
Banking and finance review
9
(
2017
)
2
,
pp. 109-126
Persistent link: https://www.econbiz.de/10011921028
Saved in:
2364
Product market competition and industry returns
Bustamante, M. Cecilia
;
Donangelo, Andres
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4216-4266
Persistent link: https://www.econbiz.de/10011924569
Saved in:
2365
The characteristics that provide independent information about average U.S. monthly stock returns
Green, Jeremiah
;
Hand, John R.
;
Zhang, X. Frank
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4389-4436
Persistent link: https://www.econbiz.de/10011924583
Saved in:
2366
Macroeconomic factors and stock returns in APT framework
Amtiran, P. Y.
;
Indiastuti, R.
;
Nidar, S. R.
;
Masyita, D.
- In:
International journal of economics and management
11
(
2017
)
1
,
pp. 197-206
Persistent link: https://www.econbiz.de/10011924713
Saved in:
2367
Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Chordia, Tarun
;
Goyal, Amit
;
Nozawa, Yoshio
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1301-1342
Persistent link: https://www.econbiz.de/10011927915
Saved in:
2368
Time-varying beta and the value premium
Guo, Hui
;
Wu, Chaojiang
;
Yu, Yan
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1551-1576
Persistent link: https://www.econbiz.de/10011928397
Saved in:
2369
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406
Saved in:
2370
Why do fund managers identify and share profitable ideas?
Crawford, Steven S.
;
Gray, Wesley R.
;
Kerner, Andrew
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 1903-1926
Persistent link: https://www.econbiz.de/10011928968
Saved in:
2371
Equilibrium-informed trading with relative performance measurement
Qiu, Zhigang
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2083-2118
Persistent link: https://www.econbiz.de/10011928989
Saved in:
2372
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2251-2275
Persistent link: https://www.econbiz.de/10011929000
Saved in:
2373
Essays in asset pricing and financial intermediation
Marchuk, Tatyana
-
2017
Persistent link: https://www.econbiz.de/10011875880
Saved in:
2374
Fund selection in target date funds
Chan, Chia-Ying
;
Chen, Hsuan-chi
;
Chiang, Yu Hsuan
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 197-209
Persistent link: https://www.econbiz.de/10011878623
Saved in:
2375
Modeling and forecasting asset volatility
Bekierman, Jeremias
-
2017
Persistent link: https://www.econbiz.de/10011861477
Saved in:
2376
Estimation of a normal distribution of returns on stock indices based on the minimum chi-square criterion
Czyżycki, Rafał
- In:
Modern processes of economic development : economics and law
,
(pp. 9-18)
.
2017
Persistent link: https://www.econbiz.de/10011861483
Saved in:
2377
Out‐of-sample return predictability : a quantile combination approach
Lima, Luiz Renato
;
Meng, Fanning
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 877-895
Persistent link: https://www.econbiz.de/10011862253
Saved in:
2378
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
2379
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
2380
Asymmetric exchange rate exposure of stock returns : empirical evidence from Chinese industries
Cuestas, Juan Carlos
;
Tang, Bo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011755464
Saved in:
2381
Where's the kink? : disappointment events in consumption growth and equilibrium asset prices
Delikouras, Stefanos
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2851-2889
Persistent link: https://www.econbiz.de/10011755637
Saved in:
2382
Speed of information diffusion within fund families
Jaspersen, Stefan
- In:
Information advantages in the mutual fund industry : …
,
(pp. 84-122)
.
2017
Persistent link: https://www.econbiz.de/10011887135
Saved in:
2383
Can economic links explain the cross-firm lead-lag relations?
Zeng, Kailin
- In:
Essays on empirical asset pricing
,
(pp. 1-58)
.
2017
Persistent link: https://www.econbiz.de/10011887139
Saved in:
2384
Horizontal industry links and return predictability
Zeng, Kailin
- In:
Essays on empirical asset pricing
,
(pp. 59-96)
.
2017
Persistent link: https://www.econbiz.de/10011887140
Saved in:
2385
Idiosyncratic risk clustering and stock market returns
Zeng, Kailin
- In:
Essays on empirical asset pricing
,
(pp. 97-145)
.
2017
Persistent link: https://www.econbiz.de/10011887143
Saved in:
2386
Herding in frontier markets : evidence from African stock exchanges
Guney, Yilmaz
;
Kallinterakis, Vasileios
;
Komba, Gabriel
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 152-175
Persistent link: https://www.econbiz.de/10011892271
Saved in:
2387
Managerial discretion, net operating assets and the cross-section of stock returns : evidence from European countries
Papanastasopoulos, Georgios
;
Thomakos, Dimitrios D.
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 188-210
Persistent link: https://www.econbiz.de/10011892275
Saved in:
2388
Herd behavior of the overall market : evidence based on the cross-sectional comovement of returns
Lee, Kyuseok
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 266-284
Persistent link: https://www.econbiz.de/10011938117
Saved in:
2389
Official sector lending strategies during the euro area crisis
Corsetti, Giancarlo
;
Erce, Aitor
;
Uy, Timothy
-
2017
Persistent link: https://www.econbiz.de/10011731351
Saved in:
2390
Information revelation in merger waves
Moran, Pablo
- In:
The review of corporate finance studies
6
(
2017
)
2
,
pp. 174-233
Persistent link: https://www.econbiz.de/10011732449
Saved in:
2391
Speed of information diffusion within fund families
Cici, Gjergji
;
Jaspersen, Stefan
;
Kempf, Alexander
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 144-170
Persistent link: https://www.econbiz.de/10011734556
Saved in:
2392
A continuous return model for the low-volatility and low-beta anomalies
Agapova, Anna
;
Ferguson, Robert
;
Leistikow, Dean
- In:
The journal of investing
26
(
2017
)
3
,
pp. 107-120
Persistent link: https://www.econbiz.de/10011736553
Saved in:
2393
Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
61
(
2017
),
pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
Saved in:
2394
Being surprised by the unsurprising : earnings seasonability and stock returns
Chang, Tom
;
Hartzmark, Samuel M.
;
Solomon, David H.
; …
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 281-323
Persistent link: https://www.econbiz.de/10011738154
Saved in:
2395
Ex-dividend profitability and institutional trading skill
Henry, Tyler R.
;
Koski, Jennifer L.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 461-494
Persistent link: https://www.econbiz.de/10011738419
Saved in:
2396
Before an analyst becomes an analyst : does industry experience matter?
Bradley, Daniel
;
Gokkaya, Sinan
;
Liu, Xi
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 751-792
Persistent link: https://www.econbiz.de/10011738513
Saved in:
2397
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns
Lambertides, Neophytos
;
Savva, Christos S.
;
Tsouknidis, …
- In:
Journal of international money and finance
74
(
2017
),
pp. 137-146
Persistent link: https://www.econbiz.de/10011787927
Saved in:
2398
Crisis sentiment in the U.S. insurance sector
Irresberger, Felix
;
König, Fee Elisabeth
;
Weiß, Gregor
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
4
,
pp. 1295-1330
Persistent link: https://www.econbiz.de/10011790104
Saved in:
2399
Fewer reasons to sin : a five-factor investigation of vice stock returns
Richey, Greg
- In:
Managerial finance
43
(
2017
)
9
,
pp. 1016-1033
Persistent link: https://www.econbiz.de/10011791920
Saved in:
2400
Green expectations : current effects of anticipated carbon pricing
Lemoine, Derek
- In:
The review of economics and statistics
99
(
2017
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011793540
Saved in:
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