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~isPartOf:"Review of finance : journal of the European Finance Association"
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Review of finance : journal of the European Finance Association
The review of financial studies
130
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102
NBER working paper series
96
Journal of financial and quantitative analysis : JFQA
91
NBER Working Paper
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
17
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1
Long-horizon stock returns are positively skewed
Farago, Adam
;
Hjalmarsson, Erik
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
2
,
pp. 495-538
Persistent link: https://www.econbiz.de/10014317892
Saved in:
2
ETF arbitrage, non-fundamental demand, and return predictability
Brown, David C.
;
Davies, Shaun William
;
Ringgenberg, …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
4
,
pp. 937-972
Persistent link: https://www.econbiz.de/10012594627
Saved in:
3
Asset growth and stock market returns : a time-series analysis
Wen, Quan
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
3
,
pp. 599-628
Persistent link: https://www.econbiz.de/10012035115
Saved in:
4
Skewness, individual investor preference, and the cross-section of stock returns
Lin, Tse-Chun
;
Liu, Xin
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
5
,
pp. 1841-1876
Persistent link: https://www.econbiz.de/10012006213
Saved in:
5
Momentum and reversal : does what goes up always come down?
Conrad, Jennifer S.
;
Yavuz, Mehmet Deniz
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 555-581
Persistent link: https://www.econbiz.de/10011803277
Saved in:
6
Expectation errors in European value-growth strategies
Walkshäusl, Christian
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 845-870
Persistent link: https://www.econbiz.de/10011803310
Saved in:
7
Characterizing the asymmetric dependence premium
Alcock, Jamie
;
Hatherley, Anthony
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
4
,
pp. 1701-1737
Persistent link: https://www.econbiz.de/10011804348
Saved in:
8
What do stock markets tell us about exchange rates?
Cenedese, Gino
;
Payne, Richard
;
Sarno, Lucio
;
Valente, …
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
3
,
pp. 1045-1080
Persistent link: https://www.econbiz.de/10011590704
Saved in:
9
Asset growth and idiosyncratic return volatility
Song, Zhongzhi
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
3
,
pp. 1235-1258
Persistent link: https://www.econbiz.de/10011590739
Saved in:
10
R&D spillover and predictable returns
Jiang, Yi
;
Qian, Yiming
;
Yao, Tong
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
5
,
pp. 1769-1797
Persistent link: https://www.econbiz.de/10011748304
Saved in:
11
Speculative trading and stock returns
Pan, Li
;
Tang, Ya
;
Xu, Jianguo
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
5
,
pp. 1835-1865
Persistent link: https://www.econbiz.de/10011742287
Saved in:
12
Foreign investor heterogeneity and stock liquidity around the world
Ng, Lilian K.
;
Wu, Fei
;
Yu, Jing
;
Zhang, Bohui
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
5
,
pp. 1867-1910
Persistent link: https://www.econbiz.de/10011742288
Saved in:
13
"Whatever it takes" : an empirical assessment of the value of policy actions in banking
Fiordelisi, Franco
;
Ricci, Ornella
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
6
,
pp. 2321-2347
Persistent link: https://www.econbiz.de/10011803240
Saved in:
14
Casting doubt on the predictability of stock returns in real time : Bayesian model averaging using realistic priors
Turner, James A.
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
2
,
pp. 785-821
Persistent link: https://www.econbiz.de/10011373335
Saved in:
15
Tug-of-war : time-varying predictability of stock returns and dividend growth
Zhu, Xiaoneng
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
6
,
pp. 2317-2358
Persistent link: https://www.econbiz.de/10011456467
Saved in:
16
An out-of-sample evaluation of dynamic portfolio strategies
Lan, Chunhua
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
6
,
pp. 2359-2399
Persistent link: https://www.econbiz.de/10011456469
Saved in:
17
Short-term trading and stock return anomalies : momentum, reversal, and share issuance
Cremers, Martijn
;
Pareek, Ankur
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
4
,
pp. 1649-1701
Persistent link: https://www.econbiz.de/10011405291
Saved in:
18
Another look at the stock return response to monetary policy actions
Maio, Paulo
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
1
,
pp. 321-371
Persistent link: https://www.econbiz.de/10010405206
Saved in:
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