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subject:"Kapitaleinkommen"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"USA"
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ECONIS (ZBW)
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1
The context of earnings management and its ability to predict future stock returns
Nguyen, Nguyet T. M.
;
Iqbal, Abdullah
;
Shiwakoti, Radha K.
- In:
Review of quantitative finance and accounting
59
(
2022
)
1
,
pp. 123-169
Persistent link: https://www.econbiz.de/10013459262
Saved in:
2
The implied cost of capital : accounting for growth
Penman, Stephen H.
;
Zhu, Julie
;
Wang, Haofei
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1029-1056
Persistent link: https://www.econbiz.de/10014342154
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3
Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan
;
Lahyani, Rahma
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
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4
Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
Saved in:
5
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
6
The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao
;
Wei, Peihwang
;
Osmer, Eric
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
Saved in:
7
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
8
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
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9
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
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10
Revisiting disposition effect and momentum : a quantile regression perspective
Ahmed, Mohamed S.
;
Doukas, John A.
- In:
Review of quantitative finance and accounting
56
(
2021
)
3
,
pp. 1087-1128
Persistent link: https://www.econbiz.de/10012498621
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11
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin
;
Horváth, Lajos
;
Liu, Zhenya
;
Zhao, Yuqian
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
Saved in:
12
Investor learning, earnings signals, and stock returns
Chiu, Peng-Chia
;
Haight, Timothy D.
- In:
Review of quantitative finance and accounting
54
(
2020
)
2
,
pp. 671-698
Persistent link: https://www.econbiz.de/10012232886
Saved in:
13
Operating asymmetries and non-linear spline correction in discretionary accrual models
Banker, Rajiv D.
;
Byzalov, Dmitri
;
Fang, Shunlan
;
Jin, …
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 803-850
Persistent link: https://www.econbiz.de/10012233096
Saved in:
14
Does idiosyncratic risk matter in IPO long-run performance?
Beaulieu, Marie-Claude
;
Bouden, Habiba Mrissa
- In:
Review of quantitative finance and accounting
55
(
2020
)
3
,
pp. 935-981
Persistent link: https://www.econbiz.de/10012304019
Saved in:
15
Selection bias and pseudo discoveries on the constancy of stock return anomalies
Robins, Russell P.
;
Smith, Geoffrey Peter
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1407-1426
Persistent link: https://www.econbiz.de/10012304178
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16
Default risk, state ownership and the cross-section of stock returns : evidence from China
Liu, Lanlan
;
Luo, Dan
;
Han, Liang
- In:
Review of quantitative finance and accounting
53
(
2019
)
4
,
pp. 933-966
Persistent link: https://www.econbiz.de/10012234464
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17
Investor sentiment and the cross-section of stock returns : new theory and evidence
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Review of quantitative finance and accounting
53
(
2019
)
2
,
pp. 493-525
Persistent link: https://www.econbiz.de/10012225936
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18
The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared
;
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
Saved in:
19
Mean-variance optimization using forward-looking return estimates
Bielstein, Patrick
;
Hanauer, Matthias
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 815-840
Persistent link: https://www.econbiz.de/10012171735
Saved in:
20
Did the regulatory changes of 1999 and 2001 affect income smoothing behavior of US banks?
Mamun, Abdullah al
;
Alam, Md Didarul
;
Tannous, George F.
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1011-1041
Persistent link: https://www.econbiz.de/10012172889
Saved in:
21
Systematic risk, the tradeoff of leverage and IPO first-day returns
Ben Aissia, Dorsaf
;
Hellara, Narjess Skhiri
- In:
Review of quantitative finance and accounting
53
(
2019
)
1
,
pp. 239-256
Persistent link: https://www.econbiz.de/10012173071
Saved in:
22
When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
23
Stock market return predictability : does network topology matter?
Eng-Uthaiwat, Harnchai
- In:
Review of quantitative finance and accounting
51
(
2018
)
2
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012037125
Saved in:
24
Asymmetric effects of oil shocks on stock market returns in Saudi Arabia : evidence from industry level analysis
Mohanty, Sunil
;
Onochie, Joseph I.
;
Alshehri, Abdulrahman F.
- In:
Review of quantitative finance and accounting
51
(
2018
)
3
,
pp. 595-619
Persistent link: https://www.econbiz.de/10012038364
Saved in:
25
Determinants of equity return correlations : a case study of the Amman Stock Exchange
Alomari, Mohammad
;
Power, David M.
;
Tantisantiwong, Nongnuch
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10011979091
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26
Stock price reaction to profit warnings : the role of time-varying betas
Yin, Shuxing
;
Mazouz, Khelifa
;
Benamraoui, Abdelfahid
; …
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10011979095
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27
The holdings markup behavior of mutual funds : evidence from an emerging market
Wang, Ching-chang
;
Yu, Jerry
- In:
Review of quantitative finance and accounting
50
(
2018
)
2
,
pp. 393-414
Persistent link: https://www.econbiz.de/10011979143
Saved in:
28
Disposition effect and analyst forecast dispersion
Vesselinova Balkanska, Daniela
- In:
Review of quantitative finance and accounting
50
(
2018
)
3
,
pp. 837-859
Persistent link: https://www.econbiz.de/10011979302
Saved in:
29
The timing of new corporate debt issues and the risk-return tradeoff
Koutmos, Dimitrios
;
Bozos, Konstantinos
;
Dionysiou, Dionysia
- In:
Review of quantitative finance and accounting
50
(
2018
)
4
,
pp. 943-978
Persistent link: https://www.econbiz.de/10011979340
Saved in:
30
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
31
Has momentum lost its momentum?
Bhattacharya, Debarati
;
Li, Wei-Hsien
;
Sonaer, Gokhan
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 191-218
Persistent link: https://www.econbiz.de/10011796612
Saved in:
32
New evidence on the effect of belief heterogeneity on stock returns
Hobbs, Jeffrey
;
Lee, Hei Wei
;
Vivek Singh
- In:
Review of quantitative finance and accounting
48
(
2017
)
2
,
pp. 289-309
Persistent link: https://www.econbiz.de/10011796623
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33
Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? : an empirical study of the Ohlson model
Kuo, Chen-Yin
- In:
Review of quantitative finance and accounting
49
(
2017
)
1
,
pp. 195-225
Persistent link: https://www.econbiz.de/10011797038
Saved in:
34
Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj
;
Prat, Georges
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 661-695
Persistent link: https://www.econbiz.de/10011797515
Saved in:
35
Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena
;
Dias, José G.
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598
Saved in:
36
Prediction of open market share repurchases and portfolio returns : evidence from France, Germany and the UK
Andriosopoulos, Dimitris
;
Gaganis, Chrysovalantis
; …
- In:
Review of quantitative finance and accounting
46
(
2016
)
2
,
pp. 387-416
Persistent link: https://www.econbiz.de/10011588384
Saved in:
37
The extent of informational efficiency in the credit default swap market : evidence from post-earnings announcement returns
Jenkins, Nicole Thorne
;
Kimbrough, Michael D.
;
Wang, Juan
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 725-761
Persistent link: https://www.econbiz.de/10011595485
Saved in:
38
CAR associated with SEO share lockups : real or illusionary?
Beng, Soon-chong
;
Liu, Zhenbin
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011595660
Saved in:
39
Comovements between Chinese and global stock markets : evidence from aggregate and sectoral data
Chiang, Thomas C.
;
Lao, LanJun
;
Xue, Qingfeng
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1003-1042
Persistent link: https://www.econbiz.de/10011595781
Saved in:
40
Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
Saved in:
41
Using equity premium survey data to estimate future wealth
Freeman, Mark C.
;
Groom, Benjamin
- In:
Review of quantitative finance and accounting
45
(
2015
)
4
,
pp. 665-693
Persistent link: https://www.econbiz.de/10011532065
Saved in:
42
"Other information" as an explanatory factor for the opposite market reactions to earnings surprises
Chen, Vincent Y. S.
;
Tiras, Samuel L.
- In:
Review of quantitative finance and accounting
45
(
2015
)
4
,
pp. 757-784
Persistent link: https://www.econbiz.de/10011532207
Saved in:
43
Testing index-based models in UK stock returns
Davies, J. R.
;
Fletcher, Jonathan
;
Marshall, Andrew P.
- In:
Review of quantitative finance and accounting
45
(
2015
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
Saved in:
44
Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju
;
Wu, Yangru
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 215-249
Persistent link: https://www.econbiz.de/10011333124
Saved in:
45
Revisiting the relationship between risk and return
Malik, Farooq
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10011327668
Saved in:
46
The influence of systematic risk factors and econometric adjustments in catastrophic event studies
Cam, Marie-Anne
;
Ramiah, Vikash
- In:
Review of quantitative finance and accounting
42
(
2014
)
2
,
pp. 171-189
Persistent link: https://www.econbiz.de/10010391717
Saved in:
47
The absorption effect of US Treasury auctions
Kopchak, Seth J.
- In:
Review of quantitative finance and accounting
43
(
2014
)
1
,
pp. 21-44
Persistent link: https://www.econbiz.de/10010433461
Saved in:
48
R&D expenditures and implied equity risk premiums
Alam, Pervaiz
;
Liu, Min
;
Peng, Xiaofeng
- In:
Review of quantitative finance and accounting
43
(
2014
)
3
,
pp. 441-462
Persistent link: https://www.econbiz.de/10010490394
Saved in:
49
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
50
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
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