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Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy; Vassalou, Maria - 1999
Persistent link: https://www.econbiz.de/10001406203
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The impact of institutional trading on stock prices
Lakonishok, Josef - In: Journal of financial economics 32 (1992) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10001131941
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On correlations and inferences about mean-variance efficiency
Kandel, Shmuel - In: Journal of financial economics 18 (1987) 1, pp. 61-90
Persistent link: https://www.econbiz.de/10001020480
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Does industrial structure explain the benefits of international diversification
Heston, Steven L. - In: Journal of financial economics 36 (1994) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10001164453
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Returns to contrarian investment strategies : tests of naive expectations hypotheses
Dechow, Patricia M. - In: Journal of financial economics 43 (1997) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10001213781
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Do idiosyncratic jumps matter?
Kapadia, Nishad; Zekhnini, Morad - In: Journal of financial economics 131 (2019) 3, pp. 666-692
Persistent link: https://www.econbiz.de/10012133035
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Bear beta
Lu, Zhongijn; Murray, Scott - In: Journal of financial economics 131 (2019) 3, pp. 736-760
Persistent link: https://www.econbiz.de/10012133542
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Preference for dividends and return comovement
Hameed, Allaudeen; Xie, Jing - In: Journal of financial economics 132 (2019) 1, pp. 103-125
Persistent link: https://www.econbiz.de/10012134786
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Do the rich get richer in the stock market? : evidence from India
Campbell, John Y.; Ramadorai, Tarun; Ranish, Benjamin - 2018
Persistent link: https://www.econbiz.de/10011975839
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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - In: Journal of financial economics 122 (2016) 2, pp. 221-247
Persistent link: https://www.econbiz.de/10011590901