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Risk-return tradeoff in US stock returns over the business cycle
Nyberg, Henri - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 137-158
Persistent link: https://www.econbiz.de/10009623139
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Modeling the cross section of stock returns : a model pooling approach
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1331-1360
Persistent link: https://www.econbiz.de/10009728905
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A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.; Brown, Stephen J.; Murray, Scott; Tang, Yi - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
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Overnight returns and firm-specific investor sentiment
Aboody, David; Even-Tov, Omri; Lehavy, Reuven; Trueman, … - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 485-505
Persistent link: https://www.econbiz.de/10011929468
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Beta matrix and common factors in stock returns
Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
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Labor income, relative wealth concerns, and the cross section of stock returns
Gómez, Juan-Pedro; Priestley, Richard; Zapatero, Fernando - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 4, pp. 1111-1133
Persistent link: https://www.econbiz.de/10011610392
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Text-based industry momentum
Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
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The effect of investment constraints on hedge fund investor returns
Joenväärä, Juha; Kosowski, Robert L.; Tolonen, Pekka - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1539-1571
Persistent link: https://www.econbiz.de/10012139933
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Corporate R&D and stock returns : international evidence
Hou, Kewei; Hsu, Po-Hsuan; Wang, Shiheng; Watanabe, Akiko; … - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 4, pp. 1377-1408
Persistent link: https://www.econbiz.de/10013270315
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The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin; Gallmeyer, Michael F.; Petkevich, Alex - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 5, pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179