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Does realized skewness predict the cross-section of equity returns?
Amaya, Diego; Christoffersen, Peter F.; Jacobs, Kris; … - In: Journal of financial economics 118 (2015) 1, pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
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An anatomy of the market return
Schneider, Paul - In: Journal of financial economics 132 (2019) 2, pp. 325-350
Persistent link: https://www.econbiz.de/10012136886
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Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander - In: Journal of financial economics 129 (2018) 3, pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
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Death and jackpot : why do individual investors hold overpriced stocks?
Conrad, Jennifer S.; Kapadia, Nishad; Xing, Yuhang - In: Journal of financial economics 113 (2014) 3, pp. 455-475
Persistent link: https://www.econbiz.de/10010495809
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Do jumps contribute to the dynamics of the equity premium
Maheu, John M.; McCurdy, Thomas H.; Zhao, Xiaofei - In: Journal of financial economics 110 (2013) 2, pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
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Do investors overpay for stocks with lottery-like payoffs? : an examination of the returns of OTC stocks
Eraker, Bjørn; Ready, Mark J. - In: Journal of financial economics 115 (2015) 3, pp. 486-504
Persistent link: https://www.econbiz.de/10011347448