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~isPartOf:"Review of quantitative finance and accounting"
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Lee, Cheng F.
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Review of quantitative finance and accounting
NBER working paper series
516
Working paper / National Bureau of Economic Research, Inc.
458
NBER Working Paper
377
Journal of financial economics
334
Journal of banking & finance
314
The journal of finance : the journal of the American Finance Association
281
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98
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95
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93
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89
Journal of economic theory
88
The North American journal of economics and finance : a journal of financial economics studies
85
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ECONIS (ZBW)
91
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1
Enhancing stock market anomalies with machine learning
Gonçalves de Azevedo, Vitor
;
Hoegner, Christopher
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 195-230
Persistent link: https://www.econbiz.de/10013548972
Saved in:
2
The evolution of capital asset pricing
models
Shih, Yi-cheng
;
Chen, Sheng-syan
;
Lee, Cheng F.
;
Chen, …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 414-448
Persistent link: https://www.econbiz.de/10010391623
Saved in:
3
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
Saved in:
4
Recap of the 2022 annual conference on financial economics and accounting, November 4-5, 2022
Lee, Cheng F.
;
Nathan, Siva
;
Agarwal, Vikas
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 755-762
Persistent link: https://www.econbiz.de/10014342058
Saved in:
5
Recap of the 30th annual conference on Financial Economics and Accounting, November 1-2, 2019
Lee, Cheng F.
;
Lynch, Kose John, Anthony
;
Ronen, Joshua
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
3
,
pp. 1155-1162
Persistent link: https://www.econbiz.de/10012304138
Saved in:
6
Another look at the dividend-price relationship in the accounting valuation framework
Easterday, Kathryn E.
;
Sen, Pradyot K.
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 879-925
Persistent link: https://www.econbiz.de/10014342119
Saved in:
7
Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH
models
Xiao, Chuxuan
;
Huang, Winifred
;
Newton, David P.
- In:
Review of quantitative finance and accounting
63
(
2024
)
3
,
pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
Saved in:
8
An examination of linear factor
models
in U.K. stock returns in the presence of dynamic trading
Fletcher, Jonathan
- In:
Review of quantitative finance and accounting
63
(
2024
)
3
,
pp. 1121-1147
Persistent link: https://www.econbiz.de/10015178476
Saved in:
9
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:
10
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals
Karavias, Yiannis
;
Spilioti, Stella
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1593-1621
Persistent link: https://www.econbiz.de/10012549879
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