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The accrual anomaly : exploring the optimal investment hypothesis
Wu, Jin; Zhang, Lu; Zhang, X. Frank - 2007
Persistent link: https://www.econbiz.de/10003574449
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The q-theory approach to understanding the accrual anomaly
Wu, Jin; Zhang, Lu; Zhang, X. Frank - In: Journal of accounting research 48 (2010) 1, pp. 177-223
Persistent link: https://www.econbiz.de/10003947246
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Do anomalies exist ex ante?
Wu, Jin; Zhang, Lu - 2010
Persistent link: https://www.econbiz.de/10003966361
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Do anomalies exist ex ante?
Tang, Yue; Wu, Jin; Zhang, Lu - In: Review of finance : journal of the European Finance … 18 (2014) 3, pp. 843-875
Persistent link: https://www.econbiz.de/10010396073
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Does risk explain anomalies? : evidence from expected return estimates
Wu, Jin; Zhang, Lu - 2010
Persistent link: https://www.econbiz.de/10008702806
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2005
Persistent link: https://www.econbiz.de/10002634153
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2005
Persistent link: https://www.econbiz.de/10002636085
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Realized beta : persistence and predictability
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2004
Persistent link: https://www.econbiz.de/10003350014
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Realized beta : persistence and predictability
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2006
Persistent link: https://www.econbiz.de/10003350083
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2005
Persistent link: https://www.econbiz.de/10003350620