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2001 European Financial Management Association: Roundtable Discussion ; rationality of capital markets

Doukas, John A. (contributor) - In: European financial management : the journal of the … 8 (2002) 2, pp. 229-247

Persistent link: https://www.econbiz.de/10001688457

A test of the errors-in-expectations explanation of the value/glamour stock returns performance : evidence from analysts' forecasts

Doukas, John A.; Kim, Chansog Francis; Pantzalis, Christos - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2143-2166

Persistent link: https://www.econbiz.de/10001709415

Cognitive dissonance, sentiment, and momentum

Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 245-275

Persistent link: https://www.econbiz.de/10009772359

Is technical analysis profitable for individual currency traders?

Abbey, Boris S.; Doukas, John A. - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 142-150

Persistent link: https://www.econbiz.de/10009670632

Do individual currency traders make money?

Abbey, Boris S.; Doukas, John A. - In: Journal of international money and finance 56 (2015), pp. 158-177

Persistent link: https://www.econbiz.de/10011477888

Investor sentiment, beta, and the cost of equity capital

Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 347-367

Persistent link: https://www.econbiz.de/10011446188

Fund management skill and noise trading

Dong, Feng; Doukas, John A. - In: The journal of portfolio management : a publication of … 44 (2018) 5, pp. 113-124

Persistent link: https://www.econbiz.de/10011879570

Investor Sentiment, Beta, and the Cost of Equity Capital

Antoniou, Constantinos - 2019

The security market line (SML) accords with the capital asset pricing model (CAPM) by taking on an upward slope in pessimistic sentiment periods, but is downward sloping during optimistic periods. We hypothesize that this finding obtains because periods of optimism attract equity investment by...

Persistent link: https://www.econbiz.de/10012905600

Fund Management Skill and Noise Trading

Dong, Feng - 2019

In this research authors show that institutional investors' skill matters the most during high sentiment periods when market signals are noisy. The results reveal that fund managers with the highest (lowest) skill add (lose) $7.71 ($5.64) million of value during high sentiment periods, compared...

Persistent link: https://www.econbiz.de/10012900991

Revisiting disposition effect and momentum : a quantile regression perspective

Ahmed, Mohamed Shaker; Doukas, John A. - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 1087-1128

Persistent link: https://www.econbiz.de/10012498621