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Decision frequency and synchronization across agents : implications for aggregate consumption and equity return
Lynch, Anthony W. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1479-1497
Persistent link: https://www.econbiz.de/10001209019
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Intra-week regularities in security returns : further Australian evidence
Finn, Frank J. - In: Australian journal of management 16 (1991) 2, pp. 129-144
Persistent link: https://www.econbiz.de/10001122569
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Understanding fee structures in the asset management business
Lynch, Anthony W.; Musto, David K. - 2003
Persistent link: https://www.econbiz.de/10001799978
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The 6D bias and the equity-premium puzzle
Gabaix, Xavier; Laibson, David I. - In: NBER macroeconomics annual 16 (2001), pp. 257-312
Persistent link: https://www.econbiz.de/10001692037
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Arbitrage risk and post-earnings-announcement drift
Mendenhall, Richard R. - In: The journal of business : B 77 (2004) 4, pp. 875-894
Persistent link: https://www.econbiz.de/10002618327
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The relation between the value line enigma and post-earnings-announcement drift
Affleck-Graves, John F. - In: Journal of financial economics 31 (1992) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10001133534
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Earnings expectations, investor trade size, and anomalous returns around earnings announcements
Battalio, Robert H.; Mendenhall, Richard R. - In: Journal of financial economics 77 (2005) 2, pp. 289-319
Persistent link: https://www.econbiz.de/10003052530
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Post-earnings announcement drift : bounds on profitability for the marginal investor
Battalio, Robert H.; Mendenhall, Richard R. - In: The financial review : the official publication of the … 46 (2011) 4, pp. 513-539
Persistent link: https://www.econbiz.de/10009384063