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Trade integration and research and development investment as a proxy for idiosyncratic risk in the cross-section of stock returns

Galicia-Sanguino, Lucía; Rojo-Suárez, Javier; … - In: Pacific-Basin finance journal 68 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013332703

The role of shifts in the effective tax rate on the cost of equity

Rojo-Suárez, Javier; Alonso-Conde, Ana B. - In: Research in economics 78 (2024) 1, pp. 61-72

Persistent link: https://www.econbiz.de/10014491093

Industry bubbles and unexpected consumption shocks : a cross-sectional explanation of stock returns under recursive preferences

Rojo-Suárez, Javier; Alonso-Conde, Ana B.; … - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1156-1169

Persistent link: https://www.econbiz.de/10014446616

Have shifts in investor tastes led the market portfolio to capture ESG preferences?

Rojo-Suárez, Javier; Alonso-Conde, Ana B. - In: International review of financial analysis 91 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014446995

Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion

Lago-Balsalobre, Rubén; Rojo-Suárez, Javier; … - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014483620

Data envelopment analysis and multifactor asset pricing models

Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: International Journal of Financial Studies : open … 8 (2020) 2/24, pp. 1-18

Recent literature shows that market anomalies have significantly diminished, while research on market factors has largely improved the performance of asset pricing models. In this paper we study the extent to which data envelopment analysis (DEA) techniques can help improve the performance of...

Persistent link: https://www.econbiz.de/10012239304

Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? : evidence from the European equity market

Rojo-Suárez, Javier; Alonso-Conde, Ana Belén; … - In: The European journal of finance 27 (2021) 8, pp. 721-739

Persistent link: https://www.econbiz.de/10012516122

Liquidity, time-varying betas and anomalies : is the high trading activity enhancing the validity of the CAPM in the UK equity market?

Rojo-Suárez, Javier; Alonso-Conde, Ana Belén; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10012814339