Similar Search Results - EconBiz

Momentum effect and contrarian effect in China's A-share market, under registration-based system

Huang, Wenli; Zhou, Fengbo; Yu, Chenkang; Hu, Yue; … - In: Pacific-Basin finance journal 81 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014501264

Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance

Zhang, Hong - 2004

Persistent link: https://www.econbiz.de/10003551684

Estimating the dynamics of mutual fund alphas and betas

Mamaysky, Harry; Spiegel, Matthew; Zhang, Hong - In: The review of financial studies 21 (2008) 1, pp. 233-264

Persistent link: https://www.econbiz.de/10003716154

A Return Based Measure of Firm Quality

Jagannathan, Ravi - 2020

We show that superior performance relative to peers during stressful times identifies higher quality firms as measured by conventional historical financial statement based measures as well as default probability measures. Quality measured this way is persistent, but different from price...

Persistent link: https://www.econbiz.de/10012481163

A Return Based Measure of Firm Quality

Jagannathan, Ravi; Zhang, Yang - 2022

We show that superior performance relative to peers during stressful times identifies higher quality firms as measured by conventional historical financial statement based measures as well as default probability measures. Quality measured this way is persistent, but different from price...

Persistent link: https://www.econbiz.de/10013403125

Information gains from using short-dated options for measuring and forecasting volatility

Todorov, Viktor; Zhang, Yang - In: Journal of applied econometrics 37 (2022) 2, pp. 368-391

Persistent link: https://www.econbiz.de/10013165240

Human capital, household capital and asset returns

Ren, Yu; Yuan, Yufei; Zhang, Yang - In: Journal of banking & finance 42 (2014), pp. 11-22

Persistent link: https://www.econbiz.de/10010408444

Air pollution, behavioral bias, and the disposition effect in China

Li, Jennifer; Massa, Massimo; Zhang, Hong; Zhang, Jian - In: Journal of financial economics 142 (2021) 2, pp. 641-673

Persistent link: https://www.econbiz.de/10013259958

Biases in computing long term returns in event studies

Seiler, Michael J. - In: American business review 15 (1997) 1, pp. 106-112

Persistent link: https://www.econbiz.de/10001210783

Real asset ownership and the risk and return to stockholders

Seiler, Michael J.; Chatrath, Arjun; Webb, James R. - In: The journal of real estate research 22 (2001) 1/2, pp. 199-212

Persistent link: https://www.econbiz.de/10001606899

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