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Essays on international finance and empirical asset pricing

Maletic, Matjaz - 2020

Persistent link: https://www.econbiz.de/10012144841

Determinants of the cross-sectional stock returns in Korea : evaluating recent empirical evidence

Hahn, Jaehoon; Yoon, Heebin - In: Pacific-Basin finance journal 38 (2016), pp. 88-106

Persistent link: https://www.econbiz.de/10011669067

Differences of opinion and stock price reaction in the case of corporate spin-off announcements

Kim, Daewon - In: Global business and finance review 22 (2017) 2, pp. 65-81

Persistent link: https://www.econbiz.de/10011849343

Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach

Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Journal of economics and finance 42 (2018) 2, pp. 339-351

Persistent link: https://www.econbiz.de/10012031009

Essays on empirical asset pricing

Verbeek, Roy - 2017

Persistent link: https://www.econbiz.de/10011863839

Size and value risk in financial firms

Baek, Seungho; Bilson, John F. - In: Journal of banking & finance 55 (2015), pp. 295-326

Persistent link: https://www.econbiz.de/10011379102

How robust are empirical factor models to the choice of breakpoints?

Hollstein, Fabian; Prokopczuk, Marcel; Voigts, Victoria - In: The Quarterly Journal of Finance : QJF 13 (2023) 4, pp. 1-68

Persistent link: https://www.econbiz.de/10014490274

The cross section of country equity returns : a review of empirical literature

Zaremba, Adam - In: Journal of risk and financial management : JRFM 12 (2019) 4/165, pp. 1-26

The last three decades brought mounting evidence regarding the cross-sectional predictability of country equity returns. The studies not only documented country-level counterparts of well-established stock-level anomalies, such as size, value, or momentum, but also demonstrated some unique...

Persistent link: https://www.econbiz.de/10012171448

Return predictability via an long short-term memory-based cross-section factor model : evidence from Chinese stock market

Yao, Haixiang; Xia, Shenghao; Liu, Hao - In: Journal of forecasting 43 (2024) 6, pp. 1770-1794

Persistent link: https://www.econbiz.de/10015110316

Persistence of jump-induced tail risk and limits to arbitrage

Chow, K. Victor; John, Kose; Li, Jingrui; Sopranzetti, … - In: Quantitative finance 23 (2023) 4, pp. 705-719

Persistent link: https://www.econbiz.de/10014304321