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International value versus growth : evidence from stochastic dominance analysis

Abhyankar, Abhay; Ho, Keng-Yu; Zhao, Huainan - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 222-232

Persistent link: https://www.econbiz.de/10003901041

Long-run abnormal performance following convertible preference share and convertible bond issues : new evidence from the United Kingdom

Abhyankar, Abhay; Ho, Keng-yu - In: International review of economics & finance : IREF 15 (2006) 1, pp. 97-119

Persistent link: https://www.econbiz.de/10003298504

Long-horizon event studies and event firm portfolio weights : evidence from U.K. rights issues re-visited

Abhyankar, Abhay; Ho, Keng-Yu - In: International review of financial analysis 16 (2007) 1, pp. 61-80

Persistent link: https://www.econbiz.de/10003407487

Uncovering nonlinear structure in real-time stock-market indexes : the S&P 500, the DAX, the Nikkei 225, and the FTSE-100

Abhyankar, Abhay - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001214331

The optimal use of return predictability : an empirical study

Abhyankar, Abhay; Basu, Devraj; Stremme, Alexander - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 5, pp. 973-1001

Persistent link: https://www.econbiz.de/10009709610

News and the cross-section of expected corporate bond returns

Abhyankar, Abhay; Gonzalez, Angelica - In: Journal of banking & finance 33 (2009) 6, pp. 996-1004

Persistent link: https://www.econbiz.de/10003841816

Consumption risk and the cross-section of government bond returns

Abhyankar, Abhay; Klinkowska, Olga; Lee, Soyeon - In: Journal of empirical finance 32 (2015), pp. 180-200

Persistent link: https://www.econbiz.de/10011556815

Overcoming Arbitrage Limits : Option Trading and Momentum Returns

Abhyankar, Abhay - 2020

In this paper we find that the decline in the momentum profitability is partly driven by option trading. Momentum profits arise from the short leg and therefore on barriers to short selling. We find strong evidence that the presence of stock options creates alternate avenues for short selling,...

Persistent link: https://www.econbiz.de/10012851949

Overcoming arbitrage limits : option trading and momentum returns

Abhyankar, Abhay; Filippou, Ilias; Garcia-Ares, Pedro A. - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 1, pp. 97-120

Persistent link: https://www.econbiz.de/10014486294

The cross-sectional return predictability of employment growth : a liquidity risk explanation

Liu, Weimin; Luo, Di; Park, Seyoung; Zhao, Huainan - In: The financial review : the official publication of the … 57 (2022) 1, pp. 155-178

Persistent link: https://www.econbiz.de/10012819509