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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

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

Efficiency and persistence of Spanish absolute Return Funds

Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 186-214

Performance measurement is an area of crucial interest in asset valuation and investment management. High volatility as well as time aggregation of returns, amongst other characteristics, may distort the results of conventional measures of performance. In this work, we study the performance of...

Persistent link: https://www.econbiz.de/10011870722

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