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Sadka, Ronnie
17
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6
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5
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4
Kondor, Péter
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Journal of financial and quantitative analysis : JFQA
4
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3
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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ECONIS (ZBW)
17
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1
Momentum and post-earnings-announcement drift anomalies : the role of liquidity risk
Sadka, Ronnie
- In:
Journal of financial economics
80
(
2006
)
2
,
pp. 309-349
Persistent link: https://www.econbiz.de/10003324530
Saved in:
2
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
Saved in:
3
Has the US stock market become more vulnerable over time?
Kamara, Avraham
;
Lou, Xiaoxia
;
Sadka, Ronnie
- In:
Financial analysts' journal : FAJ
66
(
2010
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10003952061
Saved in:
4
Idiosyncratic return volatility in the cross-section of stocks
Kang, Namho
;
Kondor, Péter
;
Sadka, Ronnie
-
2011
Persistent link: https://www.econbiz.de/10008989333
Saved in:
5
Do hedge funds reduce idiosyncratic risk?
Kang, Namho
;
Kondor, Péter
;
Sadka, Ronnie
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
4
,
pp. 843-877
Persistent link: https://www.econbiz.de/10010486542
Saved in:
6
The divergence of liquidity commonality in the cross-section of stocks
Kamara, Avraham
;
Lou, Xiaoxia
;
Sadka, Ronnie
- In:
Journal of financial economics
89
(
2008
)
3
,
pp. 444-466
Persistent link: https://www.econbiz.de/10003777836
Saved in:
7
Liquidity and the post-earnings-announcement drift
Chordia, Tarun
;
Goyal, Amit
;
Sadka, Gil
;
Sadka, Ronnie
; …
- In:
Financial analysts' journal : FAJ
65
(
2009
)
4
,
pp. 18-32
Persistent link: https://www.econbiz.de/10003867775
Saved in:
8
Seasonality in the cross-section of stock returns
Heston, Steven L.
;
Sadka, Ronnie
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 418-445
Persistent link: https://www.econbiz.de/10003629063
Saved in:
9
What do measures of real-time corporate sales tell us about earnings surprises and post-announcement returns?
Froot, Kenneth
;
Kang, Namho
;
Ozik, Gideon
;
Sadka, Ronnie
-
2016
Persistent link: https://www.econbiz.de/10011515398
Saved in:
10
Do hedge funds reduce idiosyncratic risk?
Kang, Namho
;
Kondor, Péter
;
Sadka, Ronnie
-
2012
Persistent link: https://www.econbiz.de/10011622489
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