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Overreaction to intra-industry information transfers?
Thomas, Jacob; Zhang, X. Frank - In: Journal of accounting research 46 (2008) 4, pp. 909-940
Persistent link: https://www.econbiz.de/10003838965
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The characteristics that provide independent information about average U.S. monthly stock returns
Green, Jeremiah; Hand, John R.; Zhang, X. Frank - In: The review of financial studies 30 (2017) 12, pp. 4389-4436
Persistent link: https://www.econbiz.de/10011924583
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The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
Green, Jeremiah - 2016
We take up Cochrane's (2011) challenge to identify the firm characteristics that provide independent information about average U.S. monthly stock returns by simultaneously including 94 characteristics in Fama-MacBeth regressions that avoid overweighting microcaps and adjust for data snooping...
Persistent link: https://www.econbiz.de/10013007533
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Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank X. - 2001
Persistent link: https://www.econbiz.de/10001573166
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Trading activity and price volatility in the municipal bond market
Downing, Chris; Zhang, Frank X. - 2002
Persistent link: https://www.econbiz.de/10001706714
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Trading activity and price volatility in the municipal bond market
Downing, Chris; Zhang, Frank X. - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 899-931
Persistent link: https://www.econbiz.de/10002017412
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Liquidity, default, taxes and yields on municipal bonds
Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005
Persistent link: https://www.econbiz.de/10003081454
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Information uncertainty and stock returns
Zhang, X. Frank - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 105-137
Persistent link: https://www.econbiz.de/10003302315
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Asset securitization, securitization recourse, and information uncertainty
Cheng, Mei; Dhaliwal, Dan S.; Neamtiu, Monica - In: The accounting review : a publication of the American … 86 (2011) 2, pp. 541-568
Persistent link: https://www.econbiz.de/10008989553
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The impact of operating leases on firm financial and operating risk
Dhaliwal, Dan S.; Lee, Hye Seung; Neamtiu, Monica - In: Journal of accounting, auditing & finance 26 (2011) 2, pp. 151-197
Persistent link: https://www.econbiz.de/10009012125