This study shows that 14 widely documented technical indicators explain cross-sectional stock expected returns. The technical indicators have lower estimation errors than the three-factor Fama-French model and the historical mean. The long-short portfolios based on the cross-sectional estimated...

This study shows that 14 widely documented technical indicators explain cross-sectional stock expected returns. The technical indicators have lower estimation errors than the three-factor Fama-French model and the historical mean. The long-short portfolios based on the cross-sectional estimated...

The monthly value of insider trades increases over 200% in firms headquartered in counties with a climate disaster. Climate-induced insider trading holds in general but is stronger when investors are distracted and less prevalent when insiders face higher litigation risk. Firm fundamentals...

This study shows that 14 widely documented technical indicators explain cross-sectional stock expected returns. The technical indicators have lower estimation errors than the three factor Fama-French model and the historical mean. The long-short portfolios based on the cross-sectional estimated...

Numerous researchers study stock price crashes, but most of this work focuses on the causes of crashes rather than their consequences. We consider the impact of crashes on a broad range of stakeholders, including analysts, investors, management, and employees. Analysts and investors pay more...

Numerous researchers study stock price crashes, but most of this work focuses on the causes of crashes rather than their consequences. We consider the impact of crashes on a broad range of stakeholders, including analysts, investors, management, and employees. Analysts and investors pay more...