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Local demand shocks, excess co...
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Showing
1
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10
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Sort
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date (oldest first)
1
Disagreement in economic forecasts and equity returns : risk or
mispricing
?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
2
Anomaly Predictability with the Mean-Variance Portfolio
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
-
2023
According to no-
arbitrage
, risk-adjusted returns should be unpredictable. Using several prominent factor models and a …
Persistent link: https://www.econbiz.de/10014348676
Saved in:
3
Left-tail risk and UK stock return predictability : underreaction, overreaction, and
arbitrage
difficulties
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
95
(
2024
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10015145283
Saved in:
4
A tale of idiosyncratic volatility and illiquidity shocks : their
correlation
and effects on stock returns
Han, Yufeng
;
Hu, Ou
;
Huang, Zhaodan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248422
Saved in:
5
On the
correlation
between commodity and equity returns : implications for portfolio allocation
Lombardi, Marco
;
Ravazzolo, Francesco
-
2013
Persistent link: https://www.econbiz.de/10009782578
Saved in:
6
Return prediction with time varying betas : a research in BIST
Akyatan, Ayca
;
Çetin, M. Koray
- In:
International journal of accounting and finance
10
(
2020
)
1
,
pp. 64-86
Persistent link: https://www.econbiz.de/10012504722
Saved in:
7
European business cycles and stock return predictability
Zhu, Yanjian
;
Zhu, Xiaoneng
- In:
Finance research letters
11
(
2014
)
4
,
pp. 446-453
Persistent link: https://www.econbiz.de/10011300431
Saved in:
8
Asset pricing vs asset expected returning in factor-portfolio models
Favero, Carlo A.
;
Melone, ALessandro
-
2020
Persistent link: https://www.econbiz.de/10012210481
Saved in:
9
Idiosyncratic volatility, returns, and
mispricing
: no real anomaly in sight
Zaremba, Adam
;
Czapkiewicz, Anna
;
Będowska-Sójka, Barbara
- In:
Finance research letters
24
(
2018
),
pp. 163-167
Persistent link: https://www.econbiz.de/10011982555
Saved in:
10
Financing anomaly,
mispricing
and cross-sectional return predictability
Yang, Baochen
;
Ye, Tao
;
Ma, Yao
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 579-598
Persistent link: https://www.econbiz.de/10013345774
Saved in:
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