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Special issue to honor Jegadeesh and Titman's (1993) landmarked momentum paper : preface and selective views on empirical asset pricing research in emerging markets
Chui, Andy C. W.; Wei, K. C. John - In: Pacific-Basin finance journal 82 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463349
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Determinants of the cross-sectional stock returns in Korea : evaluating recent empirical evidence
Hahn, Jaehoon; Yoon, Heebin - In: Pacific-Basin finance journal 38 (2016), pp. 88-106
Persistent link: https://www.econbiz.de/10011669067
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Digesting anomalies : a q-factor approach for the Thai market
Charoenwong, Ben; Sampan Nettayanun; Kanis Saengchote - In: Pacific-Basin finance journal 69 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013370255
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Six-factor asset pricing and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang; Xia, Shenghao; Liu, Hao - In: Pacific-Basin finance journal 76 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
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Mood seasonality around the globe
Atilgan, Yigit; Demirtas, K. Ozgur; Günaydin, A. Doruk; … - In: Pacific-Basin finance journal 82 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014463515
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Does stock liquidity affect bankruptcy risk? : DID analysis from Vietnam
Hai Hong Trinh; Nguyen Phuc Canh; Wei, Hao; Wongchoti, … - In: Pacific-Basin finance journal 69 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013369865
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Interaction of investor trades and market volatility : evidence from the Tokyo stock exchange
Bae, Kee-hong; Yamada, Takeshi; Ito, Keiichi - In: Pacific-Basin finance journal 16 (2008) 4, pp. 370-388
Persistent link: https://www.econbiz.de/10003757327
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The implications of liquidity and order flows for neoclassical finance
Subrahmanyam, Avanidhar - In: Pacific-Basin finance journal 17 (2009) 5, pp. 527-532
Persistent link: https://www.econbiz.de/10003895329
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Default risk and equity returns : Australian evidence
Gharghori, Philip; Chan, Howard Wei-hong; Faff, Robert W. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 580-593
We test whether default risk is related to equity returns using the Fama and MacBeth [Fama, E.F., MacBeth, J., 1973. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81, 607-636.] regression framework. The proxy we use for default risk is the default probability...
Persistent link: https://www.econbiz.de/10003895398
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Liquidity and stock returns in Japan : new evidence
Ying, Chang Yuk; Faff, Robert W.; Hwang, Chuan-yang - In: Pacific-Basin finance journal 18 (2010) 1, pp. 90-115
Persistent link: https://www.econbiz.de/10003934648