Editor's Choice … and the Cross-Section of Expected Returns
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pierre Bajgrowicz & Olivier Scaillet & Adrien Treccani, 2016. "Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News," Management Science, INFORMS, vol. 62(8), pages 2198-2217, August.
- Cantillo, Miguel, 2017. "A Reconsideration of the Equity Premium Puzzle," MPRA Paper 79357, University Library of Munich, Germany.
- Han, Yufeng & Zhou, Guofu & Zhu, Yingzi, 2016. "A trend factor: Any economic gains from using information over investment horizons?," Journal of Financial Economics, Elsevier, vol. 122(2), pages 352-375.
- Anton Astakhov & Tomas Havranek & Jiri Novak, 2017. "Firm Size and Stock Returns: A Meta-Analysis," Working Papers IES 2017/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2017.
- repec:eee:finana:v:52:y:2017:i:c:p:94-103 is not listed on IDEAS
- Ashraf, Dawood & Felixson, Karl & Khawaja, Mohsin & Hussain, Syed Mujahid, 2017. "Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 171-182.
- Suresh Nallareddy & Maria Ogneva, 0. "Accrual quality, skill, and the cross-section of mutual fund returns," Review of Accounting Studies, Springer, vol. 0, pages 1-40.
- Jacobs, Heiko, 2016. "Market maturity and mispricing," Journal of Financial Economics, Elsevier, vol. 122(2), pages 270-287.
- Frömmel, Michael & Lampaert, Kevin, 2016. "Does frequency matter for intraday technical trading?," Finance Research Letters, Elsevier, vol. 18(C), pages 177-183.
- Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016. "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, vol. 102(C), pages 188-208.
- repec:eee:empfin:v:44:y:2017:i:c:p:43-65 is not listed on IDEAS
- repec:eee:ememar:v:31:y:2017:i:c:p:1-15 is not listed on IDEAS
- repec:eee:intfin:v:49:y:2017:i:c:p:1-14 is not listed on IDEAS
- Lai, Wan-Ni, 2016. "Do academic investment insights benefit society?," Research in International Business and Finance, Elsevier, vol. 38(C), pages 172-176.
- Kim, Jae H., 2017.
"Stock returns and investors' mood: Good day sunshine or spurious correlation?,"
International Review of Financial Analysis,
Elsevier, vol. 52(C), pages 94-103.
- Kim, Jae, 2016. "Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?," MPRA Paper 70692, University Library of Munich, Germany.
- repec:eee:ecosta:v:5:y:2018:i:c:p:137-147 is not listed on IDEAS
- repec:eee:ecmode:v:64:y:2017:i:c:p:97-104 is not listed on IDEAS
- repec:eee:econom:v:201:y:2017:i:1:p:19-42 is not listed on IDEAS
- Marie Briere & Ariane Szafarz, 2017. "Factor Investing: The Rocky Road from Long-Only to Long-Short," Working Papers CEB 17-013, ULB -- Universite Libre de Bruxelles.
- repec:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9389-z is not listed on IDEAS
- repec:eee:jfinec:v:126:y:2017:i:3:p:471-489 is not listed on IDEAS
- repec:eee:jfinec:v:127:y:2018:i:2:p:325-341 is not listed on IDEAS
More about this item
ListsThis item is featured on the following reading lists or Wikipedia pages:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:rfinst:v:29:y:2016:i:1:p:5-68.. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Oxford University Press) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/sfsssea.html .
We have no references for this item. You can help adding them by using this form .