Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China

von Long, Huaigang
Veröffentlicht in Economic research (2020)

Short-term momentum (almost) everywhere

von Zaremba, Adam
Veröffentlicht in Journal of international financial markets, institutions & money (2019)

Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets

von Long, Huaigang
Veröffentlicht in Finance research letters (2018)

When bad news is good news : geopolitical risk and the cross-section of emerging market stock returns

von Zaremba, Adam
Veröffentlicht in Journal of financial stability (2022)

Trade competitiveness and the aggregate returns in global stock markets

von Chiah, Mardy
Veröffentlicht in Journal of economic dynamics & control (2023)

Macroeconomics matter : leading economic indicators and the cross-section of global stock returns

von Long, Huaigang
Veröffentlicht in Journal of financial markets (2022)

Business sentiment and the cross-section of global equity returns

von Zaremba, Adam
Veröffentlicht in Pacific-Basin finance journal (2020)

Tail risk and expected stock returns around the world

von Long, Huaigang
Veröffentlicht in Pacific-Basin finance journal (2019)

Interest rate changes and the cross-section of global equity returns

von Zaremba, Adam
Veröffentlicht in Journal of economic dynamics & control (2023)

Does realized skewness predict the cross-section of Chinese stock returns?

von Dai, Yiming
Veröffentlicht in Finance research letters (2023)

Real estate climate index and aggregate stock returns : evidence from China

von Jiang, Yuexiang
Veröffentlicht in Pacific-Basin finance journal (2022)

Is tail risk priced in the cross-section of Chinese mutual fund returns?

von Yang, Liuyong
Veröffentlicht in Finance research letters (2022)

Seasonality in the cross-section of cryptocurrency returns

von Long, Huaigang
Veröffentlicht in Finance research letters (2020)

Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets

von Zaremba, Adam
Veröffentlicht in International review of financial analysis (2021)

Is geopolitical risk priced in the cross-section of cryptocurrency returns?

von Long, Huaigang
Veröffentlicht in Finance research letters (2022)