Can we forecast better in periods of low uncertainty? : the role of technical indicators
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2023 |
Ferrer Fernández, María |
Option price implied information and REIT returns
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2023 |
Cao, Jie (Jay) |
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
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2023 |
James, Robert |
The PhD origins of finance faculty
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2023 |
Jones, Todd R. |
Global political risk and international stock returns
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2023 |
Gala, Vito D. |
Director optimism and CEO equity compensation
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2023 |
Cook, Douglas O. |
Disagreement, speculation, and the idiosyncratic volatility
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2023 |
Wang, Jianqiu |
Expected returns and risk in the stock market
|
2023 |
Brennan, Michael J. |
Cross-sectional uncertainty and expected stock returns
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2023 |
Yu, Deshui |
Burned by leverage? : flows and fragility in bond mutual funds
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2023 |
Molestina Vivar, Luis |
Income inequality, inflation and financial development
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2023 |
Kim, Dong-Hyeon |
Easy money and competitive industries' booms and busts
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2023 |
Shang, Longfei |
CEO personality traits and corporate value implication of acquisitions
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2023 |
Aabo, Tom |
Industry regulation and the comovement of stock returns
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2023 |
Blau, Benjamin |
The money-inflation nexus revisited
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2023 |
Ringwald, Leopold |
Ownership structure and the cost of debt : evidence from the Chinese corporate bond market
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2023 |
Chatterjee, Sris |
Individual investors' trading behavior and gender difference in tolerance of sex crimes : evidence from a natural experiment
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2023 |
Gao, Huasheng |
Macroeconomic news and price synchronicity
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2023 |
Cheema, Arbab K. |
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
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2023 |
Leong, Minhao |
Estimation with mixed data frequencies : a bias-correction approach
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2023 |
Ghosh, Anisha |