Author:
Green Jeremiah,Hand John R. M.,Zhang X. Frank
Publisher
Springer Science and Business Media LLC
Subject
General Business, Management and Accounting,Accounting
Reference51 articles.
1. Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2006). The cross-section of volatility and expected returns. Journal of Finance, 61(1), 259–299.
2. Asness, C. S., Porter, R. B., & Stevens, R. L. (2000). Predicting stock returns using industry-relative firm characteristics. Working paper, University of Florida.
3. Bailey, D. H., & López de Prado, M. M. (2012). The Sharpe indifference curve. Working paper, Tudor Investment Corp.
4. Balakrishnan, K., Bartov, E., & Faurel, L. (2010). Post loss/profit announcement drift. Journal of Accounting & Economics, 50, 20–41.
5. Bali, T. G., Cakici, N., & Whitelaw, R. F. (2011). Maxing out: Stocks as lotteries and the cross-section of expected returns. Journal of Financial Economics, 99(2), 427–446.
Cited by
158 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献