A Quantum Leap in Asset Pricing: Explaining Anomalous Returns-Reference-Cited by-同舟云学术

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A Quantum Leap in Asset Pricing: Explaining Anomalous Returns

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Kolari James W.,Huang Jianhua Z.,Liu Wei,Liao Huiling

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference120 articles.

1. The cross-section of volatility and expected returns;A Ang;Journal of Finance,2006

2. Stock market dispersion, the business cycle and expected factor returns;T Angelidis;Journal of Banking and Finance,2015

3. Evidence on price stabilization and underpricing in early IPO returns;D Asquith;Journal of Finance,1998

Cited by 10 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

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3. Building the Global Minimum Variance Portfolio G;Professional Investment Portfolio Management;2023

4. Portfolio Performance Measures;Professional Investment Portfolio Management;2023

5. The Empirical ZCAPM;Professional Investment Portfolio Management;2023

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