Understanding Asset Pricing Anomalies Across the Globe: The Role of Newswatchers-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Understanding Asset Pricing Anomalies Across the Globe: The Role of Newswatchers

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Li Peng Mark,Zhang Qi,Cai Charlie X.,Keasey Kevin

Publisher

Elsevier BV

Reference76 articles.

1. Information percolation, momentum and reversal;D Andrei;Journal of Financial Economics,2017

2. Maxing out: Stocks as lotteries and the cross-section of expected returns;T G Bali;Journal of Financial Economics,2011

3. A model of investor sentiment;N Barberis;Journal of Financial Economics,1998

4. Extrapolation and bubbles;N Barberis;Journal of Financial Economics,2018

Cited by 6 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

1. Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models;Emerging Markets Finance and Trade;2019-06-11

2. Performance Persistence in Anomaly Returns: Evidence from Frontier Markets;Emerging Markets Finance and Trade;2019-04-30

3. Predicting the performance of equity anomalies in frontier emerging markets: a Markov switching model approach;Economic Research-Ekonomska Istraživanja;2019-01-01

4. Is there momentum in factor premia? Evidence from international equity markets;Research in International Business and Finance;2018-12

5. An Application of Factor Pricing Models to the Polish Stock Market;Emerging Markets Finance and Trade;2018-10-15

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP