Skip to contents Kowalke, Leon [Author] The Idiosyncratic Volatility Puzzle – Anomaly or Data Mining? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Planegg: Junior Management Science e. V., 2022 Ma, Tian [Author]; Jiang, Fuwei [Author] A Latent Factor Model for the Chinese Stock Market Books View online Schließen > Access https://ssrn.com/abstract=4230430 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Barardehi, Yashar H. [Author]; Bernhardt, Dan [Author]; Da, Zhi [Author]; Warachka, Mitch [Author] Uncovering the Liquidity Premium in Stock Returns Using Retail Liquidity Provision Books View online Schließen > Access https://ssrn.com/abstract=4057713 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Murray, Scott [Author]; Xiao, Houping [Author]; Xia, Yusen [Author] Charting By Machines Books View online Schließen > Access https://ssrn.com/abstract=3853436 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Faccini, Renato [Author]; Matin, Rastin [Author]; Skiadopoulos, George S. [Author] Dissecting Climate Risks : Are they Reflected in Stock Prices? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3795964 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] van der Zwan, Terri [Author]; Hennink, Erik [Author]; Tuijp, Patrick [Author] Equity Risk Factors for the Long and Short Run : Pricing and Performance at Different Frequencies Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3879982 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: Tinbergen Institute Discussion Paper 2021-062/III Choi, Darwin [Author] ; Jiang, Wenxi [Other]; Zhang, Chao [Other] Alpha Go Everywhere : Machine Learning and International Stock Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3489679 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Hornuf, Lars [Author]; Fieberg, Christian [Author] Are Characteristics Covariances or Characteristics? Books View online Schließen > Links http://hdl.handle.net/10419/223449 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Munich: Center for Economic Studies and Ifo Institute (CESifo), 2020 Hsu, Po-Hsuan [Author] ; Li, Kai [Other]; Tsou, Chi-Yang [Other] The Pollution Premium Books View online Schließen > Access https://ssrn.com/abstract=3578215 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Schlag, Christian [Author]; Semenischev, Michael [Author]; Thimme, Julian [Author] Predictability and the cross-section of expected returns: A challenge for asset pricing models Books View online Schließen > Links http://hdl.handle.net/10419/224132 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Leibniz Institute for Financial Research SAFE, 2020 Hosseini, Amin [Author] ; Jostova, Gergana [Other]; Philipov, Alexander [Other]; Savickas, Robert [Other] The Social Media Risk Premium Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3514826 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Jeon, Yoontae [Author] ; Kan, Raymond [Other]; Li, Gang [Other] Stock Return Autocorrelations and Expected Option Returns Books View online Schließen > Access https://ssrn.com/abstract=3363331 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Moise, Claudia E. [Author] Flights to Safety and Volatility Pricing Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1436124 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Kiesel, Florian [Author]; Lübbering, Andreas [Author]; Schiereck, Dirk [Author] The Alternative Three-Factor Model: Evidence from the German Stock Market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Duncker & Humblot, 2018 Grammig, Joachim [Author]; Schrimpf, Andreas [Author] Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns Books View online Schließen > Links http://hdl.handle.net/10419/57712 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cologne: University of Cologne, Centre for Financial Research (CFR), 2009 Cakici, Nusret [Author]; Fieberg, Christian [Author]; Metko, Daniel [Author]; Zaremba, Adam [Author] Machine Learning Goes Global : Cross-Sectional Return Predictability in International Stock Markets Books View online Schließen > Access https://ssrn.com/abstract=4141663 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Atanasov, Victoria [Author] Consumption Risk, Stock Returns, and Economic Cycles Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3936861 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Bali, Turan G. [Author]; Cao, Jie [Author]; Chabi-Yo, Fousseni [Author]; Song, Linjia [Author]; Zhan, Xintong [Author] A Factor Model for Stock Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4308916 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: Georgetown McDonough School of Business Research Paper ; No. 4308916 Chen, Andrew Y. [Author]; Lopez-Lira, Alejandro [Author]; Zimmermann, Tom [Author] Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4308069 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper Gambarelli, Luca [Author]; Muzzioli, Silvia [Author] News sentiment indicators and the cross‐section of stock returns in the European stock market Books View online Schließen > Access https://iris.unimore.it/retrieve/handle/11380/1261317/449221/0204.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2022 Published in: DEMB working paper series ; 204
Kowalke, Leon [Author] The Idiosyncratic Volatility Puzzle – Anomaly or Data Mining? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Planegg: Junior Management Science e. V., 2022
Ma, Tian [Author]; Jiang, Fuwei [Author] A Latent Factor Model for the Chinese Stock Market Books View online Schließen > Access https://ssrn.com/abstract=4230430 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Barardehi, Yashar H. [Author]; Bernhardt, Dan [Author]; Da, Zhi [Author]; Warachka, Mitch [Author] Uncovering the Liquidity Premium in Stock Returns Using Retail Liquidity Provision Books View online Schließen > Access https://ssrn.com/abstract=4057713 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Murray, Scott [Author]; Xiao, Houping [Author]; Xia, Yusen [Author] Charting By Machines Books View online Schließen > Access https://ssrn.com/abstract=3853436 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Faccini, Renato [Author]; Matin, Rastin [Author]; Skiadopoulos, George S. [Author] Dissecting Climate Risks : Are they Reflected in Stock Prices? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3795964 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
van der Zwan, Terri [Author]; Hennink, Erik [Author]; Tuijp, Patrick [Author] Equity Risk Factors for the Long and Short Run : Pricing and Performance at Different Frequencies Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3879982 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: Tinbergen Institute Discussion Paper 2021-062/III
Choi, Darwin [Author] ; Jiang, Wenxi [Other]; Zhang, Chao [Other] Alpha Go Everywhere : Machine Learning and International Stock Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3489679 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Hornuf, Lars [Author]; Fieberg, Christian [Author] Are Characteristics Covariances or Characteristics? Books View online Schließen > Links http://hdl.handle.net/10419/223449 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Munich: Center for Economic Studies and Ifo Institute (CESifo), 2020
Hsu, Po-Hsuan [Author] ; Li, Kai [Other]; Tsou, Chi-Yang [Other] The Pollution Premium Books View online Schließen > Access https://ssrn.com/abstract=3578215 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Schlag, Christian [Author]; Semenischev, Michael [Author]; Thimme, Julian [Author] Predictability and the cross-section of expected returns: A challenge for asset pricing models Books View online Schließen > Links http://hdl.handle.net/10419/224132 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Leibniz Institute for Financial Research SAFE, 2020
Hosseini, Amin [Author] ; Jostova, Gergana [Other]; Philipov, Alexander [Other]; Savickas, Robert [Other] The Social Media Risk Premium Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3514826 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Jeon, Yoontae [Author] ; Kan, Raymond [Other]; Li, Gang [Other] Stock Return Autocorrelations and Expected Option Returns Books View online Schließen > Access https://ssrn.com/abstract=3363331 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Moise, Claudia E. [Author] Flights to Safety and Volatility Pricing Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1436124 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Kiesel, Florian [Author]; Lübbering, Andreas [Author]; Schiereck, Dirk [Author] The Alternative Three-Factor Model: Evidence from the German Stock Market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Duncker & Humblot, 2018
Grammig, Joachim [Author]; Schrimpf, Andreas [Author] Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns Books View online Schließen > Links http://hdl.handle.net/10419/57712 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cologne: University of Cologne, Centre for Financial Research (CFR), 2009
Cakici, Nusret [Author]; Fieberg, Christian [Author]; Metko, Daniel [Author]; Zaremba, Adam [Author] Machine Learning Goes Global : Cross-Sectional Return Predictability in International Stock Markets Books View online Schließen > Access https://ssrn.com/abstract=4141663 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Atanasov, Victoria [Author] Consumption Risk, Stock Returns, and Economic Cycles Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3936861 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Bali, Turan G. [Author]; Cao, Jie [Author]; Chabi-Yo, Fousseni [Author]; Song, Linjia [Author]; Zhan, Xintong [Author] A Factor Model for Stock Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4308916 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: Georgetown McDonough School of Business Research Paper ; No. 4308916
Chen, Andrew Y. [Author]; Lopez-Lira, Alejandro [Author]; Zimmermann, Tom [Author] Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4308069 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author] News sentiment indicators and the cross‐section of stock returns in the European stock market Books View online Schließen > Access https://iris.unimore.it/retrieve/handle/11380/1261317/449221/0204.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2022 Published in: DEMB working paper series ; 204
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