Do industries lead stock markets
暂无分享,去创建一个
[1] Lior Menzly,et al. Cross-Industry Momentum , 2006 .
[2] Joshua Pollet. Predicting Asset Returns with Expected Oil Price Changes , 2005 .
[3] Jun Pan,et al. The Information of Option Volume for Future Stock Prices , 2004 .
[4] W. Torous,et al. On Predicting Stock Returns with Nearly Integrated Explanatory Variables , 2004 .
[5] David Laibson,et al. The Allocation of Attention: Theory and Evidence , 2003 .
[6] Rossen Valkanov. Long-horizon regressions: theoretical results and applications , 2003 .
[7] W. Torous,et al. Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability , 2002 .
[8] D. Hirshleifer,et al. Disclosure to a Credulous Audience: The Role of Limited Attention , 2002 .
[9] Tuomo Vuolteenaho. What Drives Firm-Level Stock Returns? , 1999 .
[10] Mark Grinblatt,et al. Do Industries Explain Momentum , 1999 .
[11] Stephen E. Wilcox. Investor Psychology and Security Market Under- and Overreactions , 1999 .
[12] Owen A. Lamont. Economic Tracking Portfolios , 1999 .
[13] Marianne Baxter,et al. Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series , 1995, Review of Economics and Statistics.
[14] Kent D. Daniel,et al. Presentation Slides for 'Investor Psychology and Security Market Under and Overreactions' , 1998 .
[15] Terence Lim,et al. Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies , 1998 .
[16] J. Stein,et al. A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets , 1997 .
[17] E. Fama,et al. Industry costs of equity , 1997 .
[18] N. Barberis,et al. A Model of Investor Sentiment , 1997 .
[19] Venkat R. Eleswarapu,et al. Business Cycles and Stock Market Returns: Evidence Using Industry-Based Portfolios , 1996 .
[20] A. Shleifer,et al. The Limits of Arbitrage , 1995 .
[21] Jayant R. Kale,et al. Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns , 1995 .
[22] Matthew Richardson,et al. A Tale of Three Schools: Insights on Autocorrelations of Short Horizon Stock Returns , 1994 .
[23] W. Rogers. Regression standard errors in clustered samples , 1994 .
[24] M. Brennan,et al. Investment Analysis and the Adjustment of Stock Prices to Common Information , 1993 .
[25] Richard J. Zeckhauser,et al. Hot Hands in Mutual Funds: Short‐Run Persistence of Relative Performance, 1974–1988 , 1993 .
[26] Narasimhan Jegadeesh,et al. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency , 1993 .
[27] E. Fama,et al. Common risk factors in the returns on stocks and bonds , 1993 .
[28] Franklin Allen,et al. Limited market participation and volatility of asset prices , 1993 .
[29] Sheridan Titman,et al. Overreaction, Delayed Reaction, and Contrarian Profits , 1995 .
[30] E. Fama,et al. BUSINESS CONDITIONS AND EXPECTED RETURNS ON STOCKS AND BONDS , 1989 .
[31] A. Lo,et al. When are Contrarian Profits Due to Stock Market Overreaction? , 1989 .
[32] E. Fama,et al. Dividend yields and expected stock returns , 1988 .
[33] K. French,et al. Expected stock returns and volatility , 1987 .
[34] R. C. Merton,et al. Presidential Address: A simple model of capital market equilibrium with incomplete information , 1987 .
[35] R. Shiller,et al. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors , 1986 .
[36] W. Newey,et al. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix , 1986 .
[37] M. King,et al. Wealth and Portfolio Composition: Theory and Evidence , 1984 .
[38] T. Day. Asset returns and inflation , 1981 .
[39] L. Ross,et al. Human Inference: Strategies and Shortcomings of Social Judgment. , 1981 .
[40] Michael A. Goldberg,et al. The changing role of the individual investor , 1979 .
[41] Michael J. Brennan,et al. The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results , 1975 .
[42] D. Kahneman,et al. Attention and Effort , 1973 .