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Essays on the cross-sectional predictability of stock returns
Language: en
Pages: 0

Essays on the cross-sectional predictability of stock returns

Authors: Mihai B. Ion
Categories:
Type: BOOK - Published: 2013 - Publisher:

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Two Essays on the Cross-section of Stock Returns
Language: en
Pages: 99

Two Essays on the Cross-section of Stock Returns

Authors: Peter Wong
Categories:
Type: BOOK - Published: 2013 - Publisher:

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This dissertation studies two distinct topics. First, I examine whether the idiosyncratic volatility discount anomaly documented by Ang, Hodrick, Xing, and Zhan
Essays on the Cross-sectional and Time-series Behavior of Stock Returns
Language: en
Pages: 256

Essays on the Cross-sectional and Time-series Behavior of Stock Returns

Authors: Vinod Chandrashekaran
Categories:
Type: BOOK - Published: 1994 - Publisher:

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Essays on Predictability in the Cross-section of Stock and Option Returns
Language: en
Pages: 119

Essays on Predictability in the Cross-section of Stock and Option Returns

Authors: Eugenio Carnemolla
Categories:
Type: BOOK - Published: 2019 - Publisher:

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Thèse. HEC. 2019
Essays on Predicting and Explaining the Cross Section of Stock Returns
Language: en
Pages: 181

Essays on Predicting and Explaining the Cross Section of Stock Returns

Authors: Xun Zhong
Categories:
Type: BOOK - Published: 2019 - Publisher:

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My dissertation consists of three chapters that study various aspects of stock return predictability. In the first chapter, I explore the interplay between the