create a website

Economic policy uncertainty in OFDI host countries and the cross-section of stock returns. (2024). Peng, YA ; Zhang, Xueyong.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624002018.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 73

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Amihud, Y. Illiquidity and stock returns: cross-section and time-series effects. 2002 J. Financ. Mark.. 5 31-56

  2. Amihud, Y. ; Mendelson, H. The effects of beta, bid-ask spread, residual risk, and size on stock returns. 1989 The Journal of Finance. 44 479-486

  3. Attig, N. ; El Ghoul, S. ; Guedhami, O. ; Zheng, X. Dividends and economic policy uncertainty: International evidence. 2021 Finance. 66 -

  4. Avramov, D. ; Chordia, T. ; Goyal, A. Liquidity and autocorrelations in individual stock returns. 2006 J. Financ.. 61 2365-2394

  5. Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 Q. J. Econ.. 131 1593-1636

  6. Bali, T.G. ; Brown, S.J. ; Tang, Y. Is economic uncertainty priced in the cross-section of stock returns?. 2017 J. Financ. Econ.. 126 471-489

  7. Bali, T.G. ; Cakici, N. ; Whitelaw, R.F. Maxing out: Stocks as lotteries and the cross-section of expected returns. 2011 J. Financ. Econ.. 99 427-446

  8. Baltussen, G. ; Van Bekkum, S. ; Van Der Grient, B. Unknown unknowns: uncertainty about risk and stock returns. 2018 J. Financ. Quant. Anal.. 53 1615-1651

  9. Banz, R.W. The relationship between return and market value of common stocks. 1981 J. Financ. Econ.. 9 3-18

  10. Belo, F. ; Gala, V.D. ; Li, J. Government spending, political cycles, and the cross section of stock returns. 2013 J. Financ. Econ.. 107 305-324

  11. Beneish, M.D. ; Lee, C.M. ; Nichols, D.C. In short supply: Short-sellers and stock returns. 2015 J. Account. Econ.. 60 33-57

  12. Bernard, V.L. ; Thomas, J.K. Post-earnings-announcement drift: delayed price response or risk premium?. 1989 J. Account. Res.. 27 1-36

  13. Bhandari, L.C. Debt/equity ratio and expected common stock returns: Empirical evidence. 1988 J. Financ.. 43 507-528

  14. Bhattacharya, U. ; Hsu, P.-H. ; Tian, X. ; Xu, Y. What affects innovation more: policy or policy uncertainty?. 2017 J. Financ. Quant. Anal.. 52 1869-1901

  15. Bradley, D. ; Pantzalis, C. ; Yuan, X. Policy risk, corporate political strategies, and the cost of debt. 2016 Finance. 40 254-275

  16. Brogaard, J. ; Detzel, A. The asset-pricing implications of government economic policy uncertainty. 2015 Management Science. 61 3-18

  17. Campello, M. ; Cortes, G.S. ; d’Almeida, F. ; Kankanhalli, G. Exporting uncertainty: The impact of Brexit on corporate America. 2022 J. Financ. Quant. Anal.. 57 3178-3222

  18. Cao, C. ; Li, X. ; Liu, G. Political uncertainty and cross-border acquisitions. 2019 Eur. Finan. Rev.. 23 439-470

  19. Carhart, M.M. On persistence in mutual fund performance. 1997 J. Financ.. 52 57-82

  20. Chan, K.F. ; Gray, P. ; Gray, S. ; Zhong, A. Political uncertainty, market anomalies and presidential honeymoons. 2020 Journal of Banking & Finance. 113 -

  21. Chang, T.Y. ; Hartzmark, S.M. ; Solomon, D.H. ; Soltes, E.F. Being surprised by the unsurprising: Earnings seasonality and stock returns. 2017 Rev. Financ. Stud.. 30 281-323

  22. Chiang, T.C. ; Tang, Y. Guest editorial: Uncertainty and asset prices: Evidence at times of COVID-19 and beyond. 2023 China Finance Review International. 13 305-308
    Paper not yet in RePEc: Add citation now
  23. Cohen, L. ; Frazzini, A. Economic links and predictable returns. 2008 J. Financ.. 63 1977-2011

  24. Col, B. ; Durnev, A. ; Molchanov, A. Foreign risk, domestic problem: Capital allocation and firm performance under political instability. 2018 Manag. Sci.. 64 2102-2125

  25. Colak, G. ; Gounopoulos, D. ; Loukopoulos, P. ; Loukopoulos, G. Political power, local policy uncertainty and IPO pricing. 2021 Finance. 67 -

  26. Cravino, J. ; Levchenko, A.A. Multinational firms and international business cycle transmission. 2017 Q. J. Econ.. 132 921-962

  27. Cremers, M. ; Pareek, A. Short-term trading and stock return anomalies: Momentum, reversal, and share issuance. 2015 Eur. Finan. Rev.. 19 1649-1701

  28. D’Mello, R. ; Toscano, F. Economic policy uncertainty and short-term financing: The case of trade credit. 2020 Finance. 64 -

  29. DellaVigna, S. ; Pollet, J.M. Investor inattention and Friday earnings announcements. 2009 J. Financ.. 64 709-749

  30. Duanmu, J.-L. State-owned MNCs and host country expropriation risk: The role of home state soft power and economic gunboat diplomacy. 2014 J. Int. Bus. Stud.. 45 1044-1060

  31. Dunning, J.H. ; Lundan, S.M. Institutions and the OLI paradigm of the multinational enterprise. 2008 Asia Pac. J. Manag.. 25 573-593
    Paper not yet in RePEc: Add citation now
  32. Duong, H.N. ; Nguyen, J.H. ; Nguyen, M. ; Rhee, S.G. Navigating through economic policy uncertainty: The role of corporate cash holdings. 2020 Finance. 62 -

  33. Eun, C.S. ; Huang, W. Asset pricing in China’s domestic stock markets: Is there a logic?. 2007 Pac. Basin Financ. J.. 15 452-480

  34. Fama, E.F. ; French, K.R. A five-factor asset pricing model. 2015 J. Financ. Econ.. 116 1-22

  35. Fama, E.F. ; French, K.R. Common risk factors in the returns on stocks and bonds. 1993 J. Financ. Econ.. 33 3-56

  36. Fama, E.F. ; French, K.R. The cross-section of expected stock returns. 1992 J. Financ.. 47 427-465

  37. Fama, E.F. ; MacBeth, J.D. Risk, return, and equilibrium: Empirical tests. 1973 J. Polit. Econ.. 81 607-636

  38. Fang, L. ; Peress, J. Media coverage and the cross-section of stock returns. 2009 J. Financ.. 64 2023-2052

  39. Fillat, J.L. ; Garetto, S. ; Oldenski, L. Diversification, cost structure, and the risk premium of multinational corporations. 2015 J. Int. Econ.. 96 37-54

  40. Ghosh, I. ; Chaudhuri, T.D. ; Sarkar, S. ; Mukhopadhyay, S. ; Roy, A. Macroeconomic shocks, market uncertainty and speculative bubbles: a decomposition-based predictive model of Indian stock markets. 2024 China Finance Review. -
    Paper not yet in RePEc: Add citation now
  41. Ghosh, S.K. ; Hossain, M.N. ; Khatun, H. The hedging role of US and Chinese stock markets against economic and trade policy uncertainty: lessons from recent turbulences. 2022 China Finance Review International. 13 444-470

  42. Goodell, J.W. ; McGee, R.J. ; McGroarty, F. Election uncertainty, economic policy uncertainty and financial market uncertainty: a prediction market analysis. 2020 J. Bank. Financ.. 110 -

  43. Gulen, H. ; Ion, M. Policy uncertainty and corporate investment. 2016 Rev. Financ. Stud.. 29 523-564

  44. Guo, B. ; Zhang, W. ; Zhang, Y. ; Zhang, H. The five-factor asset pricing model tests for the Chinese stock market. 2017 Pac. Basin Financ. J.. 43 84-106

  45. Hilliard, J. ; Zhang, H. Size and price-to-book effects: Evidence from the Chinese stock markets. 2015 Pac. Basin Financ. J.. 32 40-55

  46. Hirshleifer, D. ; Hsu, P.-H. ; Li, D. Innovative efficiency and stock returns. 2013 J. Financ. Econ.. 107 632-654

  47. Hu, G.X. ; Chen, C. ; Shao, Y. ; Wang, J. Fama-French in China: size and value factors in Chinese stock returns. 2019 Int. Rev. Financ.. 19 3-44

  48. Huberman, G. ; Regev, T. Contagious speculation and a cure for cancer: A nonevent that made stock prices soar. 2001 J. Financ.. 56 387-396

  49. Jegadeesh, N. ; Titman, S. Returns to buying winners and selling losers: Implications for stock market efficiency. 1993 The Journal of Finance. 48 65-91

  50. Jia, J. ; Li, Z. Does external uncertainty matter in corporate sustainability performance?. 2020 Finance. 65 -

  51. Jiang, F. ; Lee, J. ; Martin, X. ; Zhou, G. Manager sentiment and stock returns. 2019 J. Financ. Econ.. 132 126-149

  52. Jiang, F. ; Qi, X. ; Tang, G. Q-theory, mispricing, and profitability premium: Evidence from China. 2018 J. Bank. Financ.. 87 135-149

  53. Kesternich, I. ; Schnitzer, M. Who is afraid of political risk? Multinational firms and their choice of capital structure. 2010 J. Int. Econ.. 82 208-218

  54. Kim, O.S. Does political uncertainty increase external financing costs? Measuring the electoral premium in syndicated lending. 2019 Journal of Financial and Quantitative Analysis. 54 2141-2178

  55. King, T. ; Loncan, T. ; Khan, Z. Investment, leverage and political risk: Evidence from project-level FDI. 2021 Finance. 67 -

  56. Lee, C.M. ; Sun, S.T. ; Wang, R. ; Zhang, R. Technological links and predictable returns. 2019 J. Financ. Econ.. 132 76-96

  57. Liu, J. ; Stambaugh, R.F. ; Yuan, Y. Size and value in China. 2019 J. Financ. Econ.. 134 48-69
    Paper not yet in RePEc: Add citation now
  58. Liu, L.X. ; Shu, H. ; Wei, K.J. The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China. 2017 J. Financ. Econ.. 125 286-310

  59. Liu, Q. ; Ma, H. Trade policy uncertainty and innovation: Firm level evidence from China’s WTO accession. 2020 J. Int. Econ.. 127 -

  60. Loughran, T. ; McDonald, B. When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks. 2011 The Journal of Finance. 66 35-65

  61. Luo, Y. ; Tung, R.L. International expansion of emerging market enterprises: A springboard perspective. 2007 J. Int. Bus. Stud.. -

  62. Menzly, L. ; Ozbas, O. Market segmentation and cross-predictability of returns. 2010 J. Financ.. 65 1555-1580

  63. Moskowitz, T.J. ; Grinblatt, M. Do industries explain momentum?. 1999 J. Financ.. 54 1249-1290

  64. Pan, L. ; Tang, Y. ; Xu, J. Speculative trading and stock returns. 2016 Eur. Finan. Rev.. 20 1835-1865

  65. Pastor, L. ; Veronesi, P. Political uncertainty and risk premia. 2013 J. Financ. Econ.. 110 520-545

  66. Pastor, L. ; Veronesi, P. Uncertainty about government policy and stock prices. 2012 J. Financ.. 67 1219-1264

  67. Pham, A.V. Political risk and cost of equity: The mediating role of political connections. 2019 Finance. 56 64-87

  68. Phan, D.H.B. ; Iyke, B.N. ; Sharma, S.S. ; Affandi, Y. Economic policy uncertainty and financial stability–Is there a relation?. 2021 Econ. Model.. 94 1018-1029

  69. Ramamurti, R. ; Hillemann, J. What is “Chinese” about Chinese multinationals?. 2018 J. Int. Bus. Stud.. 49 34-48
    Paper not yet in RePEc: Add citation now
  70. Twedt, B. Spreading the word: Price discovery and newswire dissemination of management earnings guidance. 2016 Account. Rev.. 91 317-346
    Paper not yet in RePEc: Add citation now
  71. Wu, Y. Momentum trading, mean reversal and overreaction in Chinese stock market. 2011 Rev. Quant. Finan. Acc.. 37 301-323

  72. Wurgler, J. ; Zhuravskaya, E. Does arbitrage flatten demand curves for stocks?. 2002 J. Bus.. 75 583-608

  73. Xu, Z. Economic policy uncertainty, cost of capital, and corporate innovation. 2020 J. Bank. Financ.. 111 -

Cocites

Documents in RePEc which have cited the same bibliography

  1. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
    In: Papers.
    RePEc:arx:papers:2007.07842.

    Full description at Econpapers || Download paper

  2. A fractional Hawkes process for illiquidity modeling. (2023). Dupret, Jean-Loup ; Hainaut, Donatien.
    In: LIDAM Discussion Papers ISBA.
    RePEc:aiz:louvad:2023001.

    Full description at Econpapers || Download paper

  3. Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Ito, Tomoki ; Abe, Masaya ; Izumi, Kiyoshi ; Nakagawa, Kei.
    In: Papers.
    RePEc:arx:papers:1901.11493.

    Full description at Econpapers || Download paper

  4. Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach. (2018). .
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:12:y:2018:i:4:p:387-413.

    Full description at Econpapers || Download paper

  5. Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2017_14.

    Full description at Econpapers || Download paper

  6. Stock Market Liquidity in Chile. (2016). Brandao Marques, Luis ; Brandao-Marques, Luis.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/223.

    Full description at Econpapers || Download paper

  7. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir H..
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:76:y:2015:i:c:p:58-75.

    Full description at Econpapers || Download paper

  8. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:36:y:2015:i:c:p:119-127.

    Full description at Econpapers || Download paper

  9. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

    Full description at Econpapers || Download paper

  10. Adverse selection and the presence of informed trading. (2015). Chang, Sanders ; Wang, Albert F.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:19-33.

    Full description at Econpapers || Download paper

  11. First to “Read” the News: News Analytics and Institutional Trading. (2015). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10534.

    Full description at Econpapers || Download paper

  12. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10497.

    Full description at Econpapers || Download paper

  13. Subcontracting in International Asset Management: New Evidence on Market Integration. (2015). Massa, Massimo ; Schumacher, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10465.

    Full description at Econpapers || Download paper

  14. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Ding, Mingfa ; Nilsson, Birger.
    In: Working Papers.
    RePEc:hhs:lunewp:2013_010.

    Full description at Econpapers || Download paper

  15. Complete subset regressions. (2013). Elliott, Graham ; Gargano, Antonio ; Timmermann, Allan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:357-373.

    Full description at Econpapers || Download paper

  16. An empirical analysis of corporate insiders trading performance. (2012). Wang, Xuewu ; Lei, Qin ; Rajan, Murli.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:3:p:246-264.

    Full description at Econpapers || Download paper

  17. Flight to liquidity due to heterogeneity in investment horizon. (2012). Wang, Xuewu ; Lei, Qin.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:316-350.

    Full description at Econpapers || Download paper

  18. Does attention affect individual investors investment return?. (2012). Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng ; Huang, Jing.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162.

    Full description at Econpapers || Download paper

  19. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

    Full description at Econpapers || Download paper

  20. What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?. (2012). Wright, Jonathan.
    In: Economic Journal.
    RePEc:ecj:econjl:v:122:y:2012:i:564:p:f447-f466.

    Full description at Econpapers || Download paper

  21. Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment. (2010). Strange, Roger ; Piesse, Jenifer ; Hearn, Bruce.
    In: International Business Review.
    RePEc:eee:iburev:v:19:y:2010:i:5:p:489-501.

    Full description at Econpapers || Download paper

  22. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200852.

    Full description at Econpapers || Download paper

  23. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Pieirochousa, Juan ; Melikyan, Davit N. ; Tamazian, Artur.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2008-916.

    Full description at Econpapers || Download paper

  24. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

    Full description at Econpapers || Download paper

  25. Market Liquidity, Asset Prices and Welfare. (2008). Huang, Jennifer ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14058.

    Full description at Econpapers || Download paper

  26. Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2008-3.

    Full description at Econpapers || Download paper

  27. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4445.

    Full description at Econpapers || Download paper

  28. Portfolio choice and the effects of liquidity. (2007). Rubio, Gonzalo ; Gonzalez, Ana.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1035.

    Full description at Econpapers || Download paper

  29. Why Do Private Acquirers Pay So Little Compared to Public Acquirers?. (2007). Stulz, René ; Schlingemann, Frederik ; Bargeron, Leonce ; Zutter, Chad.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13061.

    Full description at Econpapers || Download paper

  30. Pricing Implications of Shared Variance in Liquidity Measures. (2007). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2006_009.

    Full description at Econpapers || Download paper

  31. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-11.

    Full description at Econpapers || Download paper

  32. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6390.

    Full description at Econpapers || Download paper

  33. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:331.

    Full description at Econpapers || Download paper

  34. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
    In: Staff Reports.
    RePEc:fip:fednsr:252.

    Full description at Econpapers || Download paper

  35. R2 and Price Inefficiency. (2006). Xiong, Wei ; Hou, Kewei ; Peng, Lin.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-23.

    Full description at Econpapers || Download paper

  36. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

    Full description at Econpapers || Download paper

  37. Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis. (2005). Tesar, Linda ; Dominguez, Kathryn ; Auguste, Sebastian ; Kathryn M. E. Dominguez, ; Kamil, Herman.
    In: Working Papers.
    RePEc:mie:wpaper:533.

    Full description at Econpapers || Download paper

  38. Paying for Market Quality. (2005). Weaver, Daniel G. ; Tanggaard, Carsten ; Anand, Amber.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2006-06.

    Full description at Econpapers || Download paper

  39. The joint dynamics of liquidity, returns, and volatility across small and large firms. (2005). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
    In: Staff Reports.
    RePEc:fip:fednsr:207.

    Full description at Econpapers || Download paper

  40. Liquidity, default, taxes and yields on municipal bonds. (2005). Wang, Junbo ; Zhang, Frank ; Wu, Chunchi.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-35.

    Full description at Econpapers || Download paper

  41. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-10.

    Full description at Econpapers || Download paper

  42. Disclosure and liquidity. (2005). Espinosa, Monica ; Tapia, Mikel ; Trombetta, Marco.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb050202.

    Full description at Econpapers || Download paper

  43. Hypothesis Testing in Predictive Regressions. (2004). Hurvich, Clifford ; Amihud, Yakov ; Wang, YI.
    In: Finance.
    RePEc:wpa:wuwpfi:0412022.

    Full description at Econpapers || Download paper

  44. Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412008.

    Full description at Econpapers || Download paper

  45. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10994.

    Full description at Econpapers || Download paper

  46. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10327.

    Full description at Econpapers || Download paper

  47. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-9.

    Full description at Econpapers || Download paper

  48. From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings. (2004). Harris, Jeffrey ; Panchapagesan, Venkatesh ; Angel, James J. ; Werner, Ingrid.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-22.

    Full description at Econpapers || Download paper

  49. Asset Pricing with Liquidity Risk. (2003). Pedersen, Lasse ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3749.

    Full description at Econpapers || Download paper

  50. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-27.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-06 20:12:08 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.