Search Results

There are 27071 results for: content related to: Stock weighting and nontrading bias in estimated portfolio returns

  1. Is the relationship between investment and conditional cash flow volatility ambiguous, asymmetric or both?

    Accounting & Finance

    Volume 53, Issue 4, December 2013, Pages: 913–947, Michael O'Connor Keefe and James Tate

    Version of Record online : 1 AUG 2013, DOI: 10.1111/acfi.12034

  2. Out-of-sample stock return predictability in emerging markets

    Accounting & Finance

    Afsaneh Bahrami, Abul Shamsuddin and Katherine Uylangco

    Version of Record online : 5 OCT 2016, DOI: 10.1111/acfi.12234

  3. Measuring fund style, performance and activity: a new style-profiling approach

    Accounting & Finance

    Volume 55, Issue 1, March 2015, Pages: 29–55, Daniel Buncic, Jon E. Eggins and Robert J. Hill

    Version of Record online : 28 OCT 2013, DOI: 10.1111/acfi.12047

  4. Are imputation credits capitalised into stock prices?

    Accounting & Finance

    Volume 55, Issue 1, March 2015, Pages: 241–277, Kai-Wei (Shaun) Siau, Stephen J. Sault and Geoffrey J. Warren

    Version of Record online : 26 NOV 2013, DOI: 10.1111/acfi.12058

  5. The influence of firm financial position and industry characteristics on capital structure adjustment

    Accounting & Finance

    Volume 55, Issue 4, December 2015, Pages: 1135–1169, David J. Smith, Jianguo Chen and Hamish D. Anderson

    Version of Record online : 7 MAY 2014, DOI: 10.1111/acfi.12083

  6. Dividend persistence and dividend behaviour

    Accounting & Finance

    Kam Fong Chan, John G. Powell, Jing Shi and Tom Smith

    Version of Record online : 10 MAR 2016, DOI: 10.1111/acfi.12208

  7. Do investors misprice components of net periodic pension cost?

    Accounting & Finance

    Volume 56, Issue 3, September 2016, Pages: 845–878, Yong-Chul Shin and Kun Yu

    Version of Record online : 23 SEP 2014, DOI: 10.1111/acfi.12089

  8. Higher moments and beta asymmetry: evidence from Australia

    Accounting & Finance

    Volume 54, Issue 3, September 2014, Pages: 779–807, Minh Phuong Doan, Chien-Ting Lin and Michael Chng

    Version of Record online : 17 MAY 2013, DOI: 10.1111/acfi.12022

  9. Does the effect of revealed private information on initial public offering (IPO) first trading day return differ by IPO market heat?

    Accounting & Finance

    Volume 54, Issue 3, September 2014, Pages: 921–964, Michael O'Connor Keefe

    Version of Record online : 14 MAR 2013, DOI: 10.1111/acfi.12015

  10. Conditional returns to shareholders of bidding firms: an Australian study

    Accounting & Finance

    Volume 57, Issue S1, April 2017, Pages: 3–43, Farida Akhtar

    Version of Record online : 3 JUL 2015, DOI: 10.1111/acfi.12149

  11. The effect of data availability in measuring fund managers’ after-tax alphas

    Accounting & Finance

    Zhe Chen, David R. Gallagher and Geoffrey J. Warren

    Version of Record online : 18 JAN 2017, DOI: 10.1111/acfi.12254

  12. Sources of momentum profits in international stock markets

    Accounting & Finance

    Volume 54, Issue 2, June 2014, Pages: 567–589, Kyung-In Park and Dongcheol Kim

    Version of Record online : 1 FEB 2013, DOI: 10.1111/acfi.12009

  13. Information disclosure quality: correlation versus precision

    Accounting & Finance

    Adrian (Wai-Kong) Cheung and Wei Hu

    Version of Record online : 13 JUL 2017, DOI: 10.1111/acfi.12282

  14. Information diffusion and the predictability of New Zealand stock market returns

    Accounting & Finance

    Volume 56, Issue 3, September 2016, Pages: 749–785, Hai Lin and Daniel Quill

    Version of Record online : 17 SEP 2014, DOI: 10.1111/acfi.12091

  15. Vine copulas: modelling systemic risk and enhancing higher-moment portfolio optimisation

    Accounting & Finance

    Rand Kwong Yew Low

    Version of Record online : 11 MAY 2017, DOI: 10.1111/acfi.12274

  16. Partial moment volatility indices

    Accounting & Finance

    Zhangxin (Frank) Liu and Michael J. O'Neill

    Version of Record online : 9 MAR 2016, DOI: 10.1111/acfi.12209

  17. When are investment projects in the same risk class?

    Accounting & Finance

    Volume 57, Issue 2, June 2017, Pages: 499–510, David Johnstone

    Version of Record online : 4 AUG 2015, DOI: 10.1111/acfi.12157

  18. You have free access to this content
    Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set

    Accounting & Finance

    Volume 57, Issue 1, March 2017, Pages: 3–46, Shumi Akhtar and Maria Jahromi

    Version of Record online : 13 AUG 2015, DOI: 10.1111/acfi.12139

  19. Improving equity premium forecasts by incorporating structural break uncertainty

    Accounting & Finance

    Jing Tian and Qing Zhou

    Version of Record online : 18 OCT 2016, DOI: 10.1111/acfi.12240

  20. Net share issues and the cross-section of equity returns under a dividend imputation tax system

    Accounting & Finance

    Volume 56, Issue 4, December 2016, Pages: 1097–1117, Adrian Melia, Paul Docherty and Steve Easton

    Version of Record online : 6 MAY 2015, DOI: 10.1111/acfi.12122