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There are 5466 results for: content related to: Individual Investor Trading and Stock Returns

  1. Herding and Feedback Trading by Institutional and Individual Investors

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2263–2295, John R. Nofsinger and Richard W. Sias

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00188

  2. Investor Sentiment and the Closed-End Fund Puzzle

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 75–109, CHARLES M. C. LEE, ANDREI SHLEIFER and RICHARD H. THALER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03746.x

  3. Is the Value Spread a Good Predictor of Stock Returns? UK Evidence

    Journal of Business Finance & Accounting

    Volume 36, Issue 7-8, September/October 2009, Pages: 925–950, Maria Michou

    Version of Record online : 7 AUG 2009, DOI: 10.1111/j.1468-5957.2009.02148.x

  4. Market Efficiency and the Post-Earnings Announcement Drift

    Contemporary Accounting Research

    Volume 28, Issue 3, Fall 2011 (September), Pages: 926–956, Dennis Y. Chung and Karel Hrazdil

    Version of Record online : 1 APR 2011, DOI: 10.1111/j.1911-3846.2011.01078.x

  5. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  6. Free triiodothyronine/free thyroxine ratio rather than thyrotropin is more associated with metabolic parameters in healthy euthyroid adult subjects

    Clinical Endocrinology

    Volume 87, Issue 1, July 2017, Pages: 87–96, So Young Park, Se Eun Park, Sang Won Jung, Hyun Seok Jin, Ie Byung Park, Song Vogue Ahn and Sihoon Lee

    Version of Record online : 3 MAY 2017, DOI: 10.1111/cen.13345

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    A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS

    Journal of Economic Surveys

    Volume 31, Issue 1, February 2017, Pages: 79–168, Eero Pätäri and Timo Leivo

    Version of Record online : 24 SEP 2015, DOI: 10.1111/joes.12133

  8. The Price Is (Almost) Right

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2739–2782, RANDOLPH B. COHEN, CHRISTOPHER POLK and TUOMO VUOLTEENAHO

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01516.x

  9. On Monetary Policy and Stock Market Anomalies

    Journal of Business Finance & Accounting

    Volume 40, Issue 7-8, September/October 2013, Pages: 1009–1042, Alexandros Kontonikas and Alexandros Kostakis

    Version of Record online : 18 JUN 2013, DOI: 10.1111/jbfa.12028

  10. ON STOCK RETURN SEASONALITY AND CONDITIONAL HETEROSKEDASTICITY

    Journal of Financial Research

    Volume 21, Issue 2, Summer 1998, Pages: 229–246, Kenneth Beller and John R. Nofsinger

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00682.x

  11. Clustering in small area estimation with area level linear mixed models

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 180, Issue 4, October 2017, Pages: 1253–1279, Elaheh Torkashvand, Mohammad Jafari Jozani and Mahmoud Torabi

    Version of Record online : 19 AUG 2017, DOI: 10.1111/rssa.12308

  12. Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia

    Journal of Futures Markets

    Volume 34, Issue 1, January 2014, Pages: 34–55, Yakup Eser Arisoy

    Version of Record online : 11 DEC 2012, DOI: 10.1002/fut.21589

  13. The Long-Term Price-Earnings Ratio

    Journal of Business Finance & Accounting

    Volume 33, Issue 7-8, September/October 2006, Pages: 1063–1086, Keith Anderson and Chris Brooks

    Version of Record online : 23 JUN 2006, DOI: 10.1111/j.1468-5957.2006.00621.x

  14. Bayesian Alphas and Mutual Fund Persistence

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2251–2288, JEFFREY A. BUSSE and PAUL J. IRVINE

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01057.x

  15. Individual Investor Trading and Return Patterns around Earnings Announcements

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 639–680, RON KANIEL, SHUMING LIU, GIDEON SAAR and SHERIDAN TITMAN

    Version of Record online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01727.x

  16. Effect of Investor Category Trading Imbalances on Stock Returns

    International Review of Finance

    Volume 8, Issue 3-4, September/December 2008, Pages: 179–206, DAVID COLWELL, JULIA HENKER and TERRY WALTER

    Version of Record online : 27 NOV 2008, DOI: 10.1111/j.1468-2443.2008.00081.x

  17. Approximating the Asset Pricing Kernel

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1383–1410, DAVID A. CHAPMAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01114.x

  18. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2819–2870, ANDREA BURASCHI, ROBERT KOSOWSKI and WORRAWAT SRITRAKUL

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12167

  19. BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT

    Journal of Financial Research

    Volume 22, Issue 2, Summer 1999, Pages: 227–246, Paul Brockman and Dennis Y. Chung

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00724.x

  20. Adult Outcomes for Children of Teenage Mothers

    The Scandinavian Journal of Economics

    Volume 110, Issue 1, March 2008, Pages: 93–117, Marco Francesconi

    Version of Record online : 17 APR 2008, DOI: 10.1111/j.1467-9442.2008.00526.x