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在“Elsevier电子期刊”中，命中：352条，耗时：0.0639677 秒

在所有数据库中总计命中：4,557条

1.Do extreme returns matter in emerging markets? Evidence from the Chinese stock market

作者：Gilbert V. Nartea^a ; ^{gilbert.nartea@waikato.ac.nz} ; Dongmin Kong^b ; ^{kongdm@mail.hust.edu.cn} ; Ji Wu^c ; ^{georgejiwu@hotmail.com}

关键词：Cross-section of stock returns ; Extreme returns ; Predictability ; China

刊名：Journal of Banking & Finance

出版年：2017

2.Underfunding or distress? An analysis of corporate pension underfunding and the cross-section of expected stock returns

作者：Qizhi Tao^c ; Carl Chen^a ; Rui Lu^b ; ^{lurui@mail.sysu.edu.cn} ; Ting Zhang^a ; ^{tzhang1@udayton.edu}

关键词：G12 ; G14 ; G33

刊名：International Review of Economics & Finance

出版年：2017

3.Firm size, economic risks, and the cross-section of international stock returns

作者：Victoria Atanasov^a ; ^{atanasov@uni-mannheim.de} ; Thomas Nitschka^b ; ^{thomas.nitschka@snb.ch}

关键词：G11 ; G12

刊名：The North American Journal of Economics and Finance

出版年：2017

4.Bin size independence in intra-day seasonalities for relative prices

作者：Esteban Guevara Hidalgo ; ^{esteban_guevarah@hotmail.com}

关键词：Intra-day patterns ; High frequency time series ; Stylized facts

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

5.Time-varying return predictability in South Asian equity markets

作者：Md. Lutfur Rahman ; Doowon Lee ^{Doowon.Lee@newcastle.edu.au} ; Abul Shamsuddin

关键词：F30 ; G14 ; G15

刊名：International Review of Economics & Finance

出版年：2017

6.State variables, macroeconomic activity, and the cross section of individual stocks

作者：Martijn Boons^a ; ^b ; ^{martijn.boons@novasbe.pt" class="auth_mail" title="E-mail the corresponding author}

关键词：State variables ; Macroeconomic risk ; Linear asset pricing models ; Individual stock returns ; Time series and cross-sectional consistency

刊名：Journal of Financial Economics

出版年：2016

7.Aggregate volatility risk and the cross-section of stock returns: Australian evidence

作者：Van Anh (Vivian) Mai ^{vamai@deakin.edu.au" class="auth_mail" title="E-mail the corresponding author} ; Tze Chuan &lsquo ; Chewie&rsquo ; Ang ; ^{c.ang@deakin.edu.au" class="auth_mail" title="E-mail the corresponding author} ; Victor Fang ^{v.fang@deakin.edu.au" class="auth_mail" title="E-mail the corresponding author}

关键词：Aggregate volatility risk ; Cross-sectional return ; Asset pricing test ; Implied volatility (VIX) ; Anomaly

刊名：Pacific-Basin Finance Journal

出版年：2016

8.Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns

作者：Tim Bollerslev^a ; ^b ; ^c ; ^{boller@duke.edu" class="auth_mail" title="E-mail the corresponding author} ; Sophia Zhengzi Li ; ^d ; ^{lizhengzi@broad.msu.edu" class="auth_mail" title="E-mail the corresponding author} ; Viktor Todorov^e ; ^{v-todorov@northwestern.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Market price risks ; Jump betas ; High-frequency data ; Cross-sectional return variation

刊名：Journal of Financial Economics

出版年：2016

9.Commodity risks and the cross-section of equity returns

作者：Chris Brooks^a ; ^{C.Brooks@icmacentre.ac.uk" class="auth_mail" title="E-mail the corresponding author} ; Adrian Fernandez-Perez^b ; ^{adrian.fernandez@aut.ac.nz" class="auth_mail" title="E-mail the corresponding author} ; Joë ; lle Miffre^c ; ^{Joelle.Miffre@edhec.edu" class="auth_mail" title="E-mail the corresponding author} ; Ogonna Nneji^a ; ^{o.nneji@icmacentre.ac.uk" class="auth_mail" title="E-mail the corresponding author}

关键词：Long-only commodity portfolio ; Term structure portfolio ; Commodity risks ; Cross-section of equity returns

刊名：The British Accounting Review

出版年：2016

10.Determinants of the cross-sectional stock returns in Korea: evaluating recent empirical evidence

作者：Jaehoon Hahn ; ^{hahnj@yonsei.ac.kr" class="auth_mail" title="E-mail the corresponding author} ; Heebin Yoon

关键词：G12

刊名：Pacific-Basin Finance Journal

出版年：2016

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