Is There Smart Money? How Information in the Futures Market Gets Priced into the Cross-Section of Stock Returns with Delay

2017 ◽  
Author(s):  
Steven Wei Ho ◽  
Alexandre R. Lauwers
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Futures Market ◽  
Smart Money ◽  
The Cross

Seasonality in the Cross-Section of Stock Returns

CFA Digest ◽  
2008 ◽  
Vol 38 (3) ◽  
pp. 55-56
Author(s):  
Kathryn Dixon Jost
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
The Cross

As Told by the Supplier: Trade Credit and the Cross Section of Stock Returns

CFA Digest ◽  
2016 ◽  
Vol 46 (3) ◽  
Author(s):  
Imrith Ramtohul
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Trade Credit ◽  
The Cross

Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns

CFA Digest ◽  
2015 ◽  
Vol 45 (3) ◽  
Author(s):  
Claire Emory
Keyword(s):  
Stock Returns ◽  
Mutual Funds ◽  
Cross Section ◽  
The Cross

Seasonality in the Cross Section of Stock Returns: The International Evidence

CFA Digest ◽  
2011 ◽  
Vol 41 (2) ◽  
pp. 46-48
Author(s):  
Vipul K. Bansal
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
International Evidence ◽  
The Cross

Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

CFA Digest ◽  
2009 ◽  
Vol 39 (3) ◽  
pp. 75-77
Author(s):  
Chirag B. Patel
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Idiosyncratic Risk ◽  
Expected Stock Returns ◽  
The Cross

Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

CFA Digest ◽  
2018 ◽  
Vol 48 (4) ◽  
Author(s):  
Clifford S. Ang
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Economic Uncertainty ◽  
The Cross

Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns

CFA Digest ◽  
2017 ◽  
Vol 47 (2) ◽  
Author(s):  
Clifford S. Ang
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Cash Flows ◽  
The Cross

Advertising and the Cross Section of Stock Returns

2009 ◽  
Author(s):  
An Yan ◽  
Thomas J. Chemmanur
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
The Cross
Sign in / Sign up

Export Citation Format

Share Document