Good News, Bad News, No News: The Media and the Cross Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3541037 ◽

2020 ◽

Author(s):

Hans-Jörg Naumer ◽

B. Burcin Yurtoglu

Keyword(s):

Stock Returns ◽

Cross Section ◽

Bad News ◽

Good News ◽

The Media ◽

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When Bad News is Good News: Geopolitical Risk and the Cross-Section of Emerging Market Stock Returns

Journal of Financial Stability ◽

10.1016/j.jfs.2021.100964 ◽

2021 ◽

pp. 100964

Author(s):

Adam Zaremba ◽

Nusret Cakici ◽

Ender Demir ◽

Huaigang Long

Keyword(s):

Stock Returns ◽

Cross Section ◽

Emerging Market ◽

Bad News ◽

Good News ◽

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When Bad News is Good News: Geopolitical Risk and the Cross-Section of Emerging Market Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3728341 ◽

2020 ◽

Author(s):

Adam Zaremba ◽

Nusret Cakici ◽

Ender Demir

Keyword(s):

Stock Returns ◽

Cross Section ◽

Emerging Market ◽

Bad News ◽

Good News ◽

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Seasonality in the Cross-Section of Stock Returns

10.2469/dig.v38.n3.24 ◽

2008 ◽

Vol 38 (3) ◽

pp. 55-56

Author(s):

Kathryn Dixon Jost

Keyword(s):

Stock Returns ◽

Cross Section ◽

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

10.2469/dig.v46.n3.12 ◽

2016 ◽

Vol 46 (3) ◽

Author(s):

Imrith Ramtohul

Keyword(s):

Stock Returns ◽

Cross Section ◽

Trade Credit ◽

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

10.2469/dig.v45.n3.14 ◽

2015 ◽

Vol 45 (3) ◽

Author(s):

Claire Emory

Keyword(s):

Stock Returns ◽

Mutual Funds ◽

Cross Section ◽

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

10.2469/dig.v41.n2.9 ◽

2011 ◽

Vol 41 (2) ◽

pp. 46-48

Author(s):

Vipul K. Bansal

Keyword(s):

Stock Returns ◽

Cross Section ◽

International Evidence ◽

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Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

10.2469/dig.v39.n3.42 ◽

2009 ◽

Vol 39 (3) ◽

pp. 75-77

Author(s):

Chirag B. Patel

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

Expected Stock Returns ◽

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

10.2469/dig.v48.n4.6 ◽

2018 ◽

Vol 48 (4) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Economic Uncertainty ◽

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

10.2469/dig.v47.n2.7 ◽

2017 ◽

Vol 47 (2) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

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Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1102279 ◽

2008 ◽

Author(s):

Peter M. Nyberg ◽

Anders Wilhelmsson

Keyword(s):

Risk Aversion ◽

Stock Returns ◽

Cross Section ◽

Risk Premium ◽

Volatility Risk ◽

Volatility Risk Premium ◽

The Cross ◽

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