Critical Finance Review
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An Intangible-Adjusted Book-to-Market Ratio Still Predicts Stock Returns

2022 ◽  
Vol 11 ◽  
Author(s):  
Hyuna Park
Keyword(s):  
Stock Returns ◽  
Book To Market Ratio

In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less

2021 ◽  
Vol 10 (3) ◽  
pp. 329-381
Author(s):  
Andrew Y. Chen ◽  
Fabian Winkler ◽  
Rebecca Wasyk
Keyword(s):  
Full Information ◽  
Long Run ◽  
Long Run Risks

Mispricing of Index Options with Respect to Stochastic Dominance Bounds?

2021 ◽  
Vol 10 (1) ◽  
pp. 21-55
Author(s):  
Martin Wallmeier
Keyword(s):  
Stochastic Dominance ◽  
Index Options

Carhart (1997) Mutual Fund Performance Persistence Disappears Out of Sample

2021 ◽  
Vol 10 (2) ◽  
pp. 263-270
Author(s):  
James J. Choi ◽  
Kevin Zhao
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Performance Persistence ◽  
Mutual Fund Performance ◽  
Out Of Sample

Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981

2021 ◽  
Vol 10 (3) ◽  
pp. 409-418
Author(s):  
Dan Gabriel Anghel ◽  
Petre Caraiani
Keyword(s):  
Stock Prices

scholarly journals Not a Coincidence: Sons-in-Law as Successors in Successful Japanese Family Firms

2021 ◽  
Vol 10 ◽  
Author(s):  
Georg D. Blind ◽  
Stefania Lottanti von Mandach
Keyword(s):  
Family Firms ◽  
Japanese Family

Treasury Rates No Longer Predict Returns: A Reappraisal of Breen, Glosten and Jagannathan (1989)

2021 ◽  
Vol 10 (3) ◽  
pp. 429-444
Author(s):  
Philip Gray ◽  
Thanh Huynh

Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect

2021 ◽  
Vol 10 (3) ◽  
pp. 419-427
Author(s):  
Chaehyun Pyun
Keyword(s):  
Idiosyncratic Volatility

scholarly journals Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns

2021 ◽  
Vol 10 (1) ◽  
pp. 65-81
Author(s):  
Panayiotis C. Andreou ◽  
Anastasios Kagkadis ◽  
Paulo Maio ◽  
Dennis Philip
Keyword(s):  
Stock Returns ◽  
Predictive Inference
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