RobHayward's equity [28 articles] Export

Recent papers added to RobHayward's library classified by the tag equity. You can also see everyone's equity.

	The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research? [My Copy] Social Science Research Network Working Paper Series (26 August 2009) by Avanidhar Subrahmanyam posted to equity emh capm by RobHayward on 2009-11-16 15:17:46 as
	Stock Market Trading Volume [My Copy] Social Science Research Network Working Paper Series (16 May 2009) by Andrew W. Lo, Jiang Wang posted to equity markets microstructure by RobHayward on 2009-06-03 08:09:27 as
	The Equity Risk Premium: A Solution [My Copy] Journal of Monetary Economics, Vol. 22 (1988), pp. 117-131. by Thomas A. Rietz posted to behaviour capm equity erp option smile tails by RobHayward on 2008-09-24 16:11:06 as
	Does the Stock Market Overreact? [My Copy] The Journal of Finance, Vol. 40, No. 3. (1985), pp. 793-805. by Werner F. M. De Bondt, Richard Thaler posted to behaviour bubble emh equity momentum by RobHayward on 2008-08-06 10:05:55 as
	Speculative dynamics and the role of feedback traders [My Copy] American Economic Review, Vol. 80, No. 2. (May 1990), pp. 63-69. by Lawrence H. Summers, James M. Poterba, David M. Cutler posted to behaviour emh equity momentum uip by RobHayward on 2008-08-05 11:26:36 as
	Investor Psychology and Asset Pricing [My Copy] The Journal of Finance, Vol. 56, No. 4. (2001), pp. 1533-1597. by David Hirshleifer posted to behaviour emh equity by RobHayward on 2008-03-29 07:31:14 as along with 2 people delicioussakura Oliver
	Cross-Border Returns Differentials [My Copy] National Bureau of Economic Research Working Paper Series (February 2008), 13768. by Stephanie E. Curcuru, Tomas Dvorak, Francis E. Warnock posted to bop equity flow by RobHayward on 2008-03-13 12:29:39 as
	Corporate cash flow and stock price exposures to foreign exchange rate risk [My Copy] Journal of Corporate Finance, Vol. 13, No. 5. (December 2007), pp. 981-994. by Sohnke M. Bartram posted to equity fx hedge by RobHayward on 2007-11-30 05:46:52 as
	An Asset Allocation Puzzle [My Copy] The American Economic Review, Vol. 87, No. 1. (1997), pp. 181-191. by Niko Canner, Gregory N. Mankiw, David N. Weil posted to capm emh equity finance by RobHayward on 2007-08-17 08:04:02 as
	The U.S. Equity Return Premium: Past, Present and Future [My Copy] (April 2007) by J. B. Delong, K. Magin posted to emh equity erp finance by RobHayward on 2007-04-13 08:58:57 as
	Disagreement and the Stock Market [My Copy] by H. Hong, J. C. Stein posted to behaviour equity finance by RobHayward on 2007-04-13 08:18:03 as
	Investor Sentiment and Corporate Finance:Micro and Macro [My Copy] by O. A. Lamont, J. C. Stein posted to behaviour emh equity finance fm by RobHayward on 2007-04-13 08:00:25 as
	Are policy platforms capitalized into equity prices? Evidence from the Bush/Gore 2000 Presidential Election [My Copy] Journal of Public Economics, Vol. 90, No. 4-5. (May 2006), pp. 751-773. by Brian Knight posted to equity finance by RobHayward on 2007-03-25 20:08:40 as
	Investors' Hold Sentiment Conveys a Buy Side Signal–Evidence [My Copy] by Ying Zhang, Peggy Swanson posted to emh equity finance momentum noise by RobHayward on 2007-03-11 20:21:09 as
	Are international value premiums driven by the same set of fundamentals? [My Copy] International Review of Economics & Finance, Vol. 16, No. 1. (2007), pp. 113-129. by Angela J. Black, Patricia Fraser, David G. Mcmillan posted to capital econometrics equity momentum by RobHayward on 2006-12-05 15:45:41 as
	International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets [My Copy] Journal of Multinational Financial Management, Vol. 16, No. 4. (October 2006), pp. 440-458. by Fahimeh Rezayat, Burhan F. Yavas posted to capm equity finance portfolio by RobHayward on 2006-10-03 13:46:58 as
	Global stock market reactions to scheduled U.S. macroeconomic news announcements [My Copy] Global Finance Journal, Vol. 17, No. 1. (September 2006), pp. 92-104. by Jussi Nikkinen, Mohammed Omran, Petri Sahlstrom, Janne Aijo posted to emh equity expectations finance information by RobHayward on 2006-09-29 17:29:09 as
	What explains household stock holdings? [My Copy] Journal of Banking & Finance, Vol. 30, No. 9. (September 2006), pp. 2579-2597. by Pauline Shum, Miquel Faig posted to equity finance by RobHayward on 2006-09-21 15:34:12 as
	The Worldwide Equity Premium: A Smaller Puzzle by Elroy Dimson, Paul Marsh, Mike Staunton [My Copy] EFA 2006 Zurich Meetings Paper by Elroy Dimson, Paul Marsh, Mike Staunton posted to beta emh equity finance by RobHayward on 2006-07-27 21:26:57 as
	International risk sharing is better than you think, or exchange rates are too smooth [My Copy] Journal of Monetary Economics, Vol. 53, No. 4. (May 2006), pp. 671-698. by Michael W. Brandt, John H. Cochrane, Pedro Santa-Clara posted to bop capital equity finance flow fx by RobHayward on 2006-07-04 14:50:27 as
	Was there a Nasdaq bubble in the late 1990s? [My Copy] Journal of Financial Economics, Vol. 81, No. 1. (July 2006), pp. 61-100. by Lubos Pastor, Pietro Veronesi posted to bubble equity by RobHayward on 2006-06-20 06:46:38 as
	Cross-sectional forecasts of the equity premium [My Copy] Journal of Financial Economics, Vol. 81, No. 1. (July 2006), pp. 101-141. by Christopher Polk, Samuel Thompson, Tuomo Vuolteenaho posted to emh equity by RobHayward on 2006-06-20 06:46:01 as
	Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets [My Copy] International Review of Economics & Finance, Vol. In Press, Corrected Proof by Ming-Shiun Pan, Robert C. Fok, Angela Y. Liu posted to equity finance fx by RobHayward on 2006-05-15 20:53:21 as
	Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk [My Copy] Journal of Financial Economics, Vol. 80, No. 2. (May 2006), pp. 309-349. by Ronnie Sadka posted to behaviour capm equity finance microstructure by RobHayward on 2006-05-02 13:10:30 as
	Growth Options, Beta, and Cost of Capital [My Copy] UCLA Working paper, March 2005 by Antonio Bernardo, Bhagwan Chowdry, Amit Goyal posted to beta capm equity by RobHayward on 2006-04-19 18:09:40 as
	SSRN-Investor Sentiment and Corporate Finance: Micro and Macro [My Copy] NBER Working Paper No. W11882 by Owen posted to equity sentiment by RobHayward on 2006-04-10 21:32:30 as
	SSRN-Technological Revolutions and Stock Prices [My Copy] NBER Working Paper No. W11876 by Lubos posted to bubble equity finance by RobHayward on 2006-04-07 19:29:20 as
	Explaining exchange rate risk in world stock markets: A panel approach [My Copy] Journal of Banking & Finance, Vol. 26, No. 10. (October 2002), pp. 1951-1972. by Dilip K. Patro, John K. Wald, Yangru Wu posted to bop equity fx risk by RobHayward on 2006-04-07 13:19:24 as

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finance	153
fx	146
behaviour	111
emh	61
bank	44
flow	39
bop	38
momentum	38
capm	34
econometrics	34
microstructure	34
fm	32
markets	31
equity	28
sentiment	28
volatility	28
economics	25
risk	25
agency	23
information	23
uip	23
bubble	20
development	18
hedge	18
trading	18
noise	17
governance	16
globalisation	14
options	14
business	13
derivative	13
reserves	13
expectations	12
garch	11
money	11
option	11
smile	11
open-economy	10
portfolio	10
forecast	9
liquidity	9
bond	8
emu	8
fund	8
credit	7
firm	7
innovation	7
time-series	7
capital	6
macro	6
beta	5
china	5
ppp	5
regulation	5
tails	5
commodities	4
forward	4
lop	4
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RobHayward's equity [28 articles] Export

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