Keywords: مقطع بازده سهام; Momentum; Industry momentum; Asset pricing; Cross-section of stock returns; Intertemporal CAPM; Macro risk factors; Linear multifactor models; Predictability of stock returns; E44; G10; G12;
مقالات ISI مقطع بازده سهام (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: مقطع بازده سهام; Leverage constraints; Asset prices; Betting-against-beta; Mutual fund performance; Cross-section of stock returns; G12; G23;
Keywords: مقطع بازده سهام; Dispersion of beliefs; Disagreement in options market; Cross-section of stock returns; Equity options; Option trading volume; G10; G11; G12; G14;
Keywords: مقطع بازده سهام; F32; F65; G12; G15; G23; Hot money; Cross-section of stock returns; Global financial crisis; Foreign ownership; South Korean stock market;
Keywords: مقطع بازده سهام; G12; G14; G33; Financial distress; Pension underfunding; Cross-section of stock returns; Expected default frequency;
Keywords: مقطع بازده سهام; Cross-section of stock returns; Extreme returns; Predictability; China; F39; G12;
Keywords: مقطع بازده سهام; Economic uncertainty; Uncertainty aversion; Cross-section of stock returns; ICAPM; Return predictability; G11; G12; C13; E20; E30;
Keywords: مقطع بازده سهام; G11; Investment; Economic moat; Sustainable competitive advantage; Asset pricing; Cross-section of stock returns;
Keywords: مقطع بازده سهام; G11; G12; G17Realized volatility; Skewness; Kurtosis; Equity markets; Cross-section of stock returns
Keywords: مقطع بازده سهام; General equilibrium; Asset pricing; Monetary policy; Nominal rigidities; Expected stock returns; Cross-section of stock returns;
Keywords: مقطع بازده سهام; G11; G12; G14; Excess volatility; Cross-section of stock returns; Sentiment risk;
Keywords: مقطع بازده سهام; Cross-section of stock returns; Anomalies; Market efficiency;
Keywords: مقطع بازده سهام; G12; C21; Idiosyncratic volatility; Idiosyncratic volatility premium; Cross-section of stock returns; Generalized Method of Moments;
Keywords: مقطع بازده سهام; G12; D83; D92; Idiosyncratic volatility; Incomplete information; Cross-section of stock returns;
Keywords: مقطع بازده سهام; G14; G31; G32; M41; M42; Total accruals; Size; Book-to-market; Mispricing; Abnormal returns; Cross-section of stock returns;
Keywords: مقطع بازده سهام; G12; G14; M41FSCORE; Book-to-market; Size; Risk-adjusted return; Portfolio; Cross-section of stock returns
Keywords: مقطع بازده سهام; Idiosyncratic volatility; Cross-section of stock returns; Lottery preferences; Market frictionsG12; G14
The q-theory explanation for the external financing effect: New evidence
Keywords: مقطع بازده سهام; G14; G31; G32; M41; M42; Cross-section of stock returns; External financing; Total profitability; q-Theory of investment; R&D; Total asset growth;
Dispersion of beliefs, ambiguity, and the cross-section of stock returns
Keywords: مقطع بازده سهام; G12; G14; Ambiguity; Dispersion of beliefs; Cross-section of stock returns;
An alternative three-factor model for international markets: Evidence from the European Monetary Union
Keywords: مقطع بازده سهام; Multi-factor models; Cross-section of stock returns; Fama and French three-factor model; E44; G12; G14;
Multifactor models and their consistency with the ICAPM
Keywords: مقطع بازده سهام; Asset pricing models; Intertemporal CAPM; Predictability of stock returns; Cross-section of stock returns; Value and momentumG11; G12; G14
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Keywords: مقطع بازده سهام; G1; Stock return predictability; Average idiosyncratic variance; Stock market variance; Cross-section of stock returns; Value premium; CAPM;
On the predictability of Chinese stock returns
Keywords: مقطع بازده سهام; G12; G15Stock return predictability; Cross-section of stock returns; China
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns
Keywords: مقطع بازده سهام; G12Consumption-based asset pricing; Cross-section of stock returns; Reference level