01이 칸의 논문
- The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns
- Can Competition Increase Profits in Factor Investing?
- Securities Markets in Which Some Investors Receive Information About Cash Flow Betas
- Managerial Overconfidence and Market Feedback Effects
- Quantifying the Impact of Impact Investing
- Contrarians, Extrapolators, and Stock Market Momentum and Reversal
- Ownership Structure, Incentives, and Asset Returns
- The Distortion in Prices Due to Passive Investing
- Skill Acquisition and Data Sales
- Targets, Predictability, and Performance
- Is Market Timing Good for Shareholders?
- Dynamic Attention Behavior Under Return Predictability
- Two Birds, One Stone: Joint Timing of Returns and Capital Gains Taxes
- Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons
02같은 주제, 다른 방법
- Time Variation in Extrapolation and Anomalies
- Macroeconomic Announcements and the News That Matters Most to Investors
- Investing in Growth Stocks: Bimodal Payoff Distribution and Expected Returns
- Superstition Everywhere
- Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from COVID-19
- Market Returns and a Tale of Two Types of Attention
- Temperature Sensitivity, Mispricing, and Predictable Returns
- Intraday Market Return Predictability Culled from the Factor Zoo
- Ethnic Investing and the Value of Firms
- How and When Are High-Frequency Stock Returns Predictable?