01이 칸의 논문
- 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?
- The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns
- Systematic Mispricing of Speculative Stocks and the Cross-Sectional Risk-Return Trade-off
- Firms’ Stock Prices, Stock Returns, and Remaining Lifetime Earnings
- Systematic Momentum: A New Class of Price Patterns
- Economic Uncertainty and the Beta Anomaly
- Accounting for Asymmetry in the Investment– q Relation: Redux of Financial Reporting Quality and Investment Efficiency
- Investor Regret and Stock Returns
- Noise Trading and Asset Pricing Factors
- Measuring Investor Attention Using Google Search
- The Effect of Dispersion on the Informativeness of Consensus Analyst Target Prices
- Investor Logins and the Disposition Effect
- Media Attention and Event-Based Grouping of Stocks: An Examination of Stocks Hyped by Media Outlets as Benefiting from the Olympics
- Can Competition Increase Profits in Factor Investing?
- Securities Markets in Which Some Investors Receive Information About Cash Flow Betas
- Is Information Risk Priced? New Evidence from Outer Space
- Stock Market Ownership Transitions
- Financialization and Commodity Markets Serial Dependence
- Replicating and Digesting Anomalies in the Chinese A-Share Market
- Winners from Winners: A Tale of Risk Factors
- Managerial Overconfidence and Market Feedback Effects
02같은 주제, 다른 방법
- Nominal Prices, Retail Investor Participation, and Return Momentum
- Investor Behavior Under Epistemic vs. Aleatory Uncertainty
- Quantifying the Impact of Impact Investing
- Ownership Structure, Incentives, and Asset Returns
- How to Alleviate Correlation Neglect in Investment Decisions
- Visual Finance: The Pervasive Effects of Red on Investor Behavior
- The Distortion in Prices Due to Passive Investing
- Skill Acquisition and Data Sales
- Reaching for Returns in Retail Structured Investment
- Short-Term Investors, Long-Term Investments, and Firm Value: Evidence from Russell 2000 Index Inclusions