1. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2. Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

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3. The Limits of p?Hacking: Some Thought Experiments. (2021). Chen, Andrew Y.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:76:y:2021:i:5:p:2447-2480.

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4. The Perception of Dependence, Investment Decisions, and Stock Prices. (2021). Weber, Martin ; Ungeheuer, Michael.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:76:y:2021:i:2:p:797-844.

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5. Correlation and the omitted variable: A tale of two prices. (2021). Pan, Zheyao ; Han, Xing.
   In: Financial Management.
   RePEc:bla:finmgt:v:50:y:2021:i:2:p:519-552.

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6. Anomalies enhanced: A portfolio rebalancing approach. (2021). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng.
   In: Financial Management.
   RePEc:bla:finmgt:v:50:y:2021:i:2:p:371-424.

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7. ESG preferences, risk and return. (2021). Cornell, Bradford.
   In: European Financial Management.
   RePEc:bla:eufman:v:27:y:2021:i:1:p:12-19.

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8. Public R&D spending and cross-sectional stock returns. (2020). Chen, Sheng-Syan ; Wang, Yanzhi ; Liang, Woan-Lih.
   In: Research Policy.
   RePEc:eee:respol:v:49:y:2020:i:1:s0048733319302057.

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9. Time series momentum: Is it there?. (2020). Zhou, Guofu ; Wang, Liyao ; Li, Jiangyuan ; Huang, Dashan .
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:135:y:2020:i:3:p:774-794.

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10. Measuring skewness premia. (2020). Langlois, Hugues.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:2:p:399-424.

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11. Show me the money: The monetary policy risk premium. (2020). Ozdagli, Ali ; Velikov, Mihail.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:2:p:320-339.

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12. Earnings, retained earnings, and book-to-market in the cross section of expected returns. (2020). Ball, Ray ; Nikolaev, Valeri ; Linnainmaa, Juhani T ; Gerakos, Joseph.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:1:p:231-254.

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13. Anomalies across the globe: Once public, no longer existent?. (2020). Jacobs, Heiko ; Muller, Sebastian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:1:p:213-230.

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14. Is the presidential premium spurious?. (2020). al Zaman, Ashraf ; Sy, Oumar.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:56:y:2020:i:c:p:94-104.

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15. A much robust and updated evidences of the alternative real-estate based asset pricing. (2020). Shi, QI.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303978.

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16. Common risk factors in the returns on cryptocurrencies. (2020). Cui, Guowei ; Liang, Xuan ; Liu, Weiyi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305.

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17. Betas versus characteristics: A practical perspective. (2020). Sy, Oumar ; Pacurar, Maria ; Nazaire, Gregory.
    In: European Financial Management.
    RePEc:bla:eufman:v:26:y:2020:i:5:p:1385-1413.

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18. Does the market model provide a good counterfactual for event studies in finance?. (2019). Castro-Iragorri, Carlos.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-019-00325-4.

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19. What is the real relationship between cash holdings and stock returns?. (2019). John, K C ; Wang, Shujing ; Ma, Tai ; Eric, F Y ; Chewie, Tze Chuan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:513-528.

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20. Is that factor just lucky? Australian evidence. (2019). Huang, Ronghong ; Gaunt, Clive ; Cannavan, Damien ; Hoang, Khoa.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1930304x.

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21. A large-scale approach for evaluating asset pricing models. (2019). Barras, Laurent.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:134:y:2019:i:3:p:549-569.

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22. The cash conversion cycle spread. (2019). Wang, Baolian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:133:y:2019:i:2:p:472-497.

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23. The cross-section of labor leverage and equity returns. (2019). Gourio, Francois ; Kehrig, Matthias ; Donangelo, Andres ; Palacios, Miguel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:2:p:497-518.

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24. Too good to be true? Fallacies in evaluating risk factor models. (2019). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:2:p:451-471.

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25. Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns. (2019). Kang, Jangkoo ; Jang, Jeewon.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:1:p:222-247.

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26. Do insiders time management buyouts and freezeouts to buy undervalued targets?. (2019). Harford, Jarrad ; Zhang, Feng ; Stanfield, Jared.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:1:p:206-231.

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27. Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:103:y:2019:i:c:p:61-79.

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28. Asset prices and “the devil(s) you know”. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Benno, Duc Binh.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:105:y:2019:i:c:p:20-35.

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29. Model comparison tests of linear factor models in U.K. stock returns. (2019). Fletcher, Jonathan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:281-291.

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30. Review of new trends in the literature on factor models and mutual fund performance. (2019). Mateus, Cesario ; Todorovic, Natasa.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:344-354.

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31. Asset pricing model uncertainty. (2019). Borup, Daniel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:54:y:2019:i:c:p:166-189.

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32. Dispersion of beliefs, ambiguity, and the cross-section of stock returns. (2019). Kim, Tong Suk ; Min, Byoung-Kyu ; Lee, Deok-Hyeon.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:50:y:2019:i:c:p:43-56.

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33. The cross-section of emerging market stock returns. (2019). Lauterbach, Jochim G ; Hanauer, Matthias X.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:38:y:2019:i:c:p:265-286.

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34. A diagnostic criterion for approximate factor structure. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:2:p:503-521.

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35. Complex analytic wavelets in the measurement of macroeconomic risks. (2019). Bruzda, Joanna.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818302493.

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36. Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13724.

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37. FIRM SIZE AND STOCK RETURNS: A QUANTITATIVE SURVEY. (2019). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:33:y:2019:i:5:p:1463-1492.

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38. Do stock markets react to soccer games? A meta-regression analysis. (2018). Geyer-Klingeberg, Jerome ; Rathgeber, Andreas ; Walter, Matthias ; Hang, Markus.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:19:p:2171-2189.

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39. Measurement matters – A meta-study of the determinants of corporate capital structure. (2018). Hang, M ; Stockl, Stefan ; Rathgeber, W ; Geyer-Klingeberg, J.
    In: Post-Print.
    RePEc:hal:journl:hal-01809956.

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40. Measurement matters—A meta-study of the determinants of corporate capital structure. (2018). Geyer-Klingeberg, Jerome ; Hang, Markus ; Stockl, Stefan ; Rathgeber, Andreas W.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:211-225.

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41. European cross-border acquisitions: Long-run stock returns and firm characteristics. (2018). Jensen-Vinstrup, Mathias ; Wulff, Jesper ; Rigamonti, Damiana.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:47-48:y:2018:i::p:31-45.

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42. Viewpoint: Beasts of the field? Ethics in agricultural and applied economics. (2018). Michler, Jeffrey ; Josephson, Anna.
    In: Food Policy.
    RePEc:eee:jfpoli:v:79:y:2018:i:c:p:1-11.

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43. Market intraday momentum. (2018). Gao, Lei ; Zhou, Guofu ; Li, Sophia Zhengzi ; Han, Yufeng.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:2:p:394-414.

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44. Agnostic fundamental analysis works. (2018). Bartram, Söhnke ; Grinblatt, Mark.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:128:y:2018:i:1:p:125-147.

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45. Leverage constraints and asset prices: Insights from mutual fund risk taking. (2018). Boguth, Oliver ; Simutin, Mikhail.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:127:y:2018:i:2:p:325-341.

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46. Asset allocation strategies, data snooping, and the 1 / N rule. (2018). Hsu, Po-Hsuan ; Cao, Zhiguang ; Wu, Wensheng ; Han, Qiheng .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:97:y:2018:i:c:p:257-269.

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47. Fishing the Corporate Social Responsibility risk factors. (2018). Ciciretti, Rocco ; Becchetti, Leonardo ; Dalo, Ambrogio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:37:y:2018:i:c:p:25-48.

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48. Pricing within and across asset classes. (2018). Dobrynskaya, Victoria .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:25:y:2018:i:c:p:10-15.

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49. Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:264-280.

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50. Cash savings and capital markets. (2018). McLean, David R ; Zhao, Mengxin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:47:y:2018:i:c:p:49-64.

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51. Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

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52. A discrete modification of the Benjamini–Yekutieli procedure. (2018). Dohler, Sebastian.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:5:y:2018:i:c:p:137-147.

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53. Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129.

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54. Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu.
    In: Papers.
    RePEc:arx:papers:1804.09314.

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55. Forecasting Methods in Finance. (2018). Timmermann, Allan.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:10:y:2018:p:449-479.

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56. Measuring Investor Sentiment. (2018). Zhou, Guofu.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:10:y:2018:p:239-259.

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57. Accrual quality, skill, and the cross-section of mutual fund returns. (2017). Ogneva, Maria ; Nallareddy, Suresh.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9389-z.

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58. Factor Investing: The Rocky Road from Long-Only to Long-Short. (2017). Szafarz, Ariane ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/249918.

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59. A Reconsideration of the Equity Premium Puzzle. (2017). Cantillo, Miguel.
    In: MPRA Paper.
    RePEc:pra:mprapa:79357.

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60. Measurement matters - A meta-Study of the determinants of corporate capital structure. (2017). Stockl, Stefan.
    In: Post-Print.
    RePEc:hal:journl:hal-01772346.

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61. Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton .
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2017_14.

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62. Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?. (2017). Ashraf, Dawood ; Hussain, Syed Mujahid ; Khawaja, Mohsin ; Felixson, Karl.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:171-182.

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63. Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Tang, YI ; Bali, Turan G.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:3:p:471-489.

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64. Psychological price barriers in frontier equities. (2017). Berk, Ales S ; Lucey, Brian M ; Dowling, Michael ; Cummins, Mark.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:49:y:2017:i:c:p:1-14.

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65. Stock returns and investors mood: Good day sunshine or spurious correlation?. (2017). Kim, Jae.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:94-103.

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66. Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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67. Digesting anomalies in emerging European markets: A comparison of factor pricing models. (2017). Zaremba, Adam ; Czapkiewicz, Anna.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:1-15.

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68. Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading. (2017). Shephard, Neil ; Xiu, Dacheng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:201:y:2017:i:1:p:19-42.

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69. Disagreement and the risk-return relation. (2017). Jia, Yun ; Yang, Chunpeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:97-104.

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70. Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News. (2016). Scaillet, Olivier ; Bajgrowicz, Pierre ; Treccani, Adrien .
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:8:p:2198-2217.

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71. Do academic investment insights benefit society?. (2016). Lai, Wan-Ni .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:172-176.

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72. A trend factor: Any economic gains from using information over investment horizons?. (2016). Han, Yufeng ; Zhu, Yingzi ; Zhou, Guofu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:2:p:352-375.

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73. Market maturity and mispricing. (2016). Jacobs, Heiko.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:2:p:270-287.

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74. Technical trading: Is it still beating the foreign exchange market?. (2016). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:102:y:2016:i:c:p:188-208.

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75. Does frequency matter for intraday technical trading?. (2016). Frömmel, Michael ; Frommel, Michael ; Lampaert, Kevin .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:18:y:2016:i:c:p:177-183.

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