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Individual Equity Return Data From Thomson Datastream: Handle With Care!

Citations

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Cited by:

  1. Gupta, Kartick, 2017. "Do economic and societal factors influence the financial performance of alternative energy firms?," Energy Economics, Elsevier, vol. 65(C), pages 172-182.
  2. Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2019. "Liquidity shocks and institutional investors," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 184-209.
  3. Cheema, Muhammad A. & Scrimgeour, Frank, 2019. "Oil prices and stock market anomalies," Energy Economics, Elsevier, vol. 83(C), pages 578-587.
  4. Gupta, Kartick & Banerjee, Rajabrata & Onur, Ilke, 2017. "The effects of R&D and competition on firm value: International evidence," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 391-404.
  5. Eun, Cheol & Lee, Kyuseok & Wei, Fengrong, 2023. "Dual role of the country factors in international asset pricing: The local factors and proxies for the global factors," International Review of Financial Analysis, Elsevier, vol. 89(C).
  6. Guo, Jiaqi & Holmes, Phil, 2022. "Does market openness mitigate the impact of culture? An examination of international momentum profits and post-earnings-announcement drift," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
  7. Christian Walkshäusl & Sebastian Lobe, 2010. "Fundamental indexing around the world," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 117-127, August.
  8. Lieven Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," Small Business Economics, Springer, vol. 35(4), pages 433-448, November.
  9. Rapp, Marc Steffen & Schellong, Daniel A. & Schmidt, Maximilian & Wolff, Michael, 2010. "Considering the shareholder perspective: value-based management systems and stock market performance," CEFS Working Paper Series 2010-09, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  10. Xi Li & Mingyi Hung & Larry Fauver & Alvaro Taboada, 2015. "Board Reforms and Firm Value: Worldwide Evidence," HKUST IEMS Working Paper Series 2015-20, HKUST Institute for Emerging Market Studies, revised Mar 2015.
  11. Pawan Jain & Mohamed Mekhaimer & Ronald W. Spahr & Mark A. Sunderman, 2024. "Freedom of choice impact on country-specific liquidity commonality," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 265-309, July.
  12. Gupta, Kartick & Banerjee, Rajabrata, 2019. "Does OPEC news sentiment influence stock returns of energy firms in the United States?," Energy Economics, Elsevier, vol. 77(C), pages 34-45.
  13. Finke, Christian & Weigert, Florian, 2015. "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Working Papers on Finance 1519, University of St. Gallen, School of Finance, revised Oct 2015.
  14. claudio Michelacci & Fabiano Schivardi, 2008. "Does Idiosyncratic Business Risk Matter?," EIEF Working Papers Series 0813, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2008.
  15. Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
  16. Cécile Carpentier & Jean-François L'Her & Stephan Smith & Jean-Marc Suret, 2007. "Risk, Timing and Overoptimism in Private Placements and Public Offerings," CIRANO Working Papers 2007s-27, CIRANO.
  17. Krauss, Christopher & Stübinger, Johannes, 2015. "Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100," FAU Discussion Papers in Economics 15/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  18. Hollstein, Fabian, 2022. "The world of anomalies: Smaller than we think?," Journal of International Money and Finance, Elsevier, vol. 129(C).
  19. Samarasinghe, Ama & Uylangco, Katherine, 2021. "An examination of the effect of stock market liquidity on bank market power," International Review of Financial Analysis, Elsevier, vol. 77(C).
  20. Kang, Wenjin & Zhang, Huiping, 2014. "Measuring liquidity in emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 49-71.
  21. Manfred Gilli & Enrico Schumann, 2012. "Heuristic optimisation in financial modelling," Annals of Operations Research, Springer, vol. 193(1), pages 129-158, March.
  22. Gupta, Kartick, 2016. "Oil price shocks, competition, and oil & gas stock returns — Global evidence," Energy Economics, Elsevier, vol. 57(C), pages 140-153.
  23. Balachandran, Balasingham & Duong, Huu Nhan & Luong, Hoang & Nguyen, Lily, 2020. "Does takeover activity affect stock price crash risk? Evidence from international M&A laws," Journal of Corporate Finance, Elsevier, vol. 64(C).
  24. Aytekin Ertan & Stephen A. Karolyi & Peter W. Kelly & Robert Stoumbos, 2022. "Earnings announcement return extrapolation," Review of Accounting Studies, Springer, vol. 27(1), pages 185-230, March.
  25. Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018. "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 813-845, October.
  26. Alexandre Madelaine, 2024. "Negative Externalities of Regulation: Identity‐relevant Information in Mandatory Short‐selling Disclosures," Abacus, Accounting Foundation, University of Sydney, vol. 60(4), pages 892-934, December.
  27. Onishchenko, Olena & Zhao, Jing & Kongahawatte, Sampath & Kuruppuarachchi, Duminda, 2024. "Investor heterogeneity and anchoring-induced momentum," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
  28. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2019. "Risk perceptions and international stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 94-116.
  29. Abourachid, Halim & Kubo, Alexander & Orbach, Sven, 2017. "Momentum strategies in European equity markets: Perspectives on the recent financial and European debt crises," Finance Research Letters, Elsevier, vol. 23(C), pages 147-151.
  30. Timár, Barnabás, 2023. "A klímavédelmi események hatása a köztudatra és a tőkepiacra. Empirikus vizsgálat Google-trends- és ETF-adatokon [The impact of climate events on public perception and capital markets. An empirical," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 713-745.
  31. Gupta, Kartick & Locke, Stuart & Scrimgeour, Frank, 2010. "International comparison of returns from conventional, industrial and 52-week high momentum strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 423-435, October.
  32. Gupta, Kartick & Krishnamurti, Chandrasekhar, 2021. "Corporate social responsibility, competition, and firm value," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  33. Rapp, Marc Steffen & Schmid, Thomas & Urban, Daniel, 2014. "The value of financial flexibility and corporate financial policy," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 288-302.
  34. Georgios A. Papanastasopoulos, 2019. "Bloated balance sheets and stock returns: Asymmetries between profit and loss firms," Economics and Business Letters, Oviedo University Press, vol. 8(1), pages 53-61.
  35. Mikael C. Bergbrant & Patrick J. Kelly, 2016. "Macroeconomic Expectations and the Size, Value, and Momentum Factors," Financial Management, Financial Management Association International, vol. 45(4), pages 809-844, December.
  36. Hanselaar, Rogier M. & Stulz, René M. & van Dijk, Mathijs A., 2019. "Do firms issue more equity when markets become more liquid?," Journal of Financial Economics, Elsevier, vol. 133(1), pages 64-82.
  37. Li, Fengyun & Zhang, Huacheng & Zheng, Dazhi, 2018. "Seasonality in the cross section of stock returns: Advanced markets versus emerging markets," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 263-281.
  38. Wu, Yuliang & Mazouz, Khelifa, 2016. "Long-term industry reversals," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 236-250.
  39. Samarasinghe, Ama, 2023. "Stock market liquidity and bank stability," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  40. Artiga Gonzalez, Tanja & Dyakov, Teodor & Inhoffen, Justus & Wipplinger, Evert, 2024. "Crowding of international mutual funds," Journal of Banking & Finance, Elsevier, vol. 164(C).
  41. Annaert, Jan & De Ceuster, Marc & Verstegen, Kurt, 2013. "Are extreme returns priced in the stock market? European evidence," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3401-3411.
  42. Breitmayer, Bastian & Massari, Filippo & Pelster, Matthias, 2019. "Swarm intelligence? Stock opinions of the crowd and stock returns," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 443-464.
  43. Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2012. "Decomposing Performance," Working Papers on Finance 1216, University of St. Gallen, School of Finance, revised Nov 2015.
  44. Cakici, Nusret & Zaremba, Adam, 2023. "Recency bias and the cross-section of international stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
  45. Robert Stoumbos, 2023. "The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency," Management Science, INFORMS, vol. 69(3), pages 1901-1928, March.
  46. Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri, 2020. "Earnings, retained earnings, and book-to-market in the cross section of expected returns," Journal of Financial Economics, Elsevier, vol. 135(1), pages 231-254.
  47. Cakici, Nusret & Zaremba, Adam, 2022. "Salience theory and the cross-section of stock returns: International and further evidence," Journal of Financial Economics, Elsevier, vol. 146(2), pages 689-725.
  48. Abinzano, Isabel & Gonzalez-Urteaga, Ana & Muga, Luis & Sanchez, Santiago, 2020. "Performance of default-risk measures: the sample matters," Journal of Banking & Finance, Elsevier, vol. 120(C).
  49. Boussetta, Selma, 2022. "Stock exchange governance and stock liquidity: International evidence," Journal of Multinational Financial Management, Elsevier, vol. 66(C).
  50. Peter S. Schmidt & Urs von Arx & Andreas Schrimpf & Alexander F. Wagner & Andreas Ziegler, 2019. "Common risk factors in international stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(3), pages 213-241, September.
  51. Fang, Victor & Hung, Chi-Hsiou D., 2014. "Corporate bond prices and idiosyncratic risk: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 99-114.
  52. Kartick Gupta & Chandrasekhar Krishnamurti, 2020. "Do Countries Matter More in Determining the Relationship Between Employee Welfare and Financial Performance?," International Review of Finance, International Review of Finance Ltd., vol. 20(2), pages 415-450, June.
  53. Kingsley Y. L. Fong & Craig W. Holden & Charles A. Trzcinka, 2017. "What Are the Best Liquidity Proxies for Global Research?," Review of Finance, European Finance Association, vol. 21(4), pages 1355-1401.
  54. Lee, Kuan-Hui, 2011. "The world price of liquidity risk," Journal of Financial Economics, Elsevier, vol. 99(1), pages 136-161, January.
  55. Tim Schmitz & Ingo Hoffmann, 2020. "Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors," Papers 2006.06237, arXiv.org, revised Aug 2020.
  56. Frederico Belo & Jun Li & Xiaoji Lin & Xiaofei Zhao, 2017. "Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor," The Review of Financial Studies, Society for Financial Studies, vol. 30(10), pages 3669-3709.
  57. Ulf Mohrmann & Jan Riepe, 2019. "The link between the share of banks’ Level 3 assets and their default risk and default costs," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1163-1189, May.
  58. Santi, Caterina, 2023. "Investor climate sentiment and financial markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
  59. Hilal Anwar Butt, Ihsan Ullah Badshah, Muhammad Tahir Suleman, 2017. "Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(2), pages 115-129, October.
  60. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2014. "Global Style Portfolios Based on Country Indices," MPRA Paper 53094, University Library of Munich, Germany.
  61. Golab, Anna & Bannigidadmath, Deepa & Pham, Thach Ngoc & Thuraisamy, Kannan, 2022. "Economic policy uncertainty and industry return predictability – Evidence from the UK," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 433-447.
  62. Gupta, Kartick & Krishnamurti, Chandra, 2023. "Does employees' interest matter more than shareholders’ interest in determining cash management policy?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 568-589.
  63. Fang, Jiali & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Do stocks outperform treasury bills in international markets?," Finance Research Letters, Elsevier, vol. 40(C).
  64. Long, Huaigang & Chiah, Mardy & Cakici, Nusret & Zaremba, Adam & Bilgin, Mehmet Huseyin, 2024. "ESG investing in good and bad times: An international study," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  65. Stanislav Bozhkov & Habin Lee & Uthayasankar Sivarajah & Stella Despoudi & Monomita Nandy, 2020. "Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility," Annals of Operations Research, Springer, vol. 294(1), pages 419-452, November.
  66. Robert J. Bianchi & Michael E. Drew & Timothy Whittaker, 2016. "The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-18, December.
  67. Wu, Yuliang & Li, Youwei, 2011. "Long-term return reversals--Value and growth or tax? UK evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(3), pages 347-368, July.
  68. Hajiyev, Aghamehman & Keiber, Karl Ludwig & Luczak, Adalbert, 2024. "Tug of war with noise traders? Evidence from the G7 stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 234-243.
  69. Cheng, Xiao & Huang, Ying Sophie & Wang, Tao, 2024. "Global de-diversification and stock returns," Research in International Business and Finance, Elsevier, vol. 69(C).
  70. Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2014. "Growth Expectations, Dividend Yields, and Future Stock Returns," NBER Working Papers 20651, National Bureau of Economic Research, Inc.
  71. Campbell, Cynthia J. & Cowan, Arnold R. & Salotti, Valentina, 2010. "Multi-country event-study methods," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 3078-3090, December.
  72. Weigert, Florian, 2013. "Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide," Working Papers on Finance 1325, University of St. Gallen, School of Finance, revised Nov 2015.
  73. Azevedo, Vitor & Müller, Sebastian, 2024. "Analyst recommendations and mispricing across the globe," Journal of Banking & Finance, Elsevier, vol. 169(C).
  74. Konstantinos Kassimatis, 2008. "Size, Book to Market and Momentum Effects in the Australian Stock Market," Australian Journal of Management, Australian School of Business, vol. 33(1), pages 145-168, June.
  75. Hsin, Chin-Wen & Peng, Shu-Cing, 2023. "Investor propensity to speculate and price delay in emerging markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
  76. Gan, Christopher & Nartea, Gilbert V. & Wu, Ji (George), 2018. "Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets," Finance Research Letters, Elsevier, vol. 26(C), pages 40-46.
  77. Jarno Tikkanen & Janne Äijö, 2018. "Does the F-score improve the performance of different value investment strategies in Europe?," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 495-506, December.
  78. Djeutem, Edouard & Dunbar, Geoffrey R., 2022. "Uncovered return parity: Equity returns and currency returns," Journal of International Money and Finance, Elsevier, vol. 128(C).
  79. Lewis, Angus, 2025. "U.S. exorbitant privilege: Expected vs. realized," OSF Preprints b2ds9_v4, Center for Open Science.
  80. Tim Herberger & Daniel Kohlert & Andreas Oehler, 2011. "Momentum and industry-dependence: An analysis of the Swiss stock market," Journal of Asset Management, Palgrave Macmillan, vol. 11(6), pages 391-400, February.
  81. Mugwagwa, Tafadzwa & Ramiah, Vikash & Naughton, Tony & Moosa, Imad, 2012. "The efficiency of the buy-write strategy: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 305-328.
  82. Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2015. "Are Indian stock returns predictable?," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 506-531.
  83. Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2012. "Why Are U.S. Stocks More Volatile?," Journal of Finance, American Finance Association, vol. 67(4), pages 1329-1370, August.
  84. Rossi, Francesco, 2011. "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper 38303, University Library of Munich, Germany, revised Nov 2011.
  85. Yu-Fen Chen & Cheng-Few Lee & Fu-Lai Lin, 2023. "The influences of information demand and supply on stock price synchronicity," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1151-1176, October.
  86. Long, Huaigang & Zhu, Yanjian & Chen, Lifang & Jiang, Yuexiang, 2019. "Tail risk and expected stock returns around the world," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 162-178.
  87. Hsin, Chin-Wen & Peng, Shu-Cing, 2023. "The role of social capital in price efficiency: International evidence," International Review of Financial Analysis, Elsevier, vol. 89(C).
  88. Christian Walkshäusl & Sebastian Lobe, 2012. "Islamic investing," Review of Financial Economics, John Wiley & Sons, vol. 21(2), pages 53-62, April.
  89. Ulrike Malmendier & Enrico Moretti & Florian S Peters, 2018. "Winning by Losing: Evidence on the Long-run Effects of Mergers," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 3212-3264.
  90. Pankaj K. Jain & Mohamed Mekhaimer & Sandra Mortal, 2020. "Commonality in liquidity and multilateral trading facilities," The Financial Review, Eastern Finance Association, vol. 55(3), pages 481-502, August.
  91. Büsing, Pascal & Mohrschladt, Hannes & Siedhoff, Susanne, 2024. "Decomposing momentum: The forgotten component," Journal of Banking & Finance, Elsevier, vol. 168(C).
  92. Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch, 2023. "The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act," CESifo Working Paper Series 10739, CESifo.
  93. Shaomeng Li & Guy S. Liu & Andros Gregoriou, 2021. "Do more mergers and acquisitions create value for shareholders?," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 755-787, February.
  94. Weiß, Gregor N.F. & Scheffer, Marcus, 2015. "Mixture pair-copula-constructions," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 175-191.
  95. George Karathanasis & Konstantinos Kassimatis & Spyros Spyrou, 2010. "Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(1), pages 143-169, March.
  96. Dina Gabbori & Basel Awartani & Aktham Maghyereh & Nader Virk, 2021. "OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 870-888, January.
  97. Weiß, Gregor N.F. & Mühlnickel, Janina, 2014. "Why do some insurers become systemically relevant?," Journal of Financial Stability, Elsevier, vol. 13(C), pages 95-117.
  98. Haimann, Michael & Kaserer, Christoph & Ljubicic, Kristian, 2023. "Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 228-243.
  99. Jesse A Ellis & Sara B Moeller & Frederik P Schlingemann & René M Stulz, 2017. "Portable country governance and cross-border acquisitions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(2), pages 148-173, February.
  100. Jungmu Kim & Youngkyung Ok & Yuen Jung Park, 2020. "Institutional Investors’ Trading Response to Stock Market Anomalies: Evidence from Korea," Sustainability, MDPI, vol. 12(4), pages 1-17, February.
  101. Grillini, Stefano & Ozkan, Aydin & Sharma, Abhijit, 2022. "Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
  102. Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum, 2024. "Changes in shares outstanding and country stock returns around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
  103. Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024. "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, vol. 62(C).
  104. Joon Woo Bae & Redouane Elkamhi, 2021. "Global Equity Correlation in International Markets," Management Science, INFORMS, vol. 67(11), pages 7262-7289, November.
  105. Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022. "Where is the carbon premium? Global performance of green and brown stocks," Other publications TiSEM 6b117156-316d-440a-9fa5-b, Tilburg University, School of Economics and Management.
  106. Dazhi Zheng & Huimin Li & Fengyun Li, 2024. "Capital gain overhang and risk–return trade‐off: An international study," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 47(1), pages 211-242, March.
  107. Walkshäusl, Christian, 2015. "Equity financing activities and European value-growth returns," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 27-40.
  108. De Moor, Lieven & Sercu, Piet, 2013. "The smallest firm effect: An international study," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 129-155.
  109. Andrikopoulos, Panagiotis, 2009. "Seasoned equity offerings, operating performance and overconfidence: Evidence from the UK," Journal of Economics and Business, Elsevier, vol. 61(3), pages 189-215.
  110. Attig, Najah & Guedhami, Omrane & Nazaire, Gregory & Sy, Oumar, 2023. "What explains the benefits of international portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
  111. Ngo, Thanh & Susnjara, Jurica, 2016. "Hostility and deal completion likelihood in international acquisitions: The moderating effect of information leakage," Global Finance Journal, Elsevier, vol. 31(C), pages 42-56.
  112. Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2021. "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Journal of Financial Economics, Elsevier, vol. 139(1), pages 209-233.
  113. Daniel Klein & Christopher A. Ludwig & Christoph Spengel, 2019. "Ring-fencing Digital Corporations: Investor Reaction to the European Commission’s Digital Tax Proposals," EconPol Working Paper 36, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  114. Faias, José A. & Ferreira, Miguel A., 2017. "Does institutional ownership matter for international stock return comovement?," Journal of International Money and Finance, Elsevier, vol. 78(C), pages 64-83.
  115. Janick Christian Mollet & Andreas Ziegler, 2012. "Is Socially Responsible Investing Really Beneficial? New Empirical Evidence for the US and European Stock Markets," MAGKS Papers on Economics 201228, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  116. Sebastian Müller & Martin Weber, 2014. "Evaluating the Rating of Stiftung Warentest: How Good Are Mutual Fund Ratings and Can They Be Improved?," European Financial Management, European Financial Management Association, vol. 20(2), pages 207-235, March.
  117. Amihud, Yakov & Hameed, Allaudeen & Kang, Wenjin & Zhang, Huiping, 2015. "The illiquidity premium: International evidence," Journal of Financial Economics, Elsevier, vol. 117(2), pages 350-368.
  118. Butt, Hilal Anwar & Demirer, Riza & Sadaqat, Mohsin & Suleman, Muhammad Tahir, 2022. "Do emerging stock markets offer an illiquidity premium for local or global investors?," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 502-515.
  119. Papanastasopoulos, Georgios A. & Tsiritakis, Emmanuel, 2015. "The accrual anomaly in Europe: The role of accounting distortions," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 176-185.
  120. Hiraki, Takato & Liu, Ming & Wang, Xue, 2015. "Country and industry concentration and the performance of international mutual funds," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 297-310.
  121. Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2018. "Distress Anomaly and Shareholder Risk: International Evidence," Financial Management, Financial Management Association International, vol. 47(3), pages 553-581, September.
  122. Jacobs, Heiko, 2016. "Market maturity and mispricing," Journal of Financial Economics, Elsevier, vol. 122(2), pages 270-287.
  123. Landsman, Wayne R. & Maydew, Edward L. & Thornock, Jacob R., 2012. "The information content of annual earnings announcements and mandatory adoption of IFRS," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 34-54.
  124. Andreas G. Koutoupis & Christos G. Kampouris & Athanasia V. Sakellaridou, 2022. "Can Financial Strength Indicators Form A Profitable Investment Strategy? The Case Of F-Score in Europe," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 21(3), pages 355-372, September.
  125. Papanastasopoulos, Georgios & Thomakos, Dimitrios, 2017. "Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 188-210.
  126. Hilal Anwar Butt & James W. Kolari & Mohsin Sadaqat, 2024. "Market volatility, momentum, and reversal: a switching strategy," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 460-478, September.
  127. Entrop, O. & von la Hausse, L. & Wilkens, M., 2017. "Looking beyond banks’ average interest rate risk: Determinants of high exposures," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 204-218.
  128. Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen, 2023. "Stock returns in global value chains: The role of upstreamness and downstreamness," Journal of Empirical Finance, Elsevier, vol. 74(C).
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