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Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment 在账面市值比的横截面上剖析市场预期:评论
IF 1.6
Critical Finance Review Pub Date : 2022-01-01 DOI: 10.1561/104.00000114
B. Kelly, Seth Pruitt
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引用次数: 1
High Funding Risk and Low Hedge Fund Returns 高融资风险和低对冲基金回报
IF 1.6
Critical Finance Review Pub Date : 2022-01-01 DOI: 10.1561/104.00000119
Sven Klingler
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引用次数: 0
The Jobs Act Did Not Raise IPO Underpricing 《就业法案》并未导致IPO定价过低
IF 1.6
Critical Finance Review Pub Date : 2022-01-01 DOI: 10.1561/104.00000117
Even-Tov Omri, N. Patatoukas Panos, S. Yoon Young
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引用次数: 0
Clientele Effect in Sovereign Bonds: Evidence From Islamic Sukuk Bonds in Malaysia 主权债券的客户效应:来自马来西亚伊斯兰债券的证据
IF 1.6
Critical Finance Review Pub Date : 2022-01-01 DOI: 10.1561/104.00000124
Minxia Chen, Joseph A. Cherian, Ziyun Li, Yuping Shao, Marti G. Subrahmanyam
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引用次数: 0
Equity Premium Forecasts Tend to Perform Worse Against a Buy-and-Hold Benchmark 相对于买入并持有的基准，股票溢价预测往往表现更差
IF 1.6
Critical Finance Review Pub Date : 2022-01-01 DOI: 10.1561/104.00000110
G. Löffler
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引用次数: 1
Analyst Recommendations Respond More Symmetrically to Major News After Regulation FD and the Global Settlement: A Replication and Extension of Conrad, Cornell, Landsman, and Rountree (2006) 分析师建议对监管FD和全球结算后的重大新闻做出更对称的反应:康拉德、康奈尔、兰德斯曼和朗特里(2006)的复制与延伸
IF 1.6
Critical Finance Review Pub Date : 2022-01-01 DOI: 10.1561/104.00000118
Yu-An Chen, Dan Palmon
{"title":"Analyst Recommendations Respond More Symmetrically to Major News After Regulation FD and the Global Settlement: A Replication and Extension of Conrad, Cornell, Landsman, and Rountree (2006)","authors":"Yu-An Chen, Dan Palmon","doi":"10.1561/104.00000118","DOIUrl":"https://doi.org/10.1561/104.00000118","url":null,"abstract":"","PeriodicalId":44331,"journal":{"name":"Critical Finance Review","volume":"1 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67075647","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect 巴厘岛、卡奇奇和怀特劳的最大效应背后，可能是反应过度，而不是寻求彩票
IF 1.6
Critical Finance Review Pub Date : 2021-11-08 DOI: 10.25917/W1VE-5R50
Jacqueline Gorman, Farida Akhtar, Robert B. Durand, J. Gould
{"title":"It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect","authors":"Jacqueline Gorman, Farida Akhtar, Robert B. Durand, J. Gould","doi":"10.25917/W1VE-5R50","DOIUrl":"https://doi.org/10.25917/W1VE-5R50","url":null,"abstract":"","PeriodicalId":44331,"journal":{"name":"Critical Finance Review","volume":" ","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44458971","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
The Dog and the Straw Man: Response to “Dividend Growth Does Not Help Predict Returns Compared to Likelihood-Based Tests: An Anatomy of the Dog” 狗和稻草人:对“与基于可能性的测试相比，股息增长无助于预测回报:对狗的剖析”的回应
IF 1.6
Critical Finance Review Pub Date : 2021-08-01 DOI: 10.1561/104.00000106
J. Cochrane
{"title":"The Dog and the Straw Man: Response to “Dividend Growth Does Not Help Predict Returns Compared to Likelihood-Based Tests: An Anatomy of the Dog”","authors":"J. Cochrane","doi":"10.1561/104.00000106","DOIUrl":"https://doi.org/10.1561/104.00000106","url":null,"abstract":"The Dog and the Straw Man: Response to “Dividend Growth Does Not Help Predict Returns Compared to Likelihood-Based Tests: An Anatomy of the Dog”","PeriodicalId":44331,"journal":{"name":"Critical Finance Review","volume":"1 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42151803","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model 在Albuquerque等人的估值风险模型中，对随机时间偏好冲击的高度厌恶和反事实长期风险
IF 1.6
Critical Finance Review Pub Date : 2021-08-01 DOI: 10.1561/104.00000093
Samuel Kruger
{"title":"High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model","authors":"Samuel Kruger","doi":"10.1561/104.00000093","DOIUrl":"https://doi.org/10.1561/104.00000093","url":null,"abstract":"High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model","PeriodicalId":44331,"journal":{"name":"Critical Finance Review","volume":" ","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44955691","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Carhart (1997) Mutual Fund Performance Persistence Disappears Out of Sample Carhart(1997)共同基金业绩的持久性在样本外消失
IF 1.6
Critical Finance Review Pub Date : 2021-06-23 DOI: 10.1561/104.00000103
James J. Choi, Kevin M. Zhao
{"title":"Carhart (1997) Mutual Fund Performance Persistence Disappears Out of Sample","authors":"James J. Choi, Kevin M. Zhao","doi":"10.1561/104.00000103","DOIUrl":"https://doi.org/10.1561/104.00000103","url":null,"abstract":"Carhart (1997) found that U.S. equity mutual funds’ past-year returns positively predict their raw excess return and one-factor alpha over the next year. Based on these results, an investor may believe that she can earn higher returns by buying mutual funds with high past-year returns. We find that significant performance persistence does not exist in the post-Carhart 1994 to 2018 period. Even during the Carhart 1963 to 1993 period, performance persistence weakened in later years. The disappearance of performance persistence is due to lower returns to favorable styles, as well as less favorable style tilts and increased style-adjusted underperformance by past winning funds.","PeriodicalId":44331,"journal":{"name":"Critical Finance Review","volume":" ","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44413282","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
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