Jay Shanken

Jay Shanken

Goizueta Chair in Finance, Emory University
Verified email at emory.edu
Cited by 17912
Asset pricing portfolio analysis return predictability efficient markets
Dick van Dijk

Dick van Dijk

Professor of Financial Econometrics, Erasmus University Rotterdam
Verified email at ese.eur.nl
Cited by 14440
Econometrics Business cycles Volatility High-Frequency Data Return Predictability
Libo Yin

Libo Yin

Central University of Finance and Economics
Verified email at cufe.edu.cn
Cited by 2898
Asset pricing Return predictability Behavioral finance
Md Lutfur Rahman

Md Lutfur Rahman

Senior Lecturer (Finance), University of Newcastle
Verified email at newcastle.edu.au
Cited by 1583
Return predictability Asset pricing Emerging equity markets
Olivia Gu

Olivia Gu

University of Hong Kong
Verified email at hku.hk
Cited by 1116
Asset pricing Return Predictability Innovation Corporate Finance Gender Discrimination
Yajun Wang

Yajun Wang

Baruch College
Verified email at baruch.cuny.edu
Cited by 336
Market Liquidity Market Frictions Smooth Trading Market Making Return Predictability
Duygu Zirek

Duygu Zirek

Associate Professor, Montclair State University
Verified email at montclair.edu
Cited by 309
Empirical Asset Pricing Return Predictability Corporate Governance
Jonas Nygaard Eriksen

Jonas Nygaard Eriksen

Aarhus University, Danish Finance Institute
Verified email at econ.au.dk
Cited by 243
Asset pricing Return predictability Exchange rates Climate Finance
Rui Ma

Rui Ma

La Trobe University
Verified email at latrobe.edu.au
Cited by 206
Market Liquidity Market Microstructure Return Predictability Climate Risk Simulation Models
Thach Pham

Thach Pham

Edith Cowan University
Verified email at ecu.edu.au
Cited by 199
Systemic risk return predictability systematic risk
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