The effect of leverage mimicking portfolios in explaining stock returns variations

Author： Muradoglu Yaz Gulnur   Sivaprasad Sheeja  

Publisher： Emerald Group Publishing Ltd

ISSN： 1086-7376

Source： Studies in Economics and Finance, Vol.30, Iss.2, 2013-05, pp. : 94-107

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Book-to-Market Equity, Financial Leverage, and the Cross-Section of Stock Returns

By Obreja Iulian  

Review of Financial Studies, Vol. 26, Iss. 5, 2013-05 ,pp. : 1146-1189

Oxford University Press

Access to resources Recommend Favorite

Explaining the Cross-section of Stock Returns in France: Characteristics or Risk Factors?

By Lajili-Jarjir Souad  

The European Journal of Finance, Vol. 13, Iss. 2, 2007-02 ,pp. : 145-158

Routledge Ltd

Access to resources Recommend Favorite

The effect of US individual investor sentiment on industry-specific stock returns and volatility

By Sayim Mustafa   Morris Pamela D.   Rahman Hamid  

Review of Behavioral Finance, Vol. 5, Iss. 1, 2013-09 ,pp. : 58-76

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

An examination of investor sentiment effect on G7 stock market returns

By Bathia Deven   Bredin Don  

The European Journal of Finance, Vol. 19, Iss. 9, 2013-10 ,pp. : 909-937

Routledge Ltd

Access to resources Recommend Favorite

Models for stock returns

By Nadarajah Saralees  

Quantitative Finance, Vol. 12, Iss. 3, 2012-03 ,pp. : 411-424

Routledge Ltd

Access to resources Recommend Favorite