Daniel, K., Mota, L., Rottke, S. and Santos, T. (2020). The Cross-section of Risk and Returns Review of Financial Studies, 33(5):1927–1979.
32 key publications
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He, Y., Hou, Y., Peng, L. and Shen, H. (2020). Inference for Conditional Value-at-Risk of a Predictive Regression The Annals of Statistics, 48(6):3442–3464.
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Pitkäjärvi, A., Suominen, M. and Vaittinen, L. (2020). Cross-asset signals and time series momentum Journal of Financial Economics, 136(1):63--85.
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Babic-Rosario, A., Sotgiu, F. and de Valck, K. (2020). Conceptualizing the electronic word-of-mouth process: What we know and need to know about eWOM creation, exposure, and evaluation Journal of the Academy of Marketing Science, 48(3):422--448.
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Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550.
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Holzmeister, F., Huber, J., Kirchler, M., Lindner, F., Weitzel, U. and Zeisberger, S. (2020). What drives risk perception? A global survey with financial professionals and laypeople Management Science, 66(9):3977--4002.
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Porck, J., Knippenberg, D., Tarakci, M., Ates, N.(., Groenen, P. and de Haas, M. (2020). Do Group and Organizational Identification Help or Hurt Intergroup Strategic Consensus? Journal of Management, 46(2):234--260.
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Ates, N.(., Tarakci, M., Porck, J., Knippenberg, D. and Groenen, P. (2018). The Dark Side of Visionary Leadership in Strategy Implementation: Strategic Alignment, Strategic Consensus and Commitment Journal of Management, 46(5):637--665.
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Ikonen, I., Sotgiu, F., Aydinli, A. and Verlegh, PeeterW.J. (2020). Consumer effects of front-of-package nutrition labeling: an interdisciplinary meta-analysis Journal of the Academy of Marketing Science, 48(3):360--383.
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Guyt, J. and Gijsbrechts, E. (2020). Evaluating the Effectiveness of Retailer-Themed Super Saver Events Journal of Marketing, 84(2):92--113.
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List, J., van Soest, D., Stoop, J. and Zhou, H. (2020). On The Role of Group Size in Tournaments: Theory and Evidence from Lab and Field Experiments Management Science, 66(10):4359--4919.
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Stremersch, S. (2020). The study of important marketing issues: Reflections International Journal of Research in Marketing, 38(1):12--17.