Financial Markets and Investment Strategies
This cluster of papers explores asset pricing models, stock returns, market efficiency, investor sentiment, liquidity risk, behavioral finance, momentum investing, market microstructure, hedge funds, and the information content of various factors affecting asset prices.
Papers listed on taxonomy pages are the top few works per node from the OpenAlex snapshot. That list is not exhaustive and is not an endorsement. The topic map and the journal registry remain separate: there is still no authoritative topic-to-venue or topic-to-organization edge. Search is a lexical lookup, not a claim that a venue publishes a topic.
Most cited
- Common risk factors in the returns on stocks and bonds
- On Persistence in Mutual Fund Performance
- EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
- Risk, Return, and Equilibrium: Empirical Tests
- The Cross‐Section of Expected Stock Returns
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
Most recent
- Profitability-Adjusted Volatility and the Low-Risk Effect: Insights from Indian Markets
- Profitability-Adjusted Volatility and the Low-Risk Effect: Insights from Indian Markets
- A STUDY ON FACTORS INFLUENCING INVESTORS’ BEHAVIOUR TOWARDS THE MONEY MARKET AND CAPITAL MARKET IN BANGALORE DISTRICT
- Snapshots of Quality versus Quantity: Evidence from Machine Learning Option Pricing
- The Impact of Sentiment Divergence Between Individual and Institutional Investors on Stock Returns
- When Does the E-mini S&P 500 Lead?