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MISPRICING FOLLOWING PUBLIC NEWS: OVERREACTION …finpko.faculty.ku.edu/myssi/FIN938/Akbas et al_WP2008_Mispricing... · mispricing following public news: overreaction for losers,
Nicole Choi and Richard W. Sias August 8, 2008 JEL: G10 ...finpko.faculty.ku.edu/myssi/FIN938/Choi & Sias...August 8, 2008 JEL: G10, G12, G14 ... institutional traders buying an industry
Asymptotic Properties of Residual Based Tests for ...finpko.faculty.ku.edu/myssi/FIN938/Phillips & Ouliaris_Asymp Props... · econometrica, vol. 58, no. 1 (january, 1990), 165-193
Detecting Earnings Management: A New Approachfinpko.faculty.ku.edu/myssi/FIN938/Dechow Hutton Kim & Sloan... · 1 1. Introduction Earnings management is an important accounting issue
Audit Partner Disclosure: Potential Implications for ...web.ku.edu/~audsymp/myssi/_pdf/Luippold Lambert Stefaniak KU... · Audit Partner Disclosure: Potential Implications for Investor
Voluntary XBRL Adopters and Firm Characteristicseycarat.faculty.ku.edu/myssi/_pdf/2-Ragothaman-Voluntary Adoption... · Voluntary XBRL Adopters and Firm Characteristics ... financial
Testing for a Unit Root in Time Series Regressionfinpko.faculty.ku.edu/myssi/FIN938/Phillips & Perron_Biometrika... · Biometrika (1988), 75, 2, pp. 335-46 Printed in Great Britain
Multiple Hypothesis Evaluation in Auditingeycarat.faculty.ku.edu/myssi/_pdf/04. Multiple Hypotheses in... · Multiple Hypothesis Evaluation in Auditing ... Probability theory prescribes
Technical Trading: A Trend Factor - finpko.faculty.ku.edufinpko.faculty.ku.edu/myssi/FIN938/Han Zhou & Zhu_Technical Trading... · Electronic copy available at : http ://ssrn.com
Expected Earnings and the Post-Earnings-Announcement Driftfinpko.faculty.ku.edu/myssi/FIN938/Konchitchki Lou...That is, expected returns and expected earnings are proportionate in
Competencies Addressed:
Value-Glamour and Accruals Mispricing: One …finpko.faculty.ku.edu/myssi/FIN938/Desai Rajgopal...Value-Glamour and Accruals Mispricing: One Anomaly or Two? Hemang Desai Cox School
DO OLDER INVESTORS MAKE BETTER INVESTMENT DECISIONS?finpko.faculty.ku.edu/myssi/FIN938/Korniotis & Kumar_Do Older Investors... · a hypothesis that posits a positive impact of experience
31 January 2012 Portfolios Under Construction Standing out from …finpko.faculty.ku.edu/myssi/FIN938/Crowding_DBQS... · 2014-08-28 · 31 January 2012 Portfolios Under Construction
Do Client Characteristics Really Drive the Big N Effect ...finpko.faculty.ku.edu/myssi/FIN938/DeFond Erkens & Zhang_Matching... · Do Client Characteristics Really Drive the Big N
Short-Term Reversals and the Efficacy of Liquidity Provisionfinpko.faculty.ku.edu/myssi/FIN938/Cheng Hameed...May 16, 2014 Short-Term Reversals and the Efficacy of Liquidity Provision
Forecasting Abnormal Stock Returns and Trading Volume ...wintoki.faculty.ku.edu/myssi/_pdf/Online_Search_Returns_IJF... · Forecasting Abnormal Stock Returns and Trading Volume Using
Issues Addressed
Deflating Profitability - University of Kansasfinpko.faculty.ku.edu/myssi/FIN938/Ball Gerakos Linnainmaa Nikolaev... · Deflating Profitability. Ray Ball . University of Chicago Booth
Measuring long-horizon security price performancefinpko.faculty.ku.edu/myssi/FIN938/Kothari & Warner_JF_1997...Measuring long-horizon security price performance S.P. Kothari*, Jerold
Investor Sentiment and the Mean-Variance Relationfinpko.faculty.ku.edu/myssi/FIN938/Yu & Yuan_Investor Sentiment & Mean... · variance relation, but our results are remarkably consistent
Mutual Fund Competition and Profiting from the ost ...finpko.faculty.ku.edu/myssi/FIN938/Ali Chen Yao & Yu_Mutual Fund Competition & the PEAD...Mutual Fund Competition and Profiting
Analytical Formula for Risk Assessment Finaleycarat.faculty.ku.edu/myssi/.../AnalyticalFormulaforRiskAssessment... · 1 Analytical Formulas for Risk Assessment for a Class of Problems
Forecasting Residential Real Estate Price Changes …wintoki.faculty.ku.edu/myssi/_pdf/Forecasting_Real_Estate_Google... · Forecasting Residential Real Estate Price Changes from
Journal of Financial Economics - University of Kansasfinpko.faculty.ku.edu/myssi/FIN938/Novy-Marx_Gross...The other side of value: The gross profitability premium$ Robert Novy-Marx
Insider Trading Before Accounting Scandalsfinpko.faculty.ku.edu/myssi/FIN938/Agrawal & Cooper_Insider Trading... · period of massive accounting fraud at ... whether insider trading
American Finance Associationfinpko.faculty.ku.edu/myssi/FIN938/Avramov Chordia and... · 2014-08-28 · American Finance Association Liquidity and Autocorrelations in Individual Stock
Short Sellers and Financial Misconduct - University of Kansasfinpko.faculty.ku.edu/myssi/FIN938/Karpoff & Lou_Short... · 2014-08-28 · 3 our events – in which company managers
Topics Addressed
News versus Sentiment: Comparing Textual Processing Approaches …finpko.faculty.ku.edu/myssi/FIN938/Heston & Sinha_News vs Sentime… · Electronic copy available at : http ://ssrn.com
