Keyphrases
Arbitrage Risk
22%
Asset Growth
11%
Asset Pricing Anomalies
40%
Asset Pricing Model
12%
Book-to-market
20%
Book-to-market Ratio
16%
Capital Asset Pricing Model
14%
Contracting Costs
14%
Cross-sectional Returns
11%
Daily Price Limit
22%
Daily Returns
14%
Default Risk
18%
Distributional Hypothesis
12%
Expected Returns
16%
Explanatory Power
14%
Factor Pricing
11%
Fama-French Five-factor Model
18%
Financial Economics
11%
Firm Characteristics
12%
Further Analysis
24%
Futures Contracts
13%
Futures Markets
23%
International Asset Pricing Model
11%
Japan
19%
Japanese Stock Market
12%
Long-term Returns
14%
Long-term Reversal
14%
Low Turnover
16%
Margin Requirements
26%
Market Reaction
18%
Momentum Effect
16%
Momentum Strategy
32%
Price Limits
100%
Price Momentum
15%
Prospect Theory
22%
Requirement Risks
11%
Return Reversal
14%
Riskless Asset
11%
Spot Market
12%
Stock Returns
57%
Style Investing
11%
Style Momentum
11%
Taiwan
22%
Taiwan Stock Exchange
13%
Timing Ability
11%
Tobit Model
11%
Tokyo Stock Exchange
13%
Traders
18%
Two-limit Tobit
12%
Underpricing
16%
Economics, Econometrics and Finance
Arbitrage
22%
Asset Pricing
40%
Capital Market Returns
70%
CAPM
44%
Central Tendency
11%
Conditional Heteroskedasticity
5%
Corporate Governance
11%
Cost Minimization
11%
Earnings Announcement
11%
Emerging Economies
5%
Event Study
11%
Factor Model
42%
Finance
7%
Financial Economics
51%
Financial Institution
5%
Financial System
5%
Futures Exchange
11%
Futures Market
11%
G7 Countries
11%
Idiosyncratic Volatility
11%
Index Futures
11%
Industry
16%
Information Asymmetry
11%
Investment Decision
5%
Investor Sentiment
13%
Investors
76%
Large Firm
5%
Life Cycle
11%
Life-Cycle Hypothesis
11%
Market Value
11%
Median
11%
Noise Trading
11%
Organisation for Economic Co-Operation and Development
5%
Ownership
11%
Portfolio Selection
11%
Price Volatility
11%
Pricing
5%
Profit
5%
Prospect Theory
22%
Risk Factor
14%
Risk-Return Tradeoff
7%
Smart Money Effect
11%
Spillover Effect
11%
Stock Exchange
31%
Stock Index
11%
Structural Change
11%
Time Series
11%
Tobit Model
5%
Transaction Costs
11%
Volatility
22%
