We investigate the joint ability of fundamental-based and market-based news to explain the
anomalous underperformance of stocks with high idiosyncratic volatility (high IVOL). An out …

The purpose of this study is to investigate the association between aggregate accounting
earnings of quoted Nigerian firms and (un) employment changes. This study examined the …

This study examines whether price momentum profit is related to earnings information in the
Korean stock market. Through time‐series and cross‐sectional asset pricing tests, we find …

Motivated by recent works documenting that the returns formed on real investment predict
aggregate economic activities, we study whether the ultimate consumption model proposed …

We test whether the size, management, and performance factors in a recent mispricing factor
model are related to future investment opportunities. Our results indicate that the …