Colchester, CO4 3SQ
University of Essex
Market liquidity, sentiment, liquidity shocks, idiosyncratic liquidity, underreaction, cross-section of returns.
extreme returns, prospect theory, lottery-like payoffs, cross-sectional relation, beta anomaly
Regulations, operating leverage, regulatory operating leverage, cross-section of returns, systematic risk
Unemployment, revisions in expected unemployment rate, return predictability, operating leverage
Personal savings rate, cross-section of returns, return predictability, economic uncertainty, labor income growth.
Regulations, regulatory operating leverage, mergers and acquisitions, economies of scale, value increasing acquisitions
Illiquidity, idiosyncratic liquidity, commonality in liquidity, underreaction, cross-section of returns.
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