Monetary policy surprises and the cross sectional stock return predictability in volume sorted portfolios
Zijun Wang
- Published
- Publisher
- Elsevier BV
- Journal / collection
- International Review of Financial Analysis
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.irfa.2026.105134
The original publisher provides the full text and its access options.
Cite this source
Zijun Wang. Monetary policy surprises and the cross sectional stock return predictability in volume sorted portfolios. International Review of Financial Analysis. 2026-05. https://doi.org/10.1016/j.irfa.2026.105134