-
1
-
-
0010023511
-
The Relationship between Return and Market Value of Common Stocks
-
March
-
Banz, R.W. 1981. "The Relationship between Return and Market Value of Common Stocks." Journal of Financial Economics, vol. 9, no. 1 (March):3-18.
-
(1981)
Journal of Financial Economics
, vol.9
, Issue.1
, pp. 3-18
-
-
Banz, R.W.1
-
2
-
-
0040197221
-
The Relationship between Earnings' Yield, Market Value, and Return for NYSE Common Stocks: Further Evidence
-
June
-
Basu, S. 1983. "The Relationship between Earnings' Yield, Market Value, and Return for NYSE Common Stocks: Further Evidence." Journal of Financial Economics, vol. 12, no. 1 (June):129-56.
-
(1983)
Journal of Financial Economics
, vol.12
, Issue.1
, pp. 129-156
-
-
Basu, S.1
-
3
-
-
21844509410
-
A Critique of Size-Related Anomalies
-
Summer
-
Berk, J.B. 1995. "A Critique of Size-Related Anomalies." Review of Financial Studies, vol. 8, no. 2 (Summer):275-86.
-
(1995)
Review of Financial Studies
, vol.8
, Issue.2
, pp. 275-286
-
-
Berk, J.B.1
-
4
-
-
0001651803
-
Biases in Computed Returns: An Application of the Size Effect
-
November
-
Blume, M.E., and R.F. Stambaugh. 1983. "Biases in Computed Returns: An Application of the Size Effect." Journal of Financial Economics, vol. 12, no. 3 (November):387-404.
-
(1983)
Journal of Financial Economics
, vol.12
, Issue.3
, pp. 387-404
-
-
Blume, M.E.1
Stambaugh, R.F.2
-
5
-
-
84922463168
-
Structural and Return Characteristics of Small and Large Firms
-
September
-
Chan, L.K.C., and N.F. Chen. 1991. "Structural and Return Characteristics of Small and Large Firms." Journal of Finance, vol. 46, no. 4 (September):1467-84.
-
(1991)
Journal of Finance
, vol.46
, Issue.4
, pp. 1467-1484
-
-
Chan, L.K.C.1
Chen, N.F.2
-
6
-
-
84977703403
-
Fundamentals and Stock Returns in Japan
-
December
-
Chan, L.K.C., Y. Hamao, and J. Lakonishok. 1991. "Fundamentals and Stock Returns in Japan." Journal of Finance, vol. 46, no. 5 (December):1739-64.
-
(1991)
Journal of Finance
, vol.46
, Issue.5
, pp. 1739-1764
-
-
Chan, L.K.C.1
Hamao, Y.2
Lakonishok, J.3
-
7
-
-
0039341185
-
Evaluating the Performance of Value Stocks versus Glamour Stocks: The Impact of Selection Bias
-
July
-
Chan, L.K.C., N. Jegadeesh, and J. Lakonishok. 1995. "Evaluating the Performance of Value Stocks versus Glamour Stocks: The Impact of Selection Bias." Journal of Financial Economics, vol. 38, no. 3 (July):269-96.
-
(1995)
Journal of Financial Economics
, vol.38
, Issue.3
, pp. 269-296
-
-
Chan, L.K.C.1
Jegadeesh, N.2
Lakonishok, J.3
-
8
-
-
21144462476
-
Are the Reports of Beta's Death Premature?
-
Summer
-
Chan, L.K.C., and J. Lakonishok. 1993. "Are the Reports of Beta's Death Premature?" Journal of Portfolio Management, vol. 19, no. 4 (Summer):51-62.
-
(1993)
Journal of Portfolio Management
, vol.19
, Issue.4
, pp. 51-62
-
-
Chan, L.K.C.1
Lakonishok, J.2
-
9
-
-
84977738382
-
Financial Investment Opportunities and the Macroeconomy
-
June
-
Chen, N.F. 1991. "Financial Investment Opportunities and the Macroeconomy." Journal of Finance, vol. 46, no. 2 (June):529-54.
-
(1991)
Journal of Finance
, vol.46
, Issue.2
, pp. 529-554
-
-
Chen, N.F.1
-
10
-
-
0010122888
-
Stock Market Valuation Indicators: Is This Time Different?
-
May/June
-
Cole, K., J. Helwege, and D. Laster. 1996. "Stock Market Valuation Indicators: Is This Time Different?" Financial Analysts Journal, vol. 52, no. 3 (May/June):56-64.
-
(1996)
Financial Analysts Journal
, vol.52
, Issue.3
, pp. 56-64
-
-
Cole, K.1
Helwege, J.2
Laster, D.3
-
12
-
-
84993906169
-
The Cross-Section of Realized Stock Returns
-
December
-
Davis, J. L. 1994. "The Cross-Section of Realized Stock Returns." Journal of Finance, vol. 49, no. 5 (December):1579-93.
-
(1994)
Journal of Finance
, vol.49
, Issue.5
, pp. 1579-1593
-
-
Davis, J.L.1
-
13
-
-
34250890715
-
Business Conditions and Expected Returns on Stocks and Bonds
-
Fama, E.F., and K.R. French. 1989. "Business Conditions and Expected Returns on Stocks and Bonds." Journal of Financial Economics, vol. 25, no. 1:23-49.
-
(1989)
Journal of Financial Economics
, vol.25
, Issue.1
, pp. 23-49
-
-
Fama, E.F.1
French, K.R.2
-
14
-
-
84977737676
-
The Cross-Section of Expected Stock Returns
-
June
-
_. 1992. "The Cross-Section of Expected Stock Returns." Journal of Finance, vol. 47, no. 2 (June):427-65.
-
(1992)
Journal of Finance
, vol.47
, Issue.2
, pp. 427-465
-
-
-
15
-
-
38549147867
-
Common Risk Factors in the Returns on Stocks and Bonds
-
February
-
_. 1993. "Common Risk Factors in the Returns on Stocks and Bonds." Journal of Financial Economics, vol. 33, no. 1 (February):3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, Issue.1
, pp. 3-56
-
-
-
16
-
-
84993845943
-
Size and Book-to-Market Factors in Earnings and Returns
-
March
-
_. 1995. "Size and Book-to-Market Factors in Earnings and Returns." Journal of Finance, vol. 50, no. 1 (March):131-55.
-
(1995)
Journal of Finance
, vol.50
, Issue.1
, pp. 131-155
-
-
-
17
-
-
0002989605
-
Differences in the Risks and Returns of NYSE and NASD Stocks
-
January/ February
-
Fama, E.F., K.R. French, D.G. Booth, and R. Sinquefield. 1993. "Differences in the Risks and Returns of NYSE and NASD Stocks." Financial Analysts Journal, vol. 49, no. 1 (January/ February):37-41.
-
(1993)
Financial Analysts Journal
, vol.49
, Issue.1
, pp. 37-41
-
-
Fama, E.F.1
French, K.R.2
Booth, D.G.3
Sinquefield, R.4
-
18
-
-
84986500432
-
The Effect of Size, Book-to-Market Equity, Prior Returns, and Beta on Stock Returns: January versus the Remainder of the Year
-
Summer
-
Fant, L.F., and D.R. Peterson. 1995. "The Effect of Size, Book-to-Market Equity, Prior Returns, and Beta on Stock Returns: January versus the Remainder of the Year." Journal of Financial Research, vol. 18, no. 2 (Summer):129-42.
-
(1995)
Journal of Financial Research
, vol.18
, Issue.2
, pp. 129-142
-
-
Fant, L.F.1
Peterson, D.R.2
-
19
-
-
0002327097
-
Value versus Growth Stocks: Book-to-Market, Growth, and Beta
-
September/October
-
Harris, R.S., and F.C. Marston. 1994. "Value versus Growth Stocks: Book-to-Market, Growth, and Beta." Financial Analysts Journal, vol. 50, no. 5 (September/October):18-24.
-
(1994)
Financial Analysts Journal
, vol.50
, Issue.5
, pp. 18-24
-
-
Harris, R.S.1
Marston, F.C.2
-
20
-
-
3142574653
-
Forecasting the Size Effect
-
May/June
-
Jacobs, B.I., and K.N. Levy. 1989. "Forecasting the Size Effect." Financial Analysts Journal, vol. 45, no. 3 (May/June):38-54.
-
(1989)
Financial Analysts Journal
, vol.45
, Issue.3
, pp. 38-54
-
-
Jacobs, B.I.1
Levy, K.N.2
-
21
-
-
0002841993
-
Discount Rate Changes and Security Returns in the U.S., 1962-1991
-
April
-
Jensen, G.R., and R. Johnson. 1995. "Discount Rate Changes and Security Returns in the U.S., 1962-1991." Journal of Banking and Finance, vol. 19, no. 1 (April):79-95.
-
(1995)
Journal of Banking and Finance
, vol.19
, Issue.1
, pp. 79-95
-
-
Jensen, G.R.1
Johnson, R.2
-
22
-
-
0030076532
-
Business Conditions, Monetary Policy, and Expected Security Returns
-
February
-
Jensen, G.R., J.M. Mercer, and R.R. Johnson. 1996. "Business Conditions, Monetary Policy, and Expected Security Returns." Journal of Financial Economics, vol. 40, no. 2 (February):213-37.
-
(1996)
Journal of Financial Economics
, vol.40
, Issue.2
, pp. 213-237
-
-
Jensen, G.R.1
Mercer, J.M.2
Johnson, R.R.3
-
23
-
-
48749147730
-
Size-Related Anomalies and Stock Return Seasonality: Further Empirical Evidence
-
June
-
Keim, D.B. 1983. "Size-Related Anomalies and Stock Return Seasonality: Further Empirical Evidence." Journal of Financial Economics, vol. 12, no. 1 (June):13-32.
-
(1983)
Journal of Financial Economics
, vol.12
, Issue.1
, pp. 13-32
-
-
Keim, D.B.1
-
24
-
-
0010047716
-
A New Look at the Effects of Firm Size and E/P Ratio on Stock Returns
-
March/April
-
_. 1990. "A New Look at the Effects of Firm Size and E/P Ratio on Stock Returns." Financial Analysis Journal, vol. 46, no. 2 (March/April):56-67.
-
(1990)
Financial Analysis Journal
, vol.46
, Issue.2
, pp. 56-67
-
-
-
25
-
-
0002507239
-
On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions
-
September
-
Knez, P.J., and M.J. Ready. 1997. "On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions." Journal of Finance, vol. 52, no. 4 (September):1355-82.
-
(1997)
Journal of Finance
, vol.52
, Issue.4
, pp. 1355-1382
-
-
Knez, P.J.1
Ready, M.J.2
-
26
-
-
84993888629
-
Another Look at the Cross-Section of Expected Stock Returns
-
March
-
Kothari, S.P., J. Shanken, and R.G. Sloan. 1995. "Another Look at the Cross-Section of Expected Stock Returns." Journal of finance, vol. 50, no. 1 (March):185-224.
-
(1995)
Journal of Finance
, vol.50
, Issue.1
, pp. 185-224
-
-
Kothari, S.P.1
Shanken, J.2
Sloan, R.G.3
-
27
-
-
84993869066
-
Contrarian Investment, Extrapolation, and Risk
-
December
-
Lakonishok, J., A. Shleifer, and R.W. Vishny. 1994. "Contrarian Investment, Extrapolation, and Risk." Journal of Finance, vol. 49, no. 5 (December):1541-78.
-
(1994)
Journal of Finance
, vol.49
, Issue.5
, pp. 1541-1578
-
-
Lakonishok, J.1
Shleifer, A.2
Vishny, R.W.3
-
28
-
-
48749146127
-
The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Selling Effects
-
June
-
Reinganum, M.R. 1983. "The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Selling Effects." Journal of Financial Economics, vol. 12, no. 1 (June):89-104.
-
(1983)
Journal of Financial Economics
, vol.12
, Issue.1
, pp. 89-104
-
-
Reinganum, M.R.1
-
29
-
-
0042182770
-
The Anatomy of a Stock Market Winner
-
March/April
-
_. 1988. "The Anatomy of a Stock Market Winner." Financial Analysts Journal, vol. 44, no. 2 (March/April):16-28.
-
(1988)
Financial Analysts Journal
, vol.44
, Issue.2
, pp. 16-28
-
-
-
30
-
-
0002624427
-
Persuasive Evidence of a Market Inefficiency
-
Spring
-
Rosenberg, B., K. Reid, and R. Lanstein. 1985. "Persuasive Evidence of a Market Inefficiency." Journal of Portfolio Management, vol. 11, no. 3 (Spring):9-17.
-
(1985)
Journal of Portfolio Management
, vol.11
, Issue.3
, pp. 9-17
-
-
Rosenberg, B.1
Reid, K.2
Lanstein, R.3
|