-
1
-
-
0010105115
-
The dimensions of international equity style
-
Spring
-
Arshanapalli, B., T.D. Coggin, J. Doukas, and H.D. Shea. "The Dimensions of International Equity Style." Journal of Investing, 7 (Spring 1998), pp. 15-30.
-
(1998)
Journal of Investing
, vol.7
, pp. 15-30
-
-
Arshanapalli, B.1
Coggin, T.D.2
Doukas, J.3
Shea, H.D.4
-
2
-
-
38249006507
-
Non-stationary expected returns: Implications for tests of market efficiency and serial correlation of returns
-
Ball, Ray, and S. P. Kothari. "Non-Stationary Expected Returns: Implications for Tests of Market Efficiency and Serial Correlation of Returns." Journal of Financial Economics, 25 (1989), pp. 51-74.
-
(1989)
Journal of Financial Economics
, vol.25
, pp. 51-74
-
-
Ball, R.1
Kothari, S.P.2
-
3
-
-
0002443243
-
Problems in measuring portfolio performance: An application to the contrarian investment strategies
-
Ball, Ray, and J. Shanken. "Problems in Measuring Portfolio Performance: An Application to the Contrarian Investment Strategies." Journal of Financial Economics, 38 (1995), pp. 79-107.
-
(1995)
Journal of Financial Economics
, vol.38
, pp. 79-107
-
-
Ball, R.1
Shanken, J.2
-
4
-
-
0000172347
-
Sample dependent results using accounting and market data: Some evidence
-
Banz, R.W., and W. Breen. "Sample Dependent Results Using Accounting and Market Data: Some Evidence." Journal of Finance, 41 (1986), pp. 779-793.
-
(1986)
Journal of Finance
, vol.41
, pp. 779-793
-
-
Banz, R.W.1
Breen, W.2
-
5
-
-
0040197221
-
The relationship between earnings yield, market value and return for NYSE common stocks
-
Basu, S. "The Relationship Between Earnings Yield, Market Value and Return for NYSE Common Stocks." Journal of Financial Economics, 12 (1983), pp. 129-156.
-
(1983)
Journal of Financial Economics
, vol.12
, pp. 129-156
-
-
Basu, S.1
-
6
-
-
0002099720
-
International value and growth stock returns
-
January-February
-
Capaul, C., I. Rowley, and W.F. Sharpe. "International Value and Growth Stock Returns." Financial Analysts Journal, 49 (January-February 1993), pp. 27-36.
-
(1993)
Financial Analysts Journal
, vol.49
, pp. 27-36
-
-
Capaul, C.1
Rowley, I.2
Sharpe, W.F.3
-
7
-
-
0000874311
-
On the contrarian investment strategy
-
Chan, K.C. "On the Contrarian Investment Strategy." Journal of Business, 61 (1988), pp. 147-163.
-
(1988)
Journal of Business
, vol.61
, pp. 147-163
-
-
Chan, K.C.1
-
8
-
-
84922463168
-
Structural and return characteristics of small and large firms
-
Chan, K.C., and N.F. Chen. "Structural and Return Characteristics of Small and Large Firms." Journal of Finance, 46 (1991), pp. 1467-1484.
-
(1991)
Journal of Finance
, vol.46
, pp. 1467-1484
-
-
Chan, K.C.1
Chen, N.F.2
-
9
-
-
84977703403
-
Fundamentals and stock returns in Japan
-
Chan, K.C., Y. Hamao, and J. Lakonishok. "Fundamentals and Stock Returns in Japan." Journal of Finance, 46 (1991), pp. 1739-1789.
-
(1991)
Journal of Finance
, vol.46
, pp. 1739-1789
-
-
Chan, K.C.1
Hamao, Y.2
Lakonishok, J.3
-
10
-
-
0039341185
-
Evaluating the performance of value versus glamour stocks: The impact of selection bias
-
Chan, K.C., N. Jagadeesh, and J. Lakonishok. "Evaluating the Performance of Value Versus Glamour Stocks: The Impact of Selection Bias." Journal of Financial Economics, 38 (1995), pp. 269-296.
-
(1995)
Journal of Financial Economics
, vol.38
, pp. 269-296
-
-
Chan, K.C.1
Jagadeesh, N.2
Lakonishok, J.3
-
11
-
-
0000531103
-
Measuring abnormal performance: Do stocks overreact?
-
Chopra, N., J. Lakonishok, and J.R. Ritter. "Measuring Abnormal Performance: Do Stocks Overreact?" Journal of Financial Economics, 31 (1992), pp. 235-268.
-
(1992)
Journal of Financial Economics
, vol.31
, pp. 235-268
-
-
Chopra, N.1
Lakonishok, J.2
Ritter, J.R.3
-
12
-
-
0002014264
-
Evidence on the characteristics of cross-sectional variation in stock returns
-
Daniel, K., and S. Titman. "Evidence on the Characteristics of Cross-Sectional Variation in Stock Returns." Journal of Finance, 52 (1997), pp. 1-33.
-
(1997)
Journal of Finance
, vol.52
, pp. 1-33
-
-
Daniel, K.1
Titman, S.2
-
13
-
-
84993906169
-
The cross-section of realized stock returns: The pre-compustat evidence
-
Davis, J. "The Cross-Section of Realized Stock Returns: The Pre-Compustat Evidence." Journal of Finance, 49 (1994), pp. 1579-1593.
-
(1994)
Journal of Finance
, vol.49
, pp. 1579-1593
-
-
Davis, J.1
-
15
-
-
84977703147
-
Further evidence on investor overreaction and stock market seasonality
-
_ "Further Evidence on Investor Overreaction and Stock Market Seasonality." Journal of Finance, 42 (1987), pp. 557-581.
-
(1987)
Journal of Finance
, vol.42
, pp. 557-581
-
-
-
16
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama, E.F., and K.R. French. "The Cross-Section of Expected Stock Returns." Journal of Finance, 47 (1992), pp. 427-465.
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.F.1
French, K.R.2
-
17
-
-
0013413658
-
Multifactor explanations of asset pricing anomalies
-
_. "Multifactor Explanations of Asset Pricing Anomalies." Journal of Finance, 51 (1996), pp. 55-84.
-
(1996)
Journal of Finance
, vol.51
, pp. 55-84
-
-
-
18
-
-
0010158365
-
-
Working paper, Graduate School of Management, Yale University
-
Heston, S.L., K.G. Rouwenhorst, and R.E. Wessels. "The Importance of Size and Beta in the Cross-Section of International Stock Returns." Working paper, Graduate School of Management, Yale University, 1996.
-
(1996)
The Importance of Size and Beta in the Cross-section of International Stock Returns
-
-
Heston, S.L.1
Rouwenhorst, K.G.2
Wessels, R.E.3
-
19
-
-
84977717050
-
Earnings yields, market values, and stock returns
-
Jaffe, J., D.B. Keim, and R. Westerfield. "Earnings Yields, Market Values, and Stock Returns." Journal of Finance, 44 (1989), pp. 135-148.
-
(1989)
Journal of Finance
, vol.44
, pp. 135-148
-
-
Jaffe, J.1
Keim, D.B.2
Westerfield, R.3
-
20
-
-
84993888629
-
Another look at the cross-section of expected stock returns
-
Kothari, S.P., J. Shanken, and R.G. Sloan. "Another Look at the Cross-Section of Expected Stock Returns." Journal of Finance, 50 (1995), pp. 185-224.
-
(1995)
Journal of Finance
, vol.50
, pp. 185-224
-
-
Kothari, S.P.1
Shanken, J.2
Sloan, R.G.3
-
21
-
-
84993869066
-
Contrarian investment, extrapolation and risk
-
Lakonishok, J., A. Shleifer, and R.W. Vishny. "Contrarian Investment, Extrapolation and Risk." Journal of Finance, 49 (1994), pp. 1541-1578.
-
(1994)
Journal of Finance
, vol.49
, pp. 1541-1578
-
-
Lakonishok, J.1
Shleifer, A.2
Vishny, R.W.3
-
22
-
-
0003114587
-
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
-
Lintner, J. "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets." Review of Economics and Statistics, 47 (1965), pp. 13-37.
-
(1965)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
23
-
-
0001561481
-
Data-snooping biases in tests of financial asset pricing models
-
Lo, A.W., and A.C. MacKinlay. "Data-Snooping Biases in Tests of Financial Asset Pricing Models." Review of Financial Studies, 3 (1990), pp. 431-468.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 431-468
-
-
Lo, A.W.1
MacKinlay, A.C.2
-
24
-
-
0002359560
-
Cross-sectional variation in emerging markets equity returns - January 1988-March 1997
-
Spring
-
Patel, S.A. "Cross-Sectional Variation in Emerging Markets Equity Returns - January 1988-March 1997." Emerging Markets Quarterly, 2 (Spring 1998), pp. 57-70.
-
(1998)
Emerging Markets Quarterly
, vol.2
, pp. 57-70
-
-
Patel, S.A.1
-
25
-
-
0002624427
-
Persuasive evidence of market inefficiency
-
Rosenberg, B., K. Reid, and R. Lanstein. "Persuasive Evidence of Market Inefficiency." Journal of Portfolio Management, 11 (1985), pp. 9-17.
-
(1985)
Journal of Portfolio Management
, vol.11
, pp. 9-17
-
-
Rosenberg, B.1
Reid, K.2
Lanstein, R.3
-
26
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W.F. "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk." Journal of Finance, 19 (1964), pp. 425-442.
-
(1964)
Journal of Finance
, vol.19
, pp. 425-442
-
-
Sharpe, W.F.1
-
27
-
-
0010158366
-
Style indexes: Powerful tools for building global stock-selection models
-
J. Lederman and R. Klein, eds., Chicago: Glenlake Publishing Co
-
Umstead, D.A., M.P. McElroy, H.D. Shea, and D. Fogarty. "Style Indexes: Powerful Tools for Building Global Stock-Selection Models." In J. Lederman and R. Klein, eds., Global Markets. Chicago: Glenlake Publishing Co, 1997.
-
(1997)
Global Markets
-
-
Umstead, D.A.1
McElroy, M.P.2
Shea, H.D.3
Fogarty, D.4
|