-
1
-
-
21144477200
-
The aftermarket performance of initial public offerings in Latin America
-
Aggarwal, Reena, Ricardo Leal, and Leonardo Hernandez. "The Aftermarket Performance of Initial Public Offerings in Latin America." Financial Management, 22 (1993), pp. 42-53.
-
(1993)
Financial Management
, vol.22
, pp. 42-53
-
-
Aggarwal, R.1
Leal, R.2
Hernandez, L.3
-
2
-
-
0002450761
-
Fads in the initial public offering market?
-
Aggarwal, Reena, and Pietra Rivoli. "Fads in the Initial Public Offering Market?" Financial Management, 19 (1990). pp. 45-57.
-
(1990)
Financial Management
, vol.19
, pp. 45-57
-
-
Aggarwal, R.1
Rivoli, P.2
-
3
-
-
0007189309
-
-
Merrill Lynch, Pierce, Fenner & Smith, Inc., May
-
Bernstein, Richard. "Quantitative Profiles: Monthly Insights for Equity Management." Merrill Lynch, Pierce, Fenner & Smith, Inc., May 2000.
-
(2000)
Quantitative Profiles: Monthly Insights for Equity Management
-
-
Bernstein, R.1
-
4
-
-
0001366584
-
Capital market equilibrium with restricted borrowing
-
Black, Fischer, "Capital Market Equilibrium with Restricted Borrowing." Journal of Business, 45 (1972), pp. 444-455.
-
(1972)
Journal of Business
, vol.45
, pp. 444-455
-
-
Black, F.1
-
6
-
-
0001833551
-
The capital asset pricing model: Some empirical tests
-
Michael C. Jensen, ed., New York: Praeger
-
Black, Fischer, Michael C. Jensen, and Myron Scholes. "The Capital Asset Pricing Model: Some Empirical Tests." In Michael C. Jensen, ed., Studies in the Theory of Capital Markets. New York: Praeger, 1972.
-
(1972)
Studies in the Theory of Capital Markets
-
-
Black, F.1
Jensen, M.C.2
Scholes, M.3
-
7
-
-
21844498486
-
Financial management (1972-1994): A retrospective
-
Borokhovich, Kenneth A., Robert J. Bricker, Terry L. Zivney, and Srinivasan Sundaram. "Financial Management (1972-1994): A Retrospective." Financial Management, 24 (1995), pp. 42-53.
-
(1995)
Financial Management
, vol.24
, pp. 42-53
-
-
Borokhovich, K.A.1
Bricker, R.J.2
Zivney, T.L.3
Sundaram, S.4
-
8
-
-
0007193104
-
Myth or reality? the long-run underperformance of initial public offerings: Evidence from venture and nonventure capital-backed companies
-
Brav, Alon, and Paul A. Gompers. "Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies." Journal of Finance 52 (1997), pp. 1701-1821.
-
(1997)
Journal of Finance
, vol.52
, pp. 1701-1821
-
-
Brav, A.1
Gompers, P.A.2
-
9
-
-
0007322926
-
A note on the apparent bias of net revenue estimates for capital investment projects
-
Brown, Keith, "A Note on the Apparent Bias of Net Revenue Estimates for Capital Investment Projects." Journal of Finance 29 (1974), pp. 1215-16.
-
(1974)
Journal of Finance
, vol.29
, pp. 1215-1216
-
-
Brown, K.1
-
10
-
-
0007193417
-
The rate of return of selected investment projects
-
_. "The Rate of Return of Selected Investment Projects." Journal of Finance, 33 (1978), pp. 1250-1253.
-
(1978)
Journal of Finance
, vol.33
, pp. 1250-1253
-
-
-
11
-
-
0037855539
-
Underwriter reputation, initial returns, and the long-run performance of IPO stocks
-
Carter, Richard, Frederick H. Dark, and Ajai K. Singh. "Underwriter Reputation, Initial Returns, and the Long-Run Performance of IPO Stocks." Journal of Finance, 53 (1998), pp. 285-311.
-
(1998)
Journal of Finance
, vol.53
, pp. 285-311
-
-
Carter, R.1
Dark, F.H.2
Singh, A.K.3
-
12
-
-
84977713164
-
Empirical estimates of beta when investors face estimation risk
-
Clarkson, Peter M., and Rex Thompson. "Empirical Estimates of Beta When Investors Face Estimation Risk." Journal of Finance, 45 (1990), pp. 431-454.
-
(1990)
Journal of Finance
, vol.45
, pp. 431-454
-
-
Clarkson, P.M.1
Thompson, R.2
-
13
-
-
84977710525
-
Easonality in the risk-return relationship: Some international evidence
-
Corhay, Albert, Gabriel Hawawini, and Pierre Michel. "Seasonality in the Risk-Return Relationship: Some International Evidence." Journal of Finance, 42 (1987), pp. 49-68.
-
(1987)
Journal of Finance
, vol.42
, pp. 49-68
-
-
Corhay, A.1
Gabriel, H.2
Pierre, M.3
-
14
-
-
0024981793
-
Clinical versus actuarial judgment
-
Dawes, R.M., D. Faust, and Paul E. Meehl. "Clinical versus Actuarial Judgment." Science, 243 (1989), pp. 1668-1674.
-
(1989)
Science
, vol.243
, pp. 1668-1674
-
-
Dawes, R.M.1
Faust, D.2
Meehl, P.E.3
-
15
-
-
84978569878
-
Secondary stock market performance of initial public offers, Hong Kong, Singapore and Malaysia: 1978-1984
-
Dawson, Steven M. "Secondary Stock Market Performance of Initial Public Offers, Hong Kong, Singapore and Malaysia: 1978-1984." Journal of Business Finance and Accounting, 14 (1987), pp. 65-76.
-
(1987)
Journal of Business Finance and Accounting
, vol.14
, pp. 65-76
-
-
Dawson, S.M.1
-
16
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama, Eugene F., and Kenneth 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
-
18
-
-
45549119325
-
The performance of unseasoned new equity issues-cum-stock exchange listings in Australia
-
Finn, Frank J., and Ron Higham. "The Performance of Unseasoned New Equity Issues-Cum-Stock Exchange Listings in Australia." Journal of Banking and Finance, 11 (1988), pp. 333-352.
-
(1988)
Journal of Banking and Finance
, vol.11
, pp. 333-352
-
-
Finn, F.J.1
Higham, R.2
-
19
-
-
21144467198
-
Returns to E/P strategies, higgledy piggledy growth
-
Fuller, Russell J., Lex C. Huberts, and Michael Levinson. "Returns to E/P Strategies, Higgledy Piggledy Growth." The Journal of Portfolio Management, 19 (1993), pp. 13-24.
-
(1993)
The Journal of Portfolio Management
, vol.19
, pp. 13-24
-
-
Fuller, R.J.1
Huberts, L.C.2
Levinson, M.3
-
21
-
-
0007268938
-
The implications of dispersion in analysts' earnings forecast for future ROE and future returns
-
Han, B.H. and D. Manry. "The Implications of Dispersion in Analysts' Earnings Forecast for Future ROE and Future Returns." Journal of Business Finance and Accounting, 27 (2000), pp. 99-126.
-
(2000)
Journal of Business Finance and Accounting
, vol.27
, pp. 99-126
-
-
Han, B.H.1
Manry, D.2
-
23
-
-
0004227908
-
-
Upper Saddle River NJ: Prentice-Hall
-
_. Modern Investment Theory. Upper Saddle River NJ: Prentice-Hall, 1997.
-
(1997)
Modern Investment Theory
-
-
-
25
-
-
0030191640
-
Commonality in the determinants of expected stock returns
-
Haugen, Robert A., and Nardin L. Baker. "Commonality in the Determinants of Expected Stock Returns." Journal of Financial Economics, 41 (1996), pp. 401-439.
-
(1996)
Journal of Financial Economics
, vol.41
, pp. 401-439
-
-
Haugen, R.A.1
Baker, N.L.2
-
26
-
-
84972434200
-
Risk and the rate of return of financial assets: Some old wine in new bottles
-
Haugen, Robert A., and A. James Hines. "Risk and the Rate of Return of Financial Assets: Some Old Wine in New Bottles." Journal of Financial and Quantitative Analysis, 10 (1975), pp. 775-784.
-
(1975)
Journal of Financial and Quantitative Analysis
, vol.10
, pp. 775-784
-
-
Haugen, R.A.1
Hines, A.J.2
-
28
-
-
0001989197
-
Disentangling equity return regularities: New insights and investment opportunities
-
Jacobs, Bruce I., and Kenneth N. Levy. "Disentangling Equity Return Regularities: New Insights and Investment Opportunities." Financial Analysts Journal, 44 (1988), pp. 18-44.
-
(1988)
Financial Analysts Journal
, vol.44
, pp. 18-44
-
-
Jacobs, B.I.1
Levy, K.N.2
-
30
-
-
0033249527
-
Long-short portfolio management: An integrated approach
-
Jacobs, Bruce I., Kenneth N. Levy, and David Starer. "Long-Short Portfolio Management: An Integrated Approach." Journal of Portfolio Management, 25 (1999), pp. 23-32.
-
(1999)
Journal of Portfolio Management
, vol.25
, pp. 23-32
-
-
Jacobs, B.I.1
Levy, K.N.2
Starer, D.3
-
32
-
-
0001694154
-
-
Keloharju, Matti. "The Winner's Curse, Legal Liability, and the Long-Run Price Performance of Initial Public Offerings in Finland." Journal of Financial Economics, 34 (1993), pp. 251-277.
-
(1993)
Journal of Financial Economics
, vol.34
, pp. 251-277
-
-
Keloharju, M.1
-
33
-
-
0001641004
-
Why initial public offerings are underpriced: Evidence from Switzerland
-
Kunz, Roger M., and Reena Aggarwal. "Why Initial Public Offerings Are Underpriced: Evidence from Switzerland." Journal of Banking and Finance, 18 (1994), pp. 705-723.
-
(1994)
Journal of Banking and Finance
, vol.18
, pp. 705-723
-
-
Kunz, R.M.1
Aggarwal, R.2
-
34
-
-
38249042306
-
Systematic risk, total risk and size as determinants of stock market returns
-
Lakonishok, Josef, and Alan C. Shapiro. "Systematic Risk, Total Risk and Size as Determinants of Stock Market Returns." Journal of Banking and Finance, 10 (1986), pp. 115-132.
-
(1986)
Journal of Banking and Finance
, vol.10
, pp. 115-132
-
-
Lakonishok, J.1
Shapiro, A.C.2
-
35
-
-
0002111898
-
The long run performance of initial public offerings: The U.K. Experience 1980-1988
-
Levis, Mario. "The Long Run Performance of Initial Public Offerings: The U.K. Experience 1980-1988." Financial Management, 22 (1993), pp. 28-41.
-
(1993)
Financial Management
, vol.22
, pp. 28-41
-
-
Levis, M.1
-
36
-
-
84944837822
-
The aggregation of investors' diverse judgments and preferences in purely competitive security markets
-
Lintner, John B. "The Aggregation of Investors' Diverse Judgments and Preferences in Purely Competitive Security Markets." Journal of Financial and Quantitative Analysis, 4 (1969), pp. 347-400.
-
(1969)
Journal of Financial and Quantitative Analysis
, vol.4
, pp. 347-400
-
-
Lintner, J.B.1
-
37
-
-
38249003570
-
NYSE vs. NASDAQ returns: Market microstructure or the poor performance of initial public offerings?
-
Loughran, Tim. "NYSE vs. NASDAQ Returns: Market Microstructure or the Poor Performance of Initial Public Offerings?" Journal of Financial Economics, 33 (1993), pp. 241-260.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 241-260
-
-
Loughran, T.1
-
39
-
-
0037751658
-
Initial public offerings: International insights
-
Loughran, Tim, Jay R. Ritter, and Kristian Rydqvist. "Initial Public Offerings: International Insights." Pacific-Basin Finance Journal, 2 (1993), pp. 165-199.
-
(1993)
Pacific-basin Finance Journal
, vol.2
, pp. 165-199
-
-
Loughran, T.1
Ritter, J.R.2
Rydqvist, K.3
-
40
-
-
0022783003
-
Causes and effects of my disturbing little book
-
Meehl, Paul H. "Causes and Effects of My Disturbing Little Book." Journal of Personality Assessment, 50 (1986), pp. 370-375.
-
(1986)
Journal of Personality Assessment
, vol.50
, pp. 370-375
-
-
Meehl, P.H.1
-
44
-
-
84916929634
-
Risk, uncertainty, and divergence of opinion
-
_. "Risk, Uncertainty, and Divergence of Opinion." Journal of Finance, 32 (1977), pp. 1151-1168.
-
(1977)
Journal of Finance
, vol.32
, pp. 1151-1168
-
-
-
45
-
-
0007262816
-
Uncertainty-induced bias in capital budgeting
-
_. "Uncertainty-Induced Bias in Capital Budgeting." Financial Management, 7 (1978), pp. 12-18.
-
(1978)
Financial Management
, vol.7
, pp. 12-18
-
-
-
48
-
-
84977717063
-
The long-run performance of initial public offerings
-
Ritter, Jay R. "The Long-Run Performance of Initial Public Offerings." Journal of Finance, 46 (1991), pp. 3-27.
-
(1991)
Journal of Finance
, vol.46
, pp. 3-27
-
-
Ritter, J.R.1
-
49
-
-
84977431626
-
Ambiguity when performance is measured by the security market line
-
Roll, Richard. "Ambiguity When Performance Is Measured by the Security Market Line." Journal of Finance, 33 (1978), pp. 1051-1069.
-
(1978)
Journal of Finance
, vol.33
, pp. 1051-1069
-
-
Roll, R.1
-
50
-
-
0039473752
-
A critique of the asset pricing theories tests; part I: On the past and potential testability of the theory
-
_. "A Critique of the Asset Pricing Theories Tests; Part I: On the Past and Potential Testability of the Theory." Journal of Financial Economics, 4 (1977), pp. 129-176.
-
(1977)
Journal of Financial Economics
, vol.4
, pp. 129-176
-
-
-
51
-
-
33845632902
-
Capital market seasonality: The case of stock returns
-
Rozeff, Michael S., and William R. Kinney. "Capital Market Seasonality: The Case of Stock Returns." Journal of Financial Economics, 3 (1976), pp. 379-402.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 379-402
-
-
Rozeff, M.S.1
Kinney, W.R.2
-
52
-
-
0003644671
-
-
New York: McGraw-Hill
-
Samuelson, Paul. Economics. New York: McGraw-Hill, 1964.
-
(1964)
Economics
-
-
Samuelson, P.1
-
54
-
-
0007192822
-
-
Working paper, Centre for Monitoring Indian Economy, Bombay, India
-
Shah, A. "The Indian IPO Market: Empirical Facts." Working paper, Centre for Monitoring Indian Economy, Bombay, India, 1995.
-
(1995)
The Indian Ipo Market: Empirical Facts
-
-
Shah, A.1
-
55
-
-
0001017028
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, William. "Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk." Journal of Finance, 13 (1964), pp. 341-60.
-
(1964)
Journal of Finance
, vol.13
, pp. 341-360
-
-
Sharpe, W.1
-
56
-
-
0000104843
-
The effect of the 1933 securities act on investor information and the performance of new issues
-
Simon, C. "The Effect of the 1933 Securities Act on Investor Information and the Performance of New Issues." American Economic Review, 79 (1989), pp. 295-318.
-
(1989)
American Economic Review
, vol.79
, pp. 295-318
-
-
Simon, C.1
-
57
-
-
0007260473
-
Why new issues are lousy investments
-
Stern, R. L., and Peter Bernstein. "Why New Issues Are Lousy Investments." Forbes, 136 (1985), pp. 152-190.
-
(1985)
Forbes
, vol.136
, pp. 152-190
-
-
Stern, R.L.1
Bernstein, P.2
-
59
-
-
0000370948
-
Earnings management and the long-run market performance of initial public offerings
-
Teoh, Siew Hong, Ivo Welch, and T. J Wong. "Earnings Management and the Long-Run Market Performance of Initial Public Offerings." Journal of Finance, 53 (1998), pp. 1935-1974.
-
(1998)
Journal of Finance
, vol.53
, pp. 1935-1974
-
-
Teoh, S.H.1
Welch, I.2
Wong, T.J.3
-
60
-
-
48549112534
-
Risk and return: January and the rest of the year
-
Tinic, Seha M., and Richard R. West. "Risk and Return: January and the Rest of the Year." Journal of Financial Economics, 13 (1984), pp. 561-574.
-
(1984)
Journal of Financial Economics
, vol.13
, pp. 561-574
-
-
Tinic, S.M.1
West, R.R.2
-
61
-
-
0010805296
-
Going public in the F.R.G
-
R.M.C. Guimaraes, B.G. Kingsman, and S.J. Taylor, eds., New York: Springer-Verlag
-
Uhlir, Harald. "Going Public in the F.R.G." In R.M.C. Guimaraes, B.G. Kingsman, and S.J. Taylor, eds., A Reappraisal of the Efficiency of Financial Markets. New York: Springer-Verlag, 1988.
-
(1988)
A Reappraisal of the Efficiency of Financial Markets
-
-
Uhlir, H.1
-
62
-
-
21144464544
-
The 'efficient index' and prediction of portfolio variance
-
Winston, Kenneth. "The 'Efficient Index' and Prediction of Portfolio Variance." The Journal of Portfolio Management, 19 (1993), pp. 27-35.
-
(1993)
The Journal of Portfolio Management
, vol.19
, pp. 27-35
-
-
Winston, K.1
|