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1
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84977726602
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An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk
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Chan, K. C., and Chen, Nai-fu. 1988. An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk. Journal of Finance 43:309-25.
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(1988)
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Chan, K.C.1
Chen, N.-F.2
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2
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84922463168
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Structural and return characteristics of small and large firms
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Chan, K. C., and Chen, Nai-fu. 1991. Structural and return characteristics of small and large firms. Journal of Finance 46:1467-84.
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(1991)
Journal of Finance
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Chan, K.C.1
Chen, N.-F.2
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5
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0001773898
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Changing risk, changing risk premiums and dividend yield effects
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Chen, Nai-fu; Grundy, Bruce; and Stambaugh, Robert F. 1990. Changing risk, changing risk premiums and dividend yield effects. Journal of Business 63(1):S51-S70.
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(1990)
Journal of Business
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Chen, N.-F.1
Grundy, B.2
Stambaugh, R.F.3
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6
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0000496978
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Economic forces and the stock market
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Chen, Nai-fu; Roll, Richard; and Ross, Stephen. 1986. Economic forces and the stock market. Journal of Business 59:383-403.
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(1986)
Journal of Business
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Chen, N.-F.1
Roll, R.2
Ross, S.3
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7
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0001120384
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Correlations, trades and returns of the Pacific Rim markets
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Chen, Nai-fu, and Zhang, Feng. 1997. Correlations, trades and returns of the Pacific Rim markets. Pacific Basin Finance Journal 5:559-77.
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(1997)
Pacific Basin Finance Journal
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Chen, N.-F.1
Zhang, F.2
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8
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84977737676
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The cross-section of expected returns
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Fama, Eugene F., and French, Kenneth R. 1992. The cross-section of expected returns. Journal of Finance 47:427-65.
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(1992)
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Fama, E.F.1
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9
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Size and book to market factors in earnings returns
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Fama, Eugene F., and French, Kenneth R. 1995. Size and book to market factors in earnings returns. Journal of Finance 50:131-55.
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(1995)
Journal of Finance
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Fama, E.F.1
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10
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Multifactor explanations of asset pricing anomalies
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Fama, Eugene F., and French, Kenneth R. 1996. Multifactor explanations of asset pricing anomalies. Journal of Finance 51:55-84.
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(1996)
Journal of Finance
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Fama, E.F.1
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12
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Contrarian investment, extrapolation, and risk
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Lakonishok, Josef; Shleifer, Andrei; and Vishny, Robert. 1994. Contrarian investment, extrapolation, and risk. Journal of Finance 49:1541-78.
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(1994)
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Lakonishok, J.1
Shleifer, A.2
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