-
2
-
-
84977703403
-
Fundamentals and stock returns in Japan
-
Chan, Louis K. C., Yasushi Hamao, and Josef Lakonishok, 1991, Fundamentals and stock returns in Japan Journal of Finance 46, 1739-1764.
-
(1991)
Journal of Finance
, vol.46
, pp. 1739-1764
-
-
Chan, L.K.C.1
Hamao, Y.2
Lakonishok, J.3
-
3
-
-
0039341185
-
Evaluating the performance of value versus glamour stocks: The impact of selection bias
-
Chan, Louis K. C., Narasimhin Jegadeesh, and Josef Lakonishok, 1995, Evaluating the performance of value versus glamour stocks: The impact of selection bias, Journal of Financial Economics 38, 269-296.
-
(1995)
Journal of Financial Economics
, vol.38
, pp. 269-296
-
-
Chan, L.K.C.1
Jegadeesh, N.2
Lakonishok, J.3
-
5
-
-
84993906169
-
The cross-section of realized stock returns: The pre-COMPUSTAT evidence
-
Davis, James L., 1994, The cross-section of realized stock returns: The pre-COMPUSTAT evidence, Journal of Finance 49, 1579-1593.
-
(1994)
Journal of Finance
, vol.49
, pp. 1579-1593
-
-
Davis, J.L.1
-
6
-
-
84977737676
-
The cross-section in expected stock returns
-
Fama, Eugene F., and Kenneth French, 1992, The cross-section in expected stock returns, Journal of Finance 47, 427-466.
-
(1992)
Journal of Finance
, vol.47
, pp. 427-466
-
-
Fama, E.F.1
French, K.2
-
7
-
-
38549147867
-
Common risk factors in returns on stocks and bonds
-
Fama, Eugene F., and Kenneth French, 1993, Common risk factors in returns on stocks and bonds, Journal of Financial Economics 33, 3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
Fama, E.F.1
French, K.2
-
8
-
-
0013413658
-
Multifactor explanations of asset pricing anomalies
-
Fama, Eugene F., and Kenneth French, 1996, Multifactor explanations of asset pricing anomalies, Journal of Finance 51, 55-84.
-
(1996)
Journal of Finance
, vol.51
, pp. 55-84
-
-
Fama, E.F.1
French, K.2
-
9
-
-
84993888629
-
Another look at the cross-section of expected stock returns
-
Kothari, S. P., Jay Shanken, and Richard G. Sloan, 1995, Another look at the cross-section of expected stock returns, Journal of Finance 50, 185-224.
-
(1995)
Journal of Finance
, vol.50
, pp. 185-224
-
-
Kothari, S.P.1
Shanken, J.2
Sloan, R.G.3
-
10
-
-
84993869066
-
Contrarian investment, extrapolation, and risk
-
Lakonishok, Josef, Andrei Shleifer, and Robert W. Vishny, 1994, Contrarian investment, extrapolation, and risk, Journal of Finance 49, 1541-1578.
-
(1994)
Journal of Finance
, vol.49
, pp. 1541-1578
-
-
Lakonishok, J.1
Shleifer, A.2
Vishny, R.W.3
-
11
-
-
0007740284
-
Distinguishing among asset pricing theories: An ex ante analysis
-
MacKinlay, A. Craig, 1995, Distinguishing among asset pricing theories: An ex ante analysis, Journal of Financial Economics 38, 3-28.
-
(1995)
Journal of Financial Economics
, vol.38
, pp. 3-28
-
-
MacKinlay, A.C.1
|