-
1
-
-
0000508007
-
Asset pricing and the bid ask spread
-
Amihud, Yakov, and Haim Mendelson, 1986, Asset pricing and the bid ask spread, Journal of Financial Economics 17, 233-249.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 233-249
-
-
Amihud, Y.1
Mendelson, H.2
-
2
-
-
0001284735
-
Anomalies in relationships between securities' yields and yield-surrogates
-
Ball, Ray, 1978, Anomalies in relationships between securities' yields and yield-surrogates, Journal of Financial Economics 6, 103-126.
-
(1978)
Journal of Financial Economics
, vol.6
, pp. 103-126
-
-
Ball, R.1
-
3
-
-
0001852811
-
Diversification's effect on firm value
-
Berger, Philip G., and Eli Ofek, 1995, Diversification's effect on firm value, Journal of Finan7 cial Economics 37, 39-66.
-
(1995)
Journal of Financial Economics
, vol.37
, pp. 39-66
-
-
Berger, P.G.1
Ofek, E.2
-
4
-
-
0012654087
-
Bustup takeovers of value-destroying diversified firms
-
Berger, Philip G., and Eli Ofek, 1996, Bustup takeovers of value-destroying diversified firms, Journal of Finance 51, 1175-1200.
-
(1996)
Journal of Finance
, vol.51
, pp. 1175-1200
-
-
Berger, P.G.1
Ofek, E.2
-
5
-
-
0000433727
-
A variance decomposition for stock returns
-
Campbell, John Y., 1991, A variance decomposition for stock returns, Economic Journal 101, 157-179.
-
(1991)
Economic Journal
, vol.101
, pp. 157-179
-
-
Campbell, J.Y.1
-
6
-
-
84977717068
-
Stock prices, earnings, and expected dividends
-
Campbell, John Y., and Robert J. Shiller, 1988, Stock prices, earnings, and expected dividends, Journal of Finance 43, 661-676.
-
(1988)
Journal of Finance
, vol.43
, pp. 661-676
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
7
-
-
0039938664
-
Focus, transparency and value: The REIT evidence
-
Capozza, Denis R., and Paul J. Seguin, 1999, Focus, transparency and value: The REIT evidence, Real Estate Economics 27, 587-619.
-
(1999)
Real Estate Economics
, vol.27
, pp. 587-619
-
-
Capozza, D.R.1
Seguin, P.J.2
-
10
-
-
0008961803
-
-
Working paper
-
Cohen, Randolph B., Christopher Polk, and Tuomo Vuolteenaho, 2000, The value spread, Working paper, http://www.kellogg.nwu.edu/faculty/polk/research/
-
(2000)
The Value Spread
-
-
Cohen, R.B.1
Polk, C.2
Vuolteenaho, T.3
-
11
-
-
20444462133
-
Corporate focus and stock returns
-
Comment, Robert, and Gregg A. Jarrell, 1995, Corporate focus and stock returns, Journal of Financial Economics 37, 67-87.
-
(1995)
Journal of Financial Economics
, vol.37
, pp. 67-87
-
-
Comment, R.1
Jarrell, G.A.2
-
12
-
-
0039030368
-
Characteristics, covariances, and average returns: 1929 to 1997
-
Davis, James L., Eugene F. Fama, and Kenneth R. French, 2000, Characteristics, covariances, and average returns: 1929 to 1997, Journal of Finance 55, 389-406.
-
(2000)
Journal of Finance
, vol.55
, pp. 389-406
-
-
Davis, J.L.1
Fama, E.F.2
French, K.R.3
-
13
-
-
0039646787
-
Agency problems, equity ownership, and corporate diversification
-
Denis, David J., Diane K. Denis, and Atulya Sarin, 1997, Agency problems, equity ownership, and corporate diversification, Journal of Finance 52, 135-160.
-
(1997)
Journal of Finance
, vol.52
, pp. 135-160
-
-
Denis, D.J.1
Denis, D.K.2
Sarin, A.3
-
14
-
-
0040705363
-
Expected return, realized return, and asset pricing tests
-
Elton, Edwin J., 1999, Expected return, realized return, and asset pricing tests, Journal of Finance 54, 1199-1220.
-
(1999)
Journal of Finance
, vol.54
, pp. 1199-1220
-
-
Elton, E.J.1
-
15
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama, Eugene F., and Kenneth R. French, 1993, Common risk factors in the 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.R.2
-
16
-
-
0000928969
-
Risk, return, and equilibrium: Empirical tests
-
Fama, Eugene F., and James D. MacBeth, 1973, Risk, return, and equilibrium: Empirical tests, Journal of Political Economy 81, 607-636.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.F.1
MacBeth, J.D.2
-
17
-
-
0007115043
-
-
Working paper, Yale School of Management
-
Gatev, Evan G., William N. Goetzmann, and K. Geert Rouwenhorst, 1999, Pairs trading: performance of a relative value arbitrage rule, Working paper, Yale School of Management.
-
(1999)
Pairs Trading: Performance of a Relative Value Arbitrage Rule
-
-
Gatev, E.G.1
Goetzmann, W.N.2
Rouwenhorst, K.G.3
-
18
-
-
0006239118
-
-
Working paper, Michigan State University
-
Hadlock, Charles, Michael Ryngaert, and Shawn Thomas, 1999, Corporate structure and equity offerings: Are there benefits to diversification? Working paper, Michigan State University.
-
(1999)
Corporate Structure and Equity Offerings: Are there Benefits to Diversification?
-
-
Hadlock, C.1
Ryngaert, M.2
Thomas, S.3
-
19
-
-
0000414660
-
Large sample properties of generalized method of moments estimators
-
Hansen, Lars Peter, 1982, Large sample properties of generalized method of moments estimators, Econometrica 50, 1029-1054.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.P.1
-
20
-
-
0038966354
-
-
Working paper, Harvard University
-
Hecht, Peter, 1999, The cross section of expected firm, not equity, returns, Working paper, Harvard University.
-
(1999)
The Cross Section of Expected Firm, Not Equity, Returns
-
-
Hecht, P.1
-
21
-
-
0000789996
-
Dividend yields and expected stock returns: Alternative procedures for inference and measurement
-
Hodrick, Robert J., 1992, Dividend yields and expected stock returns: Alternative procedures for inference and measurement, Review of Financial Studies 5, 357-386.
-
(1992)
Review of Financial Studies
, vol.5
, pp. 357-386
-
-
Hodrick, R.J.1
-
22
-
-
0009167334
-
Cash flow and investment: Evidence from internal capital markets
-
Lamont, Owen, 1997, Cash flow and investment: Evidence from internal capital markets, Journal of Finance 52, 83-109.
-
(1997)
Journal of Finance
, vol.52
, pp. 83-109
-
-
Lamont, O.1
-
23
-
-
0040150581
-
The diversification discount: Cash flows vs. returns
-
Lamont, Owen, and Christopher Polk, 1999, The diversification discount: Cash flows vs. returns, NBER Working Paper 7396.
-
(1999)
NBER Working Paper
, vol.7396
-
-
Lamont, O.1
Polk, C.2
-
24
-
-
84911059380
-
Tobin's Q, corporate diversification, and firm performance
-
Lang, Larry, and René Stulz, 1994, Tobin's Q, corporate diversification, and firm performance, Journal of Political Economy 102, 1248-1280.
-
(1994)
Journal of Political Economy
, vol.102
, pp. 1248-1280
-
-
Lang, L.1
Stulz, R.2
-
26
-
-
84977702683
-
Do managerial objectives drive bad acquisitions?
-
Morck, R., A. Shleifer, and R. Vishny, 1990, Do managerial objectives drive bad acquisitions? Journal of Finance 45, 31-48.
-
(1990)
Journal of Finance
, vol.45
, pp. 31-48
-
-
Morck, R.1
Shleifer, A.2
Vishny, R.3
-
27
-
-
0039021355
-
Costly arbitrage: Evidence from closed-end funds
-
Pontiff, Jeffrey, 1996, Costly arbitrage: Evidence from closed-end funds, Quarterly Journal of Economics CXI, 1135-1151.
-
(1996)
Quarterly Journal of Economics
, vol.111
, pp. 1135-1151
-
-
Pontiff, J.1
-
28
-
-
0003457920
-
The cost of diversity: The diversification discount and inefficient investment
-
Rajan, Raghuram G., Henri Servaes, and Luigi Zingales, 2000, The cost of diversity: The diversification discount and inefficient investment, Journal of Finance 55, 35-80.
-
(2000)
Journal of Finance
, vol.55
, pp. 35-80
-
-
Rajan, R.G.1
Servaes, H.2
Zingales, L.3
-
29
-
-
0002745670
-
Regression standard errors in clustered samples
-
Rogers, William, 1993, Regression standard errors in clustered samples, Stata Technical Bulletin 13, 19-23.
-
(1993)
Stata Technical Bulletin
, vol.13
, pp. 19-23
-
-
Rogers, W.1
-
30
-
-
0003980669
-
The dark side of internal capital markets II
-
Scharfstein, David S., 1998, The dark side of internal capital markets II, NBER Working Paper No. 6352.
-
(1998)
NBER Working Paper
, vol.6352
-
-
Scharfstein, D.S.1
-
31
-
-
0039027668
-
The dark side of internal capital markets: Divisional rent-seeking and inefficient investment
-
Scharfstein, David S., and Jeremy C. Stein, 2000, The dark side of internal capital markets: Divisional rent-seeking and inefficient investment, Journal of Finance 55, 2537-2564.
-
(2000)
Journal of Finance
, vol.55
, pp. 2537-2564
-
-
Scharfstein, D.S.1
Stein, J.C.2
-
32
-
-
0039056187
-
The value of diversification during the conglomerate merger wave
-
Servaes, Henri, 1996, The value of diversification during the conglomerate merger wave, Journal of Finance 51, 1201-1225.
-
(1996)
Journal of Finance
, vol.51
, pp. 1201-1225
-
-
Servaes, H.1
-
33
-
-
0002307601
-
The limits of arbitrage
-
Shleifer, Andrei, and Robert W. Vishny, 1997, The limits of arbitrage, Journal of Finance 52, 35-55.
-
(1997)
Journal of Finance
, vol.52
, pp. 35-55
-
-
Shleifer, A.1
Vishny, R.W.2
-
34
-
-
0010960285
-
The delisting bias in CRSP data
-
Shumway, Tyler, 1997, The delisting bias in CRSP data, Journal of Finance 52, 327-340.
-
(1997)
Journal of Finance
, vol.52
, pp. 327-340
-
-
Shumway, T.1
|