Finance from a new perspective

Financial Management

Volumn 25, Issue 1, 1996, Pages 86-97

  Haugen, Robert A ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040062264     PISSN: 00463892     EISSN: None     Source Type: Journal    
DOI: 10.2307/3665904     Document Type: Article

References (23)

1. Basu, S., 1977, "Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios-A Test of the Efficient Market Hypothesis," Journal of Finance (June), 663-682.
2. Basu, S., 1983, "The Relationship Between Earnings' Yield, Market Value and Return for NYSE Common Stocks: Further Evidence," Journal of Financial Economics (June), 129-156.
3. Bernard, V. and J.K. Thomas, 1990, "Evidence that Stock Prices Do Not Fully Reflect the Implications of Current Earnings for Future Earnings," Journal of Accounting and Economics (December), 305-340.
4. Black, F., 1993, "Beta and Return," Journal of Portfolio Management (Fall), 8-18.
5. Breen, W., 1968, "Low Price-Earnings Ratios and Industry Relatives," Financial Analysts Journal (July/August), 125-127.
6. DeBondt, W.F.M. and R.H. Thaler, 1985, "Does the Stock Market Overreact?," Journal of Finance (July), 793-808.
7. Fama, E.F. and K.R. French, 1992, "The Cross-Section of Expected Stock Returns," Journal of Finance (June), 427-465.
8. Fama, E.F. and K.R. French, 1993, "Common Risk Factors in the Returns on Stocks and Bonds," Journal of Financial Economics (February), 3-56.
9. Fluegel, F.K., 1968, "High and Low P/E Ratio Stocks," Financial Analysts Journal (November/December), 130-133.
10. French, K.R., G.W. Schwert, and R. Stambaugh, 1987, "Expected Stock Return and Volatility," Journal of Financial Economics (September), 3-29.
11. Fuller, R.J., L.C. Huberts, and M.J. Levinson, 1993, "Returns to E/P Strategies, Higgledy Piggledy Growth, Analysts' Forecast Errors, and Omitted Risk Factors," Journal of Portfolio Management (Winter), 13-24.
12. Graham, B. and D. Dodd, 1934, Security Analysis, New York, NY, McGraw Hill.
13. Haugen, R., 1995, The New Finance: The Case Against Efficient Markets, Englewood Cliffs, NJ, Prentice Hall.
14. Haugen, R. and N. Baker, 1996, "Commonality in the Determinants of Expected Stock Returns," Journal of Financial Economics (forthcoming).
15. Haugen, R.A. and A.J. Heins, 1975, "Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles," Journal of Financial and Quantitative Analysis (December), 775-784.
16. Haugen, R.A., E. Talmor, and W.N. Torous, 1991, "The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns," Journal of Finance (July), 137-158.
17. Jegadeesh, N., 1992, "Does Market Risk Really Explain the Size Effect," Journal of Financial and Quantitative Analysis (September), 337-352.
18. Jegadeesh, N. and S. Titman, 1993, "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Journal of Finance (March), 69-91.
19. Kothari, S.P., J. Shanken, and R.G. Sloan, 1995, "Another Look at the Cross-Section of Expected Stock Returns," Journal of Finance (March) 185-224.
20. Lo, A.W. and A.C. MacKinlay, 1988, "Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test," Review of Financial Studies (Spring), 41-66.
21. Modigliani, F. and M. Miller, 1958, "The Cost of Capital, Corporation Finance, and the Theory of Investment," American Economic Review (June), 261-299.
22. Poterba, J. and L. Summers, 1988, "Mean Reversion in Stock Prices: Evidence and Implications," Journal of Financial Economics (December), 27-59.
23. Roll, R. and S. Ross, 1992, "On the Cross-Sectional Relation Between Expected Returns and Betas," Journal of Finance (March), 101-121.