-
1
-
-
0032220831
-
Abnormal returns to a fundamental analysis strategy
-
January
-
Abarbanell, J. and B. Bushee (1998), 'Abnormal Returns to a Fundamental Analysis Strategy', Accounting Review, Vol. LXXIII, No. 1 (January), pp. 19-45.
-
(1998)
Accounting Review
, vol.73
, Issue.1
, pp. 19-45
-
-
Abarbanell, J.1
Bushee, B.2
-
2
-
-
34249932192
-
A note on errors in variables and estimates of systematic risk
-
April
-
Ball, R. (1977), 'A Note on Errors in Variables and Estimates of Systematic Risk', Australian Journal of Management, Vol. 2, No. 1 (April), pp. 79-84.
-
(1977)
Australian Journal of Management
, vol.2
, Issue.1
, pp. 79-84
-
-
Ball, R.1
-
3
-
-
0001632191
-
The association between market determined and accounting determined risk measures
-
October
-
Beaver, W., P. Kettler and M. Scholes (1970), 'The Association between Market Determined and Accounting Determined Risk Measures', Accounting Review, Vol. XLV, No. 4 (October), pp. 654-82.
-
(1970)
Accounting Review
, vol.45
, Issue.4
, pp. 654-82
-
-
Beaver, W.1
Kettler, P.2
Scholes, M.3
-
4
-
-
0001808611
-
Estimating expected return
-
September/October
-
Black, F. (1993), 'Estimating Expected Return', Financial Analysts Journal (September/October), pp. 36-38.
-
(1993)
Financial Analysts Journal
, pp. 36-38
-
-
Black, F.1
-
5
-
-
0031184823
-
Disclosure level and the cost of equity capital
-
July
-
Botosan, C. (1997), 'Disclosure Level and the Cost of Equity Capital', Accounting Review, Vol. LXXII, No. 3 (July), pp. 323-49.
-
(1997)
Accounting Review
, vol.72
, Issue.3
, pp. 323-49
-
-
Botosan, C.1
-
7
-
-
0000915180
-
Arbitrage, factor structure and mean-variance analysis on large asset markets
-
September
-
Chamberlain, G. and G. Rothschild (1983), 'Arbitrage, Factor Structure and Mean-Variance Analysis on Large Asset Markets', Econometrica, Vol. 51, No. 5 (September), pp. 1281-304.
-
(1983)
Econometrica
, vol.51
, Issue.5
, pp. 1281-1304
-
-
Chamberlain, G.1
Rothschild, G.2
-
8
-
-
0000496978
-
Economic forces and the stock market
-
July
-
Chen, N., R. Roll and S. Ross (1986), 'Economic Forces and the Stock Market', Journal of Business, Vol.59, No.3 (July), pp. 386-403.
-
(1986)
Journal of Business
, vol.59
, Issue.3
, pp. 386-403
-
-
Chen, N.1
Roll, R.2
Ross, S.3
-
9
-
-
0001085863
-
Yes, the APT is testable
-
September
-
Dybvig, P. and S. Ross (1985), 'Yes, The APT is Testable', Journal of Finance, Vol.XL, No.4 (September), pp. 1173-1188
-
(1985)
Journal of Finance
, vol.40
, Issue.4
, pp. 1173-1188
-
-
Dybvig, P.1
Ross, S.2
-
10
-
-
54749105962
-
A mean-variance derivation of a multi-factor equilibrium model
-
June
-
Ehrhardt, M. (1987), 'A Mean-Variance Derivation of a Multi-Factor Equilibrium Model', Journal of Financial and Quantitative Analysis, Vol. 22, No. 2 (June), pp. 227-36.
-
(1987)
Journal of Financial and Quantitative Analysis
, vol.22
, Issue.2
, pp. 227-36
-
-
Ehrhardt, M.1
-
11
-
-
0001311205
-
Multiperiod consumption-investment decisions
-
March
-
Fama, E. (1970), 'Multiperiod Consumption-Investment Decisions', American Economic Review, Vol. 60, No. 1 (March), pp. 163-74.
-
(1970)
American Economic Review
, vol.60
, Issue.1
, pp. 163-74
-
-
Fama, E.1
-
12
-
-
0030376325
-
Multifactor portfolio efficiency and multifactor asset pricing
-
December
-
- (1996), 'Multifactor Portfolio Efficiency and Multifactor Asset Pricing', Journal of Financial and Quantitative Analysis, Vol.31, No.4 (December), pp. 441-465
-
(1996)
Journal of Financial and Quantitative Analysis
, vol.31
, Issue.4
, pp. 441-465
-
-
-
13
-
-
84977737676
-
The cross-section of expected stock returns
-
and, June
-
- and K. French (1992), 'The Cross-Section of Expected Stock Returns', Journal of Finance, Vol.XLVII, No.2 (June), pp. 427-465
-
(1992)
Journal of Finance
, vol.47
, Issue.2
, pp. 427-465
-
-
French, K.1
-
14
-
-
38549147867
-
Common factors in the returns on stocks and bonds
-
- (1993), 'Common Factors in the Returns on Stocks and Bonds', Journal of Financial Economics, 33, pp. 3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
-
15
-
-
84993845943
-
Size and book-to-market factors in earnings and returnss
-
March
-
- (1995), 'Size and Book-to-Market Factors in Earnings and Returns', Journal of Finance, Vol.L, No.1 (March), pp. 131-155
-
(1995)
Journal of Finance
, vol.50
, Issue.1
, pp. 131-155
-
-
-
16
-
-
0013413658
-
Multifactor explanations of asset-pricing anomalies
-
March
-
- (1996), 'Multifactor Explanations of Asset-Pricing Anomalies', Journal of Finance, Vol.LI, No.1 (March), pp. 55-84.
-
(1996)
Journal of Finance
, vol.51
, Issue.1
, pp. 55-84
-
-
-
17
-
-
0003791755
-
-
and (New York: Holt, Rinehart and Winston)
-
- and M. Miller (1972), The Theory of Finance (New York: Holt, Rinehart and Winston).
-
(1972)
The Theory of Finance
-
-
Miller, M.1
-
19
-
-
0001307729
-
Risk averse speculation in the forward exchange market: An econometrical analysis of linear models
-
J. A. Frenkel (ed.), Chicago: University of Chicago Press
-
Hansen, L. and R. Hodrick (1983), 'Risk Averse Speculation in the Forward Exchange Market: An Econometrical Analysis of Linear Models', in J. A. Frenkel (ed.), Exchange Rates and international Macroeconomics (Chicago: University of Chicago Press).
-
(1983)
Exchange Rates and international Macroeconomics
-
-
Hansen, L.1
Hodrick, R.2
-
23
-
-
38249036949
-
On correlations and inferences about mean-variance efficiency
-
Kandel, S. and R. Stambaugh (1987), 'On Correlations and Inferences about Mean-Variance Efficiency', Journal of Financial Economics, Vol.18, pp. 61-90.
-
(1987)
Journal of Financial Economics
, vol.18
, pp. 61-90
-
-
Kandel, S.1
Stambaugh, R.2
-
24
-
-
84993839726
-
Portfolio inefficiency and the cross-section of expected returns
-
March
-
- (1995), 'Portfolio Inefficiency and the Cross-Section of Expected Returns', Journal of Finance, Vol. L, No. I (March), pp. 157-84.
-
(1995)
Journal of Finance
, vol.50
, Issue.1
, pp. 157-84
-
-
-
26
-
-
0002507239
-
On the robustness of size and book-to-market in cross-sectional regressions
-
September
-
Knez, P. and M. Ready (1997), 'On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions', Journal of Finance, Vol.LII, No.4 (September), pp. 1355-1382
-
(1997)
Journal of Finance
, vol.52
, Issue.4
, pp. 1355-1382
-
-
Knez, P.1
Ready, M.2
-
27
-
-
0031097376
-
Measuring long-horizon security price performance
-
Kothari, S. and J. Warner (1997), 'Measuring Long-Horizon Security Price Performance', Journal of Financial Economics, Vol.43, pp. 301-340
-
(1997)
Journal of Financial Economics
, vol.43
, pp. 301-340
-
-
Kothari, S.1
Warner, J.2
-
28
-
-
84993888629
-
Another look at the cross-section of expected stock returns
-
March
-
-J. Shanken and R. Sloan (1995), 'Another Look at the Cross-Section of Expected Stock Returns', Journal of Finance, Vol.L, No.I (March), pp. 185-224.
-
(1995)
Journal of Finance
, vol.50
, Issue.1
, pp. 185-224
-
-
Shanken, J.1
Sloan, R.2
-
29
-
-
77951455801
-
The accuracy of CAPM proxies for estimating a firm's cost of equity
-
May
-
Lally, M. (1995), 'The Accuracy of CAPM Proxies for Estimating a Firm's Cost of Equity', Accounting and Finance, Vol. 35, No. 1 (May), pp. 63-72.
-
(1995)
Accounting and Finance
, vol.35
, Issue.1
, pp. 63-72
-
-
Lally, M.1
-
30
-
-
21344485001
-
Fundamental information analysis
-
Autumn
-
Lev, B. and S. Thiagarajan (1993), 'Fundamental Information Analysis', Journal of Accounting Research, Vol.31, No.2 (Autumn), pp. 190-215.
-
(1993)
Journal of Accounting Research
, vol.31
, Issue.2
, pp. 190-215
-
-
Lev, B.1
Thiagarajan, S.2
-
31
-
-
0001738730
-
An intertemporal capital asset pricing model
-
September
-
Merton, R. (1973), 'An Intertemporal Capital Asset Pricing Model', Econometrica, Vol. 41, No. 5 (September), pp. 867-87.
-
(1973)
Econometrica
, vol.41
, Issue.5
, pp. 867-87
-
-
Merton, R.1
-
32
-
-
84925896961
-
An asymptotic theory of growth under uncertainty
-
July
-
- (1975), 'An Asymptotic Theory of Growth under Uncertainty', Review of Economic Studies, Vol. XLII, No. 3 (July), pp. 375-93.
-
(1975)
Review of Economic Studies
, vol.42
, Issue.3
, pp. 375-93
-
-
-
33
-
-
0000070375
-
Financial statement analysis and the prediction of stock returns
-
November
-
Ou, J. and S. Penman (1989), 'Financial Statement Analysis and the Prediction of Stock Returns', Journal of Accounting and Economics, Vol.11 (November), pp. 295-330.
-
(1989)
Journal of Accounting and Economics
, vol.11
, pp. 295-330
-
-
Ou, J.1
Penman, S.2
-
35
-
-
0001131206
-
A mathematical theory of saving
-
December
-
Ramsey, F. (1928), 'A Mathematical Theory of Saving', Economic Journal, Vol.XXXVIII, No.152 (December), pp. 543-559
-
(1928)
Economic Journal
, vol.38
, Issue.152
, pp. 543-559
-
-
Ramsey, F.1
-
36
-
-
0039473752
-
A critique of the asset pricing theory's tests - I
-
Roll, R. (1977), 'A Critique of the Asset Pricing Theory's Tests - I', Journal of Financial Economics, Vol.4, pp. 129-176
-
(1977)
Journal of Financial Economics
, vol.4
, pp. 129-176
-
-
Roll, R.1
-
37
-
-
84977431626
-
Ambiguity when performance is measured by the securities market line
-
September
-
- (1978), 'Ambiguity when Performance is Measured by the Securities Market Line', Journal of Finance, Vol. XXXIII, No. 4 (September), pp. 1051-69.
-
(1978)
Journal of Finance
, vol.33
, Issue.4
, pp. 1051-69
-
-
-
38
-
-
84977397160
-
An empirical investigation of the arbitrage pricing theory
-
and, December
-
- and S. Ross (1980), 'An Empirical Investigation of the Arbitrage Pricing Theory', Journal of Finance, Vol.XXXV, No.5 (December), pp. 1073-1103
-
(1980)
Journal of Finance
, vol.35
, Issue.5
, pp. 1073-1103
-
-
Ross, S.1
-
39
-
-
84993869095
-
On the cross-sectional relation between expected returns and betas
-
March
-
- (1994), 'On the Cross-sectional Relation between Expected Returns and Betas', Journal of Finance, Vol.XLIX, No.1 (March), pp. 101-121
-
(1994)
Journal of Finance
, vol.49
, Issue.1
, pp. 101-121
-
-
-
40
-
-
49549135545
-
The arbitrage theory of capital asset pricing
-
December
-
Ross, S. (1976), 'The Arbitrage Theory of Capital Asset Pricing', Journal of Economic Theory, Vol.13, No.4 (December), pp. 341-360
-
(1976)
Journal of Economic Theory
, vol.13
, Issue.4
, pp. 341-360
-
-
Ross, S.1
-
41
-
-
77249159064
-
A survey of research relating accounting numbers to systematic equity risk, with implications for risk disclosure policy and future research
-
June
-
Ryan, S. (1997),' A Survey of Research Relating Accounting Numbers to Systematic Equity Risk, with Implications for Risk Disclosure Policy and Future Research', Accounting Horizons, Vol.11, No.2 (June), pp. 82-95.
-
(1997)
Accounting Horizons
, vol.11
, Issue.2
, pp. 82-95
-
-
Ryan, S.1
-
42
-
-
45049085417
-
The arbitrage pricing theory: Is it testable?
-
December
-
Shanken, J. (1982), 'The Arbitrage Pricing Theory: Is it Testable?' Journal of Finance, Vol.XXXVII, No.5 (December), pp. 1129-1140
-
(1982)
Journal of Finance
, vol.37
, Issue.5
, pp. 1129-1140
-
-
Shanken, J.1
-
43
-
-
84883978596
-
Multi-beta CAPM or equilibrium APT?: A reply
-
September
-
- (1985), 'Multi-Beta CAPM or Equilibrium APT?: A Reply', Journal of Finance, Vol.XL, No.4 (September), pp. 1189-1196
-
(1985)
Journal of Finance
, vol.40
, Issue.4
, pp. 1189-1196
-
-
-
44
-
-
49049141684
-
On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis
-
Stambaugh, R. (1982), 'On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis', Journal of Financial Economics, Vol.10, pp. 237-268
-
(1982)
Journal of Financial Economics
, vol.10
, pp. 237-268
-
-
Stambaugh, R.1
-
45
-
-
70350184590
-
On the eigen structure of the mean variance efficient set
-
March
-
Steele, A. (1995), 'On the Eigen Structure of the Mean Variance Efficient Set', Journal of Business Finance & Accounting, Vol.22, No.2 (March), pp. 245-255
-
(1995)
Journal of Business Finance & Accounting
, vol.22
, Issue.2
, pp. 245-255
-
-
Steele, A.1
-
46
-
-
0031101452
-
Explaining the cross-section of UK expected stock returns
-
March
-
Strong, N. and X.. Xu (1997), 'Explaining the Cross-Section of UK Expected Stock Returns', British Accounting Review, Vol. 29, No. 1 (March), pp. 1-23.
-
(1997)
British Accounting Review
, vol.29
, Issue.1
, pp. 1-23
-
-
Strong, N.1
Xu, X.2
|