-
1
-
-
38249015777
-
The relation between the value line enigma and the post earnings-announcement drift
-
Affleck-Graves, J. and R. Mendenhall, 1992, "The Relation between the Value Line Enigma and the Post Earnings-Announcement Drift," Journal of Financial Economics 31, 75-96.
-
(1992)
Journal of Financial Economics
, vol.31
, pp. 75-96
-
-
Affleck-Graves, J.1
Mendenhall, R.2
-
2
-
-
0009752534
-
Return, risk, and yield: Evidence from Ex ante data
-
Ang, J.A. and D.R. Peterson, 1985, "Return, Risk, and Yield: Evidence from Ex Ante Data," Journal of Finance 40, 537-548.
-
(1985)
Journal of Finance
, vol.40
, pp. 537-548
-
-
Ang, J.A.1
Peterson, D.R.2
-
3
-
-
0010023511
-
The relationship between return and market value of common stocks
-
Banz, R.W., 1981, "The Relationship between Return and Market Value of Common Stocks," Journal of Financial Economics 9, 3-18.
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 3-18
-
-
Banz, R.W.1
-
4
-
-
28444488729
-
Comparing the stock recommendations performance of investment banks and independent research firms
-
Barber, B., R. Lehavy, and B. Trueman, 2005, "Comparing the Stock Recommendations Performance of Investment Banks and Independent Research Firms," Working Paper.
-
(2005)
Working Paper
-
-
Barber, B.1
Lehavy, R.2
Trueman, B.3
-
5
-
-
0040884261
-
Can investors profit from the prophets? Security analyst recommendations and stock returns
-
Barber, B., R. Lehavy, M. McNichols, and B. Trueman, 2001, "Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns," Journal of Finance 56, 531-565.
-
(2001)
Journal of Finance
, vol.56
, pp. 531-565
-
-
Barber, B.1
Lehavy, R.2
McNichols, M.3
Trueman, B.4
-
6
-
-
0001366584
-
Capital market equilibrium with restricted borrowing
-
Black, F., 1972, "Capital Market Equilibrium with Restricted Borrowing," Journal of Business 45, 444-455.
-
(1972)
Journal of Business
, vol.45
, pp. 444-455
-
-
Black, F.1
-
8
-
-
0001833551
-
The capital asset pricing model: Some empirical tests
-
M. Jensen, Ed., New York, NY, Praeger
-
Black, F., M. Jensen, and M. Scholes, 1972, "The Capital Asset Pricing Model: Some Empirical Tests," Studies in the Theory of Capital Markets, M. Jensen, Ed., New York, NY, Praeger.
-
(1972)
Studies in the Theory of Capital Markets
-
-
Black, F.1
Jensen, M.2
Scholes, M.3
-
9
-
-
6344237492
-
Risk or mispricing? from the mouths of professionals
-
Bloomfield, R. and R. Michaely, 2004, "Risk or Mispricing? From the Mouths of Professionals," Financial Management 33, 61-81.
-
(2004)
Financial Management
, vol.33
, pp. 61-81
-
-
Bloomfield, R.1
Michaely, R.2
-
11
-
-
0002915831
-
Rational expectations and rational learning
-
Majumdar, Mukul, Ed., Cambridge, New York and Melbourne, Cambridge University Press
-
Blume, L.E. and D. Easley, 1998, "Rational Expectations and Rational Learning," Organizations with Incomplete Information: Essays in Economic Analysis: A Tribute to Roy Radner, Majumdar, Mukul, Ed., Cambridge, New York and Melbourne, Cambridge University Press, 61-109.
-
(1998)
Organizations with Incomplete Information: Essays in Economic Analysis: A Tribute to Roy Radner
, pp. 61-109
-
-
Blume, L.E.1
Easley, D.2
-
12
-
-
84944830007
-
A new look at the capital asset pricing model
-
Blume, M.E. and I. Friend, 1973, "A New Look at the Capital Asset Pricing Model," Journal of Finance 28, 19-33.
-
(1973)
Journal of Finance
, vol.28
, pp. 19-33
-
-
Blume, M.E.1
Friend, I.2
-
13
-
-
13844266630
-
Assessing alternative proxies for the expected risk premium
-
Botosan, C.A. and M.A. Plumlee, 2005, "Assessing Alternative Proxies for the Expected Risk Premium," Accounting Review 80, 21-54.
-
(2005)
Accounting Review
, vol.80
, pp. 21-54
-
-
Botosan, C.A.1
Plumlee, M.A.2
-
14
-
-
0036100914
-
Competing theories of financial anomalies
-
Brav, A. and J.B. Heaton, 2002, "Competing Theories of Financial Anomalies," Review of Financial Studies 15, 475-506.
-
(2002)
Review of Financial Studies
, vol.15
, pp. 475-506
-
-
Brav, A.1
Heaton, J.B.2
-
15
-
-
0142219302
-
An empirical analysis of analysts' target prices: Short-term informativeness and long-term dynamics
-
Brav, A. and R. Lehavy, 2003, "An Empirical Analysis of Analysts' Target Prices: Short-term Informativeness and Long-Term Dynamics," Journal of Finance, 1933-1967.
-
(2003)
Journal of Finance
, pp. 1933-1967
-
-
Brav, A.1
Lehavy, R.2
-
16
-
-
0002623720
-
Rational learning and rational expectations
-
G.R. Feiwel, Ed., New York, NY, New York University Press
-
Bray, M.M. and D.M. Kreps, 1987, "Rational Learning and Rational Expectations." Arrow and the Ascent of Modern Economic Theory, G.R. Feiwel, Ed., New York, NY, New York University Press.
-
(1987)
Arrow and the Ascent of Modern Economic Theory
-
-
Bray, M.M.1
Kreps, D.M.2
-
17
-
-
0002624840
-
On persistence in mutual fund performance
-
Carhart, M., 1997, "On Persistence in Mutual Fund Performance," Journal of Finance 52, 57-82.
-
(1997)
Journal of Finance
, vol.52
, pp. 57-82
-
-
Carhart, M.1
-
18
-
-
0039250386
-
The equity risk premium is much lower than you think It Is: Empirical estimates from a new approach
-
Claus, J. and J. Thomas, 2001, "The Equity Risk Premium is Much Lower than You Think It Is: Empirical Estimates from a New Approach," Journal of Finance 56, 1629-1666.
-
(2001)
Journal of Finance
, vol.56
, pp. 1629-1666
-
-
Claus, J.1
Thomas, J.2
-
19
-
-
0039030368
-
Characteristics, covariances, and average returns: 1929-1997
-
Davis, J., E. Fama, and K. French, 2000, "Characteristics, Covariances, and Average Returns: 1929-1997," Journal of Finance, 55, 389-406.
-
(2000)
Journal of Finance
, vol.55
, pp. 389-406
-
-
Davis, J.1
Fama, E.2
French, K.3
-
22
-
-
0040705363
-
Expected return, realized return, and asset pricing tests
-
Elton, E.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
-
23
-
-
0000928969
-
Risk, return, and equilibrium: Empirical tests
-
Fama, E.F. and J. 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.2
-
24
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama, E.F. and K.R. French, 1992, "The Cross-Section of Expected Stock Returns," Journal of Finance 47, 427-465.
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.F.1
French, K.R.2
-
25
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama, E.F. and K.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
-
27
-
-
0002613863
-
The methodology of positive economics
-
The University of Chicago Press
-
Friedman, M., 1953, "The Methodology of Positive Economics," in Essays in Positive Economics, The University of Chicago Press.
-
(1953)
Essays in Positive Economics
-
-
Friedman, M.1
-
28
-
-
84977406480
-
New evidence on the capital asset pricing model
-
Papers and Proceedings of the Thirty-Sixth Annual Meeting American Finance Association
-
Friend, I., R. Westerfield, and M. Granito, 1978, "New Evidence on the Capital Asset Pricing Model," Papers and Proceedings of the Thirty-Sixth Annual Meeting American Finance Association, Journal of Finance 33, 903-917.
-
(1978)
Journal of Finance
, vol.33
, pp. 903-917
-
-
Friend, I.1
Westerfield, R.2
Granito, M.3
-
29
-
-
84977704978
-
New hope for the expectations hypothesis of the term structure of Linterest rates
-
Froot, K., 1989, "New Hope for the Expectations Hypothesis of the Term Structure of linterest Rates," Journal of Finance 44, 283-305.
-
(1989)
Journal of Finance
, vol.44
, pp. 283-305
-
-
Froot, K.1
-
30
-
-
84959841139
-
Forward discount bias: Is it an exchange risk premium?
-
Froot, K. and J.A. Frankel, 1989, "Forward Discount Bias: Is it an Exchange Risk Premium?" Quarterly Journal of Economics 104, 139-161.
-
(1989)
Quarterly Journal of Economics
, vol.104
, pp. 139-161
-
-
Froot, K.1
Frankel, J.A.2
-
31
-
-
0035620225
-
Toward an implied cost-of-capital
-
Gebhardt, W., C.M.C. Lee, and B. Swaminathan, 2001, "Toward an Implied Cost-of-Capital," Journal of Accounting Research 39, 135-176.
-
(2001)
Journal of Accounting Research
, vol.39
, pp. 135-176
-
-
Gebhardt, W.1
Lee, C.M.C.2
Swaminathan, B.3
-
32
-
-
0000318873
-
The theory and practice of corporate finance: Evidence from the field
-
Graham, J. and C. Harvey, 2001, "The Theory and Practice of Corporate Finance: Evidence from the Field," Journal of Financial Economics 60, 187-243.
-
(2001)
Journal of Financial Economics
, vol.60
, pp. 187-243
-
-
Graham, J.1
Harvey, C.2
-
33
-
-
0003410290
-
-
Princeton, NJ, Princeton University Press
-
Hamilton, J.D., 1994, Time Series Analysis, Princeton, NJ, Princeton University Press.
-
(1994)
Time Series Analysis
-
-
Hamilton, J.D.1
-
34
-
-
0141872556
-
Ex ante cost of equity estimates of S&P 500 firms and global vs domestic CAPM
-
Harris, R., F. Marston, D. Mishra, and T. O'Brien, 2003, "Ex Ante Cost of Equity Estimates of S&P 500 Firms and Global vs Domestic CAPM," Financial Management 32, 51-66.
-
(2003)
Financial Management
, vol.32
, pp. 51-66
-
-
Harris, R.1
Marston, F.2
Mishra, D.3
O'Brien, T.4
-
35
-
-
0001404645
-
Market efficiency and value line's record
-
Huberman, G. and S. Kandel, 1990, "Market Efficiency and Value Line's Record," Journal of Business 63, 187-216
-
(1990)
Journal of Business
, vol.63
, pp. 187-216
-
-
Huberman, G.1
Kandel, S.2
-
36
-
-
0010962742
-
The conditional CAPM and cross-section of expected returns
-
Jagannathan, R. and Z. Wang, 1996, "The Conditional CAPM and Cross-Section of Expected Returns," Journal of Finance 51, 3-53.
-
(1996)
Journal of Finance
, vol.51
, pp. 3-53
-
-
Jagannathan, R.1
Wang, Z.2
-
37
-
-
0011797780
-
The declining US equity premium
-
Jagannathan, R., E.R. McGrattan, and A. Scherbina, 2000, "The Declining US Equity Premium," Quarterly Review 24, 3-19.
-
(2000)
Quarterly Review
, vol.24
, pp. 3-19
-
-
Jagannathan, R.1
McGrattan, E.R.2
Scherbina, A.3
-
38
-
-
84993907227
-
Returns for buying winners and selling losers: Implications for stock market efficiency
-
Jegadeesh, N. and S. Titman, 1993, "Returns for Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Journal of Finance 48, 65-91.
-
(1993)
Journal of Finance
, vol.48
, pp. 65-91
-
-
Jegadeesh, N.1
Titman, S.2
-
39
-
-
2942703989
-
Analyzing the analysts: When do recommendations add value?
-
Jegadeesh, N., J. Kim, S.D. Krische, and C.M.C. Lee, 2004, "Analyzing the Analysts: When Do Recommendations Add Value?" Journal of Finance 59, 1083-1125.
-
(2004)
Journal of Finance
, vol.59
, pp. 1083-1125
-
-
Jegadeesh, N.1
Kim, J.2
Krische, S.D.3
Lee, C.M.C.4
-
40
-
-
84993888629
-
Another look at the cross section of expected stock returns
-
Kothari, S.P., J. Shanken, and R. 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.3
-
41
-
-
0042671244
-
Learning, asset pricing tests, and market efficiency
-
Lewellen, J. and J. Shanken, 2002, "Learning, Asset Pricing Tests, and Market Efficiency," Journal of Finance 57, 1113-1146.
-
(2002)
Journal of Finance
, vol.57
, pp. 1113-1146
-
-
Lewellen, J.1
Shanken, J.2
-
42
-
-
0003114587
-
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
-
Lintner, J., 1965, "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets," Review of Economics and Statistics 47, 13-37.
-
(1965)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
43
-
-
0001738730
-
An intertemporal capital asset pricing model
-
Merton, R.C., 1973, "An Intertemporal Capital Asset Pricing Model," Econometrica 41, 867-887.
-
(1973)
Econometrica
, vol.41
, pp. 867-887
-
-
Merton, R.C.1
-
44
-
-
0033442404
-
Conflict of interest and the credibility of underwriter analyst recommendations
-
Michaely, R. and K.L. Womack, 1999, "Conflict of Interest and the Credibility of Underwriter Analyst Recommendations," Review of Financial Studies 12, 653-86.
-
(1999)
Review of Financial Studies
, vol.12
, pp. 653-686
-
-
Michaely, R.1
Womack, K.L.2
-
45
-
-
0039021355
-
Costly arbitrage: Evidence from closed end funds
-
Pontiff, J., 1996, "Costly Arbitrage: Evidence from Closed End Funds," Quarterly Journal of Economics 111, 1135-1151.
-
(1996)
Quarterly Journal of Economics
, vol.111
, pp. 1135-1151
-
-
Pontiff, J.1
-
46
-
-
0002860329
-
Analyst following of initial public offerings
-
Rajan, R. and H. Servaes, 1997, "Analyst Following of Initial Public Offerings," Journal of Finance 52, 507-529.
-
(1997)
Journal of Finance
, vol.52
, pp. 507-529
-
-
Rajan, R.1
Servaes, H.2
-
47
-
-
34248494199
-
Misspecification of capital assetPricing: Empirical anomalies based on earnings yield and market value
-
Reinganum, M., 1981, "Misspecification of Capital AssetPricing: Empirical Anomalies based on Earnings Yield and Market Value," Journal of Financial Economics 9, 19-46.
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 19-46
-
-
Reinganum, M.1
-
48
-
-
21144473066
-
Reference variables, factor structure, and the multibeta representation
-
Reisman, H., 1992, "Reference Variables, Factor Structure, and the Multibeta Representation," Journal of Finance 47, 1303-1314.
-
(1992)
Journal of Finance
, vol.47
, pp. 1303-1314
-
-
Reisman, H.1
-
50
-
-
0040165125
-
International momentum strategies
-
Rouwenhorst, G., 1998, "International Momentum Strategies," Journal of Finance 53, 267-284.
-
(1998)
Journal of Finance
, vol.53
, pp. 267-284
-
-
Rouwenhorst, G.1
-
51
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W.F., 1964, "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk," Journal of Finance 19, 425-442.
-
(1964)
Journal of Finance
, vol.19
, pp. 425-442
-
-
Sharpe, W.F.1
-
52
-
-
84977335682
-
New evidence on the capital asset pricing model: Discussion
-
Sharpe, W.F., 1978, "New Evidence on the Capital Asset Pricing Model: Discussion," Journal of Finance 33, 917-920.
-
(1978)
Journal of Finance
, vol.33
, pp. 917-920
-
-
Sharpe, W.F.1
-
53
-
-
21644458545
-
The style of investor expectations
-
Thomas Coggin and Frank Fabozzi, Ed. (Forthcoming)
-
Shefrin, H. and M. Statman, 2002, "The Style of Investor Expectations," The Handbook of Equity Style Management, Thomas Coggin and Frank Fabozzi, Ed. (Forthcoming).
-
(2002)
The Handbook of Equity Style Management
-
-
Shefrin, H.1
Statman, M.2
-
54
-
-
0345401801
-
The financial characteristics of and returns to wall street darlings and dogs
-
Stickel, S., 2001, "The Financial Characteristics of and Returns to Wall Street Darlings and Dogs," Working Paper.
-
(2001)
Working Paper
-
-
Stickel, S.1
-
55
-
-
0011183261
-
Do Brokerage analysts' recommendations have investment value?
-
Womack, K.L., 1996, "Do Brokerage Analysts' Recommendations have Investment Value?" Journal of finance 51, 137-167.
-
(1996)
Journal of Finance
, vol.51
, pp. 137-167
-
-
Womack, K.L.1
-
56
-
-
0039621123
-
Views of financial economists on the equity premium and on professional controversies
-
Welch, I., 2000, "Views of Financial Economists on the Equity Premium and on Professional Controversies," Journal of Business 73, 501-537.
-
(2000)
Journal of Business
, vol.73
, pp. 501-537
-
-
Welch, I.1
-
58
-
-
21244486622
-
Perspectives on behavioral finance: Does "irrationality" disappear with wealth? Evidence from expectations and actions
-
Vissing-Jorgensen, A., 2003, "Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions," NBER Macroeconomics Annual.
-
(2003)
NBER Macroeconomics Annual
-
-
Vissing-Jorgensen, A.1
|