-
1
-
-
0010023511
-
The relationship between return and market value of common stocks
-
Banz, R., 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.1
-
2
-
-
84986531903
-
Dual betas from bull and bear markets: Reversal of the size effect
-
Bhardwaj, R. and L. Brooks, 1993, Dual betas from bull and bear markets: Reversal of the size effect, Journal of Financial Research 16, 269–83.
-
(1993)
Journal of Financial Research
, vol.16
, pp. 269-283
-
-
Bhardwaj, R.1
Brooks, L.2
-
3
-
-
84977726602
-
An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk
-
Chan, K. and N. Chen, 1991, An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk, Journal of Finance 43, 309–25.
-
(1991)
Journal of Finance
, vol.43
, pp. 309-325
-
-
Chan, K.1
Chen, N.2
-
4
-
-
0000232861
-
An exploratory investigation of the firm size effect
-
Chan, K., N. Chen, and D. Hsieh, 1985, An exploratory investigation of the firm size effect, Journal of Financial Economics 14, 451–71.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 451-471
-
-
Chan, K.1
Chen, N.2
Hsieh, D.3
-
6
-
-
0000928969
-
Risk, return and equilibrium: Empirical tests
-
Fama, E. and J. MacBeth, 1973, Risk, return and equilibrium: Empirical tests, Journal of Political Economy 81, 607–36.DOI: 10.1086/260061
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.1
MacBeth, J.2
-
7
-
-
0003988283
-
-
Ibbotson Associates, Chicago)
-
Ibbotson, R. G. and R. A. Sinquefeld, 1995, Stocks, Bonds, Bills and Inflation: 1995 Yearbook (Ibbotson Associates, Chicago).
-
(1995)
Stocks, Bonds, Bills and Inflation: 1995 Yearbook
-
-
Ibbotson, R.G.1
Sinquefeld, R.A.2
-
8
-
-
0000486548
-
The performance of mutual funds in the period 1954–64
-
Jensen, M. C., 1968, The performance of mutual funds in the period 1954–64, Journal of Finance 23, 389–416.
-
(1968)
Journal of Finance
, vol.23
, pp. 389-416
-
-
Jensen, M.C.1
-
9
-
-
48749147730
-
Size related anomalies and stock return seasonality: Empirical evidence
-
Keim, D., 1983, Size related anomalies and stock return seasonality: Empirical evidence, Journal of Financial Economics 12, 13–32.
-
(1983)
Journal of Financial Economics
, vol.12
, pp. 13-32
-
-
Keim, D.1
-
10
-
-
33645541019
-
Business cycles and the pre-holiday effect in stock returns
-
Liano, K. and L. R. White, 1994, Business cycles and the pre-holiday effect in stock returns, Applied Financial Economics 4, 171–74.
-
(1994)
Applied Financial Economics
, vol.4
, pp. 171-174
-
-
Liano, K.1
White, L.R.2
-
11
-
-
34248494199
-
Misspecification of capital asset pricing: Empirical anomalies based on earnings yields and market value
-
Reinganum, M., 1981, Misspecification of capital asset pricing: Empirical anomalies based on earnings yields and market value, Journal of Financial Economics 9, 19–46.DOI: 10.1016/0304-405X(81)90019-2
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 19-46
-
-
Reinganum, M.1
-
13
-
-
4444344248
-
Does it pay stock investors to forecast the business cycle
-
Siegel, J., 1991, Does it pay stock investors to forecast the business cycle, Journal of Portfolio Management 17, 27–34.
-
(1991)
Journal of Portfolio Management
, vol.17
, pp. 27-34
-
-
Siegel, J.1
|