-
1
-
-
33645064837
-
Corporate Investment, Book-to-Market, Firm Size and Stock Returns: Empirical Evidence
-
Anderson, C. W., and L. Garcia-Feijóo. 2006. Corporate Investment, Book-to-Market, Firm Size and Stock Returns: Empirical Evidence. Journal of Finance 61(1):171-94.
-
(2006)
Journal of Finance
, vol.61
, Issue.1
, pp. 171-194
-
-
Anderson, C.W.1
Garcia-Feijóo, L.2
-
2
-
-
0007980113
-
Optimal Investment, Growth Options and Security Returns
-
Berk, J., R. Green, and V. Naik. 1999. Optimal Investment, Growth Options and Security Returns. Journal of Finance 54:1153-607.
-
(1999)
Journal of Finance
, vol.54
, pp. 1153-1607
-
-
Berk, J.1
Green, R.2
Naik, V.3
-
3
-
-
4344650584
-
Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns
-
Carlson, M., A. Fisher, and R. Giammarino. 2004. Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns. Journal of Finance 59:2577-603.
-
(2004)
Journal of Finance
, vol.59
, pp. 2577-2603
-
-
Carlson, M.1
Fisher, A.2
Giammarino, R.3
-
4
-
-
84977708733
-
Production-Based Asset Pricing and the Link between Stock Stock Returns and Economic Fluctuations
-
Cochrane, J. 1991. Production-Based Asset Pricing and the Link between Stock Stock Returns and Economic Fluctuations. Journal of Finance 46:209-37.
-
(1991)
Journal of Finance
, vol.46
, pp. 209-237
-
-
Cochrane, J.1
-
5
-
-
0030452013
-
A Cross-Sectional Test of an Investment-Based Asset Pricing Model
-
Cochrane, J. 1996. A Cross-Sectional Test of an Investment-Based Asset Pricing Model. Journal of Political Economy 104:572-621.
-
(1996)
Journal of Political Economy
, vol.104
, pp. 572-621
-
-
Cochrane, J.1
-
7
-
-
33645065356
-
Asset Pricing Implications of Non-Convext Adjustment Cost of Investment
-
Cooper, I. 2006. Asset Pricing Implications of Non-Convext Adjustment Cost of Investment. Journal of Finance 61(1):139-70.
-
(2006)
Journal of Finance
, vol.61
, Issue.1
, pp. 139-170
-
-
Cooper, I.1
-
8
-
-
0039030368
-
Characteristics, Covariances, and Average Returns: 1927 to 1997
-
Davis, J. L., E. F. Fama, and K. R. French. 2000. Characteristics, Covariances, and Average Returns: 1927 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
-
9
-
-
0000928969
-
Risk, Return, and Equilibrium Empirical Tests
-
Fama, E. F., and J. MacBeth. 1973. Risk, Return, and Equilibrium Empirical Tests. Journal of Political Economy 81:607-36.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.F.1
MacBeth, J.2
-
10
-
-
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(2):427-65.
-
(1992)
Journal of Finance
, vol.47
, Issue.2
, pp. 427-465
-
-
Fama, E.F.1
French, K.R.2
-
11
-
-
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 Finance 33:356.
-
(1993)
Journal of Finance
, vol.33
, pp. 356
-
-
Fama, E.F.1
French, K.R.2
-
12
-
-
0013413658
-
Multifactor Explanations of Asset Pricing Anomalies
-
Fama, E. F., and K. R. French. 1996. Multifactor Explanations of Asset Pricing Anomalies. Journal of Finance 51:55-84.
-
(1996)
Journal of Finance
, vol.51
, pp. 55-84
-
-
Fama, E.F.1
French, K.R.2
-
13
-
-
33751011316
-
Profitability, Investment, and Average Returns
-
Fama, E. F., and K. R. French. 2006. Profitability, Investment, and Average Returns. Journal of Financial Economics 82:491-518.
-
(2006)
Journal of Financial Economics
, vol.82
, pp. 491-518
-
-
Fama, E.F.1
French, K.R.2
-
15
-
-
0001534103
-
A Test of the Efficiency of a Given Portfolio
-
Gibbons, M. R., S. A. Ross, and J. Shanken. 1989. A Test of the Efficiency of a Given Portfolio, Econometrica 57:1121-152.
-
(1989)
Econometrica
, vol.57
, pp. 1121-1152
-
-
Gibbons, M.R.1
Ross, S.A.2
Shanken, J.3
-
17
-
-
0000414660
-
Large Sample Properties of Generalized Method of Moments Estimators
-
Hansen, L. P. 1982. Large Sample Properties of Generalized Method of Moments Estimators. Econometrica 50:1029-54.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.P.1
-
18
-
-
0010274340
-
Assessing Specification Errors in Stochastic Discount Factor Models
-
Hansen, L. P., and R. Jagannathan. 1997. Assessing Specification Errors in Stochastic Discount Factor Models. Journal of Finance 52:557-90.
-
(1997)
Journal of Finance
, vol.52
, pp. 557-590
-
-
Hansen, L.P.1
Jagannathan, R.2
-
19
-
-
0000939170
-
Tobin's Marginal q and Average q: A Neoclassical Interpretaion
-
Hayashi, F. 1982. Tobin's Marginal q and Average q: A Neoclassical Interpretaion. Econometrica 50:213-24.
-
(1982)
Econometrica
, vol.50
, pp. 213-224
-
-
Hayashi, F.1
-
20
-
-
0035510969
-
Evaluating the Specification Errors of Asset Pricing Models
-
Hodrick, R. J., and X. Zhang. 2001. Evaluating the Specification Errors of Asset Pricing Models. Journal of Financial Economics 62:327-76.
-
(2001)
Journal of Financial Economics
, vol.62
, pp. 327-376
-
-
Hodrick, R.J.1
Zhang, X.2
-
21
-
-
33646879615
-
An Investment-Growth Asset Pricing Model
-
Li, Q., M. Vassalou, and Y. Xing. 2006. An Investment-Growth Asset Pricing Model. Journal of Business 79(3):1637-65.
-
(2006)
Journal of Business
, vol.79
, Issue.3
, pp. 1637-1665
-
-
Li, Q.1
Vassalou, M.2
Xing, Y.3
-
22
-
-
47749136772
-
The Stock Market and Corporate Investment: A Test of Catering Theory
-
forthcoming
-
Polk, C., and P. Sapienza. 2006. The Stock Market and Corporate Investment: A Test of Catering Theory. Review of Financial Studies, forthcoming.
-
(2006)
Review of Financial Studies
-
-
Polk, C.1
Sapienza, P.2
-
23
-
-
0001783260
-
On the Estimation of Beta-Pricing Models
-
Shanken, J. 1992. On the Estimation of Beta-Pricing Models. Review of Financial Studies 5:1-33.
-
(1992)
Review of Financial Studies
, vol.5
, pp. 1-33
-
-
Shanken, J.1
-
25
-
-
0002661755
-
A General Equilibrium Approach to Monetary Theory
-
Tobin, J. 1969. A General Equilibrium Approach to Monetary Theory. Journal of Money Credit and Banking1:15-29.
-
(1969)
Journal of Money Credit and Banking
, vol.1
, pp. 15-29
-
-
Tobin, J.1
-
26
-
-
0041488892
-
What Drives Firm-Level Stock Returns
-
Vuolteenaho, T. 2002. What Drives Firm-Level Stock Returns. Journal of Finance LVII(1):233-63.
-
(2002)
Journal of Finance
, vol.57
, Issue.1
, pp. 233-263
-
-
Vuolteenaho, T.1
-
27
-
-
23844525337
-
-
Working Paper, University of Michigan
-
Zhang, L. 2005a. Anomalies. Working Paper, University of Michigan.
-
(2005)
Anomalies
-
-
Zhang, L.1
-
28
-
-
12344316275
-
The Value Premium
-
Zhang, L. 2005b. The Value Premium. Journal of Finance 60(1):67-104.
-
(2005)
Journal of Finance
, vol.60
, Issue.1
, pp. 67-104
-
-
Zhang, L.1
|