-
1
-
-
62449310341
-
Real Options, Product Market Competition, and Asset Returns
-
Aguerrevere, F.L., 2009, "Real Options, Product Market Competition, and Asset Returns, "Journal of Finance 64, 957-983.
-
(2009)
Journal of Finance
, vol.64
, pp. 957-983
-
-
Aguerrevere, F.L.1
-
2
-
-
33645064837
-
Empirical Evidence on Capital Investment, Growth Options, and Security Returns
-
Anderson, C.W. and L. García-Feijóo, 2006, "Empirical Evidence on Capital Investment, Growth Options, and Security Returns, "Journal of Finance 61, 171-194.
-
(2006)
Journal of Finance
, vol.61
, pp. 171-194
-
-
Anderson, C.W.1
García-Feijóo, L.2
-
4
-
-
0007980113
-
Optimal Investment, Growth Options and Security Returns
-
Berk, J.B., R.C. Green, and V. Naik, 1999, "Optimal Investment, Growth Options and Security Returns, "Journal of Finance 54, 1553-1607.
-
(1999)
Journal of Finance
, vol.54
, pp. 1553-1607
-
-
Berk, J.B.1
Green, R.C.2
Naik, V.3
-
5
-
-
84977423732
-
The Theoretical Relationship between the Systematic Risk and Financial (Accounting) Variables
-
Bowman, R.G., 1979, "The Theoretical Relationship between the Systematic Risk and Financial (Accounting) Variables, "Journal of Finance 34, 617-630.
-
(1979)
Journal of Finance
, vol.34
, pp. 617-630
-
-
Bowman, R.G.1
-
6
-
-
55949096167
-
In Search of Distress Risk
-
Campbell, J.Y., J. Hilscher, and J. Szilagyi, 2008, "In Search of Distress Risk, "Journal of Finance 63, 2899-2939.
-
(2008)
Journal of Finance
, vol.63
, pp. 2899-2939
-
-
Campbell, J.Y.1
Hilscher, J.2
Szilagyi, J.3
-
7
-
-
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, 2577-2603.
-
(2004)
Journal of Finance
, vol.59
, pp. 2577-2603
-
-
Carlson, M.1
Fisher, A.2
Giammarino, R.3
-
8
-
-
0039066419
-
Risk and Return of Value Stocks
-
Chen, N. and F. Zhang, 1998, "Risk and Return of Value Stocks, "Journal of Business 71, 501-535.
-
(1998)
Journal of Business
, vol.71
, pp. 501-535
-
-
Chen, N.1
Zhang, F.2
-
9
-
-
33645065356
-
Asset Pricing Implications of Non-Convex Adjustment Costs and Irreversibility of Investment
-
Cooper, I., 2006, "Asset Pricing Implications of Non-Convex Adjustment Costs and Irreversibility of Investment, "Journal of Finance 61, 139-170.
-
(2006)
Journal of Finance
, vol.61
, pp. 139-170
-
-
Cooper, I.1
-
10
-
-
0002014264
-
Evidence on the Characteristics of Cross-Sectional Variation in Stock Returns
-
Daniel, K. and S. Titman, 1997, "Evidence on the Characteristics of Cross-Sectional Variation in Stock Returns, "Journal of Finance 52, 1-33.
-
(1997)
Journal of Finance
, vol.52
, pp. 1-33
-
-
Daniel, K.1
Titman, S.2
-
11
-
-
0000524082
-
Inter-Industry Differences and the Impact of Operating and Financial Leverages on Equity Risk
-
Darrat, A.F. and T.K. Mukherjee, 1995, "Inter-Industry Differences and the Impact of Operating and Financial Leverages on Equity Risk, "Review of Financial Economics 4, 141-155.
-
(1995)
Review of Financial Economics
, vol.4
, pp. 141-155
-
-
Darrat, A.F.1
Mukherjee, T.K.2
-
12
-
-
0347137950
-
Product Mix and Earnings Volatility at Commercial Banks: Evidence from a Degree of Total Leverage Model
-
DeYoung, R. and K.P. Rol2001, "Product Mix and Earnings Volatility at Commercial Banks: Evidence from a Degree of Total Leverage Model, "Journal of Financial Intermediation 10, 54-84.
-
(2001)
Journal of Financial Intermediation
, vol.10
, pp. 54-84
-
-
DeYoung, R.1
Roland, K.P.2
-
13
-
-
0039658591
-
Is the Risk of Bankruptcy a Systematic Risk?
-
Dichev, I.D., 1998, "Is the Risk of Bankruptcy a Systematic Risk? Journal of Finance 53, 1131-1147.
-
(1998)
Journal of Finance
, vol.53
, pp. 1131-1147
-
-
Dichev, I.D.1
-
14
-
-
0038971147
-
On the Interaction of Real and Financial Decisions of the Firm under Uncertainty
-
Dotan, A. and S.A. Ravid, 1985, "On the Interaction of Real and Financial Decisions of the Firm under Uncertainty, "Journal of Finance 40, 501-517.
-
(1985)
Journal of Finance
, vol.40
, pp. 501-517
-
-
Dotan, A.1
Ravid, S.A.2
-
15
-
-
84987589355
-
The Effects of Estimation Period, Industry, and Proxy on the Calculation of the Degree of Operating Leverage
-
Dugan, M.T. and K.A. Shriver, 1989, "The Effects of Estimation Period, Industry, and Proxy on the Calculation of the Degree of Operating Leverage, "Financial Review 24, 109-122.
-
(1989)
Financial Review
, vol.24
, pp. 109-122
-
-
Dugan, M.T.1
Shriver, K.A.2
-
16
-
-
84987515892
-
An Empirical Comparison of Alternative Methods for the Estimation of the Degree of Operating Leverage
-
Dugan, M.T. and K.A. Shriver, 1992, "An Empirical Comparison of Alternative Methods for the Estimation of the Degree of Operating Leverage, "Financial Review 27, 309-321.
-
(1992)
Financial Review
, vol.27
, pp. 309-321
-
-
Dugan, M.T.1
Shriver, K.A.2
-
17
-
-
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
-
18
-
-
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
-
19
-
-
84993845943
-
Size and Book-to-Market Factors in Earnings and Returns
-
Fama, E.F. and K.R. French, 1995, "Size and Book-to-Market Factors in Earnings and Returns, "Journal of Finance 50, 131-155.
-
(1995)
Journal of Finance
, vol.50
, pp. 131-155
-
-
Fama, E.F.1
French, K.R.2
-
20
-
-
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
-
21
-
-
33748781995
-
The Value Premium and the CAPM
-
Fama, E.F. and K.R. French, 2006, "The Value Premium and the CAPM, "Journal of Finance 61, 2163-2185.
-
(2006)
Journal of Finance
, vol.61
, pp. 2163-2185
-
-
Fama, E.F.1
French, K.R.2
-
22
-
-
0000928969
-
Risk, Return and Equilibrium: Empirical Tests
-
Fama, E.F. and J.D. 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.D.2
-
23
-
-
84977312984
-
Determinants of Financial Structure: A New Methodological Approach
-
Ferri, M.G. and W.H. Jones, 1979, "Determinants of Financial Structure: A New Methodological Approach, "Journal of Finance 34, 631-644.
-
(1979)
Journal of Finance
, vol.34
, pp. 631-644
-
-
Ferri, M.G.1
Jones, W.H.2
-
24
-
-
0002475788
-
On the Relationship between Systematic Risk and the Degrees of Operating and Financial Leverage
-
Gahlon, J.M. and J.A. Gentry, 1982, "On the Relationship between Systematic Risk and the Degrees of Operating and Financial Leverage, "Financial Management 11, 15-23.
-
(1982)
Financial Management
, vol.11
, pp. 15-23
-
-
Gahlon, J.M.1
Gentry, J.A.2
-
25
-
-
0042907646
-
Equilibrium Cross-Section of Returns
-
Gomes, J., L. Kogan, and L. Zhang, 2003, "Equilibrium Cross-Section of Returns, "Journal of Political Economy, 111, 693-732.
-
(2003)
Journal of Political Economy
, vol.111
, pp. 693-732
-
-
Gomes, J.1
Kogan, L.2
Zhang, L.3
-
26
-
-
0142069397
-
Systematic Risk and Revenue Volatility
-
Griffin, H.F. and M.T. Dugan, 2003, "Systematic Risk and Revenue Volatility, "Journal of Financial Research, 26, 179-189.
-
(2003)
Journal of Financial Research
, vol.26
, pp. 179-189
-
-
Griffin, H.F.1
Dugan, M.T.2
-
27
-
-
78649475349
-
-
Value versus Growth: Time-Varying Expected Stock Returns, University of Michigan Working Paper.
-
Gulen, H., Y. Xing, and L. Zhang, 2008, "Value versus Growth: Time-Varying Expected Stock Returns, "University of Michigan Working Paper.
-
(2008)
-
-
Gulen, H.1
Xing, Y.2
Zhang, L.3
-
28
-
-
0001685353
-
The Effect of the Firms Capital Structure on the Systematic Risk of Common Stock
-
Hamada, R.S., 1972, "The Effect of the Firms Capital Structure on the Systematic Risk of Common Stock, "Journal of Finance 27, 435-452.
-
(1972)
Journal of Finance
, vol.27
, pp. 435-452
-
-
Hamada, R.S.1
-
29
-
-
60849117279
-
R&D Investment and Systematic Risk
-
Ho, Y.K., Z. Xu, and C.M. Yap, 2004, "R&D Investment and Systematic Risk, "Accounting and Finance 44, 393-418.
-
(2004)
Accounting and Finance
, vol.44
, pp. 393-418
-
-
Ho, Y.K.1
Xu, Z.2
Yap, C.M.3
-
30
-
-
48749148105
-
Operating Leverage, Financial Leverage, and Equity Risk
-
Huffman, L., 1983, "Operating Leverage, Financial Leverage, and Equity Risk, "Journal of Banking and Finance, 7, 197-212.
-
(1983)
Journal of Banking and Finance
, vol.7
, pp. 197-212
-
-
Huffman, L.1
-
31
-
-
78649467453
-
-
The CAPM Is Alive and Well, Staff Report 165, Federal Reserve Bank of Minneapolis.
-
Jagannathan, R. and Z. Wang, 1993, "The CAPM Is Alive and Well, "Staff Report 165, Federal Reserve Bank of Minneapolis.
-
(1993)
-
-
Jagannathan, R.1
Wang, Z.2
-
32
-
-
0001731473
-
The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence
-
Kale, J.R., T.H. Noe, and G.G. Ramírez, 1991, "The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence, "Journal of Finance 46, 1693-1715.
-
(1991)
Journal of Finance
, vol.46
, pp. 1693-1715
-
-
Kale, J.R.1
Noe, T.H.2
Ramírez, G.G.3
-
33
-
-
84993869066
-
Contrarian Investment, Extrapolation and Risk
-
Lakonishok, J., A. Shleifer, and R.W. Vishny, 1994, "Contrarian Investment, Extrapolation and Risk, "Journal of Finance 49, 1541-1578.
-
(1994)
Journal of Finance
, vol.49
, pp. 1541-1578
-
-
Lakonishok, J.1
Shleifer, A.2
Vishny, R.W.3
-
34
-
-
84959716532
-
On the Association between Operating Leverage and Risk
-
Lev, B., 1974, "On the Association between Operating Leverage and Risk, "Journal of Financial and Quantitative Analysis 9, 627-641.
-
(1974)
Journal of Financial and Quantitative Analysis
, vol.9
, pp. 627-641
-
-
Lev, B.1
-
35
-
-
23944471130
-
Does Prospect Theory Explain IPO Market Behavior?
-
Ljungqvist, A. and W.J. Wilhelm, Jr., 2005, "Does Prospect Theory Explain IPO Market Behavior? Journal of Finance 60, 1759-1790.
-
(2005)
Journal of Finance
, vol.60
, pp. 1759-1790
-
-
Ljungqvist, A.1
Wilhelm Jr, W.J.2
-
36
-
-
52449148216
-
The Impact of Operating and Financial Risk on Equity Risk
-
Lord, R., 1996, "The Impact of Operating and Financial Risk on Equity Risk, "Journal of Economics and Finance, 20, 27-38.
-
(1996)
Journal of Economics and Finance
, vol.20
, pp. 27-38
-
-
Lord, R.1
-
37
-
-
0347571018
-
Properties of Time-Series Estimates of Degree of Leverage Measures
-
Lord, R., 1998, "Properties of Time-Series Estimates of Degree of Leverage Measures, "Financial Review 33, 69-84.
-
(1998)
Financial Review
, vol.33
, pp. 69-84
-
-
Lord, R.1
-
39
-
-
84974379086
-
The Impact of the Degrees of Operating and Financial Leverage on Systematic Risk of Common Stock
-
Mandelker, G.N. and S.G. Rhee, 1984, "The Impact of the Degrees of Operating and Financial Leverage on Systematic Risk of Common Stock, "Journal of Financial and Quantitative Analysis 19, 45-57.
-
(1984)
Journal of Financial and Quantitative Analysis
, vol.19
, pp. 45-57
-
-
Mandelker, G.N.1
Rhee, S.G.2
-
40
-
-
0000706085
-
A Simple, Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
-
Newey, W.K. and K.D. West, 1987, "A Simple, Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, "Econometrica 55, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
41
-
-
78649476394
-
-
Operating Leverage, University of Chicago and NBER Working Paper.
-
Novy-Marx, R., 2007, "Operating Leverage, "University of Chicago and NBER Working Paper.
-
(2007)
-
-
Novy-Marx, R.1
-
42
-
-
0142023180
-
Empirical Measurement of Operating Leverage for Growing Firms
-
O'Brien, T.J. and P.A. Vanderheiden, 1987, "Empirical Measurement of Operating Leverage for Growing Firms, "Financial Management 16, 45-53.
-
(1987)
Financial Management
, vol.16
, pp. 45-53
-
-
O'Brien, T.J.1
Vanderheiden, P.A.2
-
43
-
-
84993839712
-
Financial Distress and Corporate Performance
-
Opler, T.C. and S. Titman, 1994, "Financial Distress and Corporate Performance, "Journal of Finance 49, 1015-1040.
-
(1994)
Journal of Finance
, vol.49
, pp. 1015-1040
-
-
Opler, T.C.1
Titman, S.2
-
45
-
-
78649467014
-
Effects of Debt on the Degrees of Operating and Financial Leverage
-
Prezas, A.P., 1987, "Effects of Debt on the Degrees of Operating and Financial Leverage, "Financial Management 16, 39-44.
-
(1987)
Financial Management
, vol.16
, pp. 39-44
-
-
Prezas, A.P.1
-
46
-
-
0003534449
-
Investment Analysis and Portfolio Management
-
Mason, OH, Thomson South-Western.
-
Reilly, F.K. and K.C. Brown, 2003, Investment Analysis and Portfolio Management, Mason, OH, Thomson South-Western.
-
(2003)
-
-
Reilly, F.K.1
Brown, K.C.2
-
47
-
-
0035622106
-
Equity Risk and the Labor Stock: The Case of Union Contracts
-
Rosett, J.G., 2001, "Equity Risk and the Labor Stock: The Case of Union Contracts, "Journal of Accounting Research 39, 337-364.
-
(2001)
Journal of Accounting Research
, vol.39
, pp. 337-364
-
-
Rosett, J.G.1
-
48
-
-
84944831991
-
A Mean-Variance Synthesis of Corporate Financial Theory
-
Rubinstein, M.E., 1973, "A Mean-Variance Synthesis of Corporate Financial Theory, "Journal of Finance 28, 167-182.
-
(1973)
Journal of Finance
, vol.28
, pp. 167-182
-
-
Rubinstein, M.E.1
-
49
-
-
77249159064
-
A Survey or Research Relating Accounting Numbers to Systematic Equity Risk with Implications for Risk Disclosure Policy and Future Research
-
Ryan, S.G., 1997, "A Survey or Research Relating Accounting Numbers to Systematic Equity Risk with Implications for Risk Disclosure Policy and Future Research, "Accounting Horizons 11, 82-95.
-
(1997)
Accounting Horizons
, vol.11
, pp. 82-95
-
-
Ryan, S.G.1
-
50
-
-
7244231862
-
Handbook of the Economics of Finance
-
in, G.M. Constantinides, M. Harris, R.M. Stulz, Eds., Amsterdam, Elsevier Science.
-
Schwert, G.W., 2003, "Anomalies and Market Efficiency, "in G.M. Constantinides, M. Harris, and R.M. Stulz, Eds. Handbook of the Economics of Finance, Vol. 1B, Amsterdam, Elsevier Science.
-
(2003)
Anomalies and Market Efficiency
, vol.1 B
-
-
Schwert, G.W.1
-
51
-
-
0010960285
-
The Delisting Bias in CRSP Data
-
Shumway, T., 1997, "The Delisting Bias in CRSP Data, "Journal of Finance 52, 327-340.
-
(1997)
Journal of Finance
, vol.52
, pp. 327-340
-
-
Shumway, T.1
-
52
-
-
0038850169
-
The Delisting Bias in CRSP's NASDAQ Data and Its Implications for the Size Effect
-
Shumway, T. and V. Warther, 1999, "The Delisting Bias in CRSP's NASDAQ Data and Its Implications for the Size Effect, "Journal of Finance 54, 2361-2379.
-
(1999)
Journal of Finance
, vol.54
, pp. 2361-2379
-
-
Shumway, T.1
Warther, V.2
-
53
-
-
84977714434
-
Debt Financing and Tax Status: Tests of the Substitution Effect and the Tax Exhaustion Hypothesis Using Firms' Responses to the Economic Recovery Tax Act of 1981
-
Trezevant, R., 1992, "Debt Financing and Tax Status: Tests of the Substitution Effect and the Tax Exhaustion Hypothesis Using Firms' Responses to the Economic Recovery Tax Act of 1981, "Journal of Finance 47, 1557-1568.
-
(1992)
Journal of Finance
, vol.47
, pp. 1557-1568
-
-
Trezevant, R.1
-
54
-
-
0004184668
-
The Analysis and Use of Financial Statements
-
Hoboken, NJ, Wiley.
-
White, G.I., A.C. Sondhi, and D. Fried, 2003, The Analysis and Use of Financial Statements, Hoboken, NJ, Wiley.
-
(2003)
-
-
White, G.I.1
Sondhi, A.C.2
Fried, D.3
-
55
-
-
78649464636
-
-
Cyclical Variations in Expected Returns, University of Michigan Working Paper.
-
Xing, Y. and L. Zhang, 2004, "Cyclical Variations in Expected Returns, "University of Michigan Working Paper.
-
(2004)
-
-
Xing, Y.1
Zhang, L.2
-
56
-
-
12344316275
-
The Value Premium
-
Zhang, L., 2005, "The Value Premium, "Journal of Finance 60, 67-103.
-
(2005)
Journal of Finance
, vol.60
, pp. 67-103
-
-
Zhang, L.1
|