-
1
-
-
84977735622
-
Non-normalities and tests of asset pricing
-
Affleck-Graves, J and W McDonald (1989). Non-normalities and tests of asset pricing. Journal of Finance, 44, 889-908.
-
(1989)
Journal of Finance
, vol.44
, pp. 889-908
-
-
Affleck-Graves, J.1
McDonald, W.2
-
3
-
-
0000134788
-
On measuring skewness and elongation in common stock return distributions
-
Badrinath, S and S Chatterjee (1988). On measuring skewness and elongation in common stock return distributions. Journal of Business, 61, 451-472.
-
(1988)
Journal of Business
, vol.61
, pp. 451-472
-
-
Badrinath, S.1
Chatterjee, S.2
-
5
-
-
0039066446
-
Distributional characteristics of emerging market returns and asset allocation
-
Bekaert, G, C Erb, C Harvey and T Viskanta (1998). Distributional characteristics of emerging market returns and asset allocation. Journal of Portfolio Management, 24, 102-116.
-
(1998)
Journal of Portfolio Management
, vol.24
, pp. 102-116
-
-
Bekaert, G.1
Erb, C.2
Harvey, C.3
Viskanta, T.4
-
6
-
-
0001496109
-
A general distribution for describing security price returns
-
Bookstaber, R and J McDonald (1987). A general distribution for describing security price returns. Journal of Business, 60, 401-424.
-
(1987)
Journal of Business
, vol.60
, pp. 401-424
-
-
Bookstaber, R.1
McDonald, J.2
-
7
-
-
0002656603
-
Best practices in estimating the cost of capital: Survey and synthesis
-
Brunner, R, K Eades, R Harris and R Higgins (1998). Best practices in estimating the cost of capital: Survey and synthesis. Financial Practice and Education, 8, 13-28.
-
(1998)
Financial Practice and Education
, vol.8
, pp. 13-28
-
-
Brunner, R.1
Eades, K.2
Harris, R.3
Higgins, R.4
-
8
-
-
33749638253
-
Risk measurement when shares are subject to infrequent trading
-
Dimson, E (1979). Risk measurement when shares are subject to infrequent trading. Journal of Financial Economics, 7, 197-226.
-
(1979)
Journal of Financial Economics
, vol.7
, pp. 197-226
-
-
Dimson, E.1
-
9
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama, E and K French (1992). The cross-section of expected stock returns. Journal of Finance, 42, 427-465.
-
(1992)
Journal of Finance
, vol.42
, pp. 427-465
-
-
Fama, E.1
French, K.2
-
10
-
-
0011977441
-
Emerging equity markets: Growth, benefits, and policy concerns
-
Feldman, R and M Kumar (1995). Emerging equity markets: Growth, benefits, and policy concerns. The World Bank Research Observer, 10, 181-200.
-
(1995)
The World Bank Research Observer
, vol.10
, pp. 181-200
-
-
Feldman, R.1
Kumar, M.2
-
13
-
-
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
-
14
-
-
0040186059
-
Conditional skewness in asset pricing tests
-
Harvey, C and A Siddique (2000). Conditional skewness in asset pricing tests. Journal of Finance, 55, 1263-1295.
-
(2000)
Journal of Finance
, vol.55
, pp. 1263-1295
-
-
Harvey, C.1
Siddique, A.2
-
16
-
-
0141803444
-
Capital budgeting practices in the Asia-Pacific region: Australia, Hong Kong, Indonesia, Malaysia, Philippines, and Singapore
-
Kester, G, R Chang, E Echanis, S Haikal, M Isa, M Skully, K Tsui and C Wang (1999). Capital budgeting practices in the Asia-Pacific region: Australia, Hong Kong, Indonesia, Malaysia, Philippines, and Singapore. Financial Practice and Education, 9, 25-34.
-
(1999)
Financial Practice and Education
, vol.9
, pp. 25-34
-
-
Kester, G.1
Chang, R.2
Echanis, E.3
Haikal, S.4
Isa, M.5
Skully, M.6
Tsui, K.7
Wang, C.8
-
17
-
-
84993888629
-
Another look at the cross-section of expected stock returns
-
Kothari, S, 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.1
Shanken, J.2
Sloan, R.3
-
18
-
-
84944838305
-
Skewness preference and the valuation of risk assets
-
Kraus, A and RH Litzenberger (1976). Skewness preference and the valuation of risk assets. Journal of Finance, 31, 1085-1100.
-
(1976)
Journal of Finance
, vol.31
, pp. 1085-1100
-
-
Kraus, A.1
Litzenberger, R.H.2
-
20
-
-
65049092198
-
Idiosyncratic risk and security returns
-
University of Texas at Dallas
-
Malkiel, B and Y Xu (2006). Idiosyncratic risk and security returns. Working Paper, University of Texas at Dallas.
-
(2006)
Working Paper
-
-
Malkiel, B.1
Xu, Y.2
-
21
-
-
0012584954
-
Local return factors and turnover in emerging stock markets
-
Rouwenhorst, KG (1999). Local return factors and turnover in emerging stock markets. Journal of Finance, 54, 1439-1464.
-
(1999)
Journal of Finance
, vol.54
, pp. 1439-1464
-
-
Rouwenhorst, K.G.1
-
23
-
-
0347569245
-
Investigating the behavior of idiosyncratic volatility
-
Xu, Y and B Malkiel (2003). Investigating the behavior of idiosyncratic volatility. Journal of Business, 76, 613-644.
-
(2003)
Journal of Business
, vol.76
, pp. 613-644
-
-
Xu, Y.1
Malkiel, B.2
|