메뉴 건너뛰기
Australian Journal of Management
Volumn 36, Issue 1, 2011, Pages 75-87
Asset tangibility, industry representation and the cross section of equity returns
Author keywords

asset pricing; cross section; industry; tangibility of assets
Indexed keywords

EID: 79953756898     PISSN: 03128962     EISSN: 13272020     Source Type: Journal    
DOI: 10.1177/0312896211399200     Document Type: Article
Times cited : (12)
References (13)
  • 1
    • 0007980113 scopus 로고    scopus 로고
    • Optimal investment, growth options, and security returns
    • Berk JB, Green R. and Naik V. (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.2    Naik, V.3
  • 3
    • 33645065356 scopus 로고    scopus 로고
    • 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
  • 4
    • 78149247595 scopus 로고    scopus 로고
    • Tangibility, investment irreversibility and asset pricing
    • Docherty P., Chan H. and Easton S. (2010) Tangibility, investment irreversibility and asset pricing. Accounting and Finance 50: 809-827.
    • (2010) Accounting and Finance , vol.50 , pp. 809-827
    • Docherty, P.1    Chan, H.2    Easton, S.3
  • 5
    • 84977737676 scopus 로고
    • The cross-section of expected stock returns
    • Fama EF and French KR (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
  • 8
    • 0000928969 scopus 로고
    • Risk, return, and equilibrium: empirical tests
    • Fama EF and MacBeth J. (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
  • 9
    • 78651422388 scopus 로고    scopus 로고
    • The relationship between asset growth and the cross-section of stock returns
    • Gray P. and Johnson J. (2011) The relationship between asset growth and the cross-section of stock returns, Journal of Banking and Finance 35: 670-680.
    • (2011) Journal of Banking and Finance , vol.35 , pp. 670-680
    • Gray, P.1    Johnson, J.2
  • 10
    • 0004296209 scopus 로고    scopus 로고
    • 6th ed, Upper Saddle River, NJ: Pearson Prentice-Hall
    • Green WH (2008) Econometric Analysis, 6th ed. Upper Saddle River, NJ: Pearson Prentice-Hall.
    • (2008) Econometric Analysis
    • Green, W.H.1
  • 12
    • 85009485429 scopus 로고    scopus 로고
    • Size and book-to-market factors in Australia
    • 21st Australasian Finance and Banking Conference 2008. Available at
    • O'Brien M., Brailsford T. and Gaunt C. (2008) Size and book-to-market factors in Australia. 21st Australasian Finance and Banking Conference 2008. Available at: http://ssrn.com/abstract=1206542.
    • (2008)
    • O'Brien, M.1    Brailsford, T.2    Gaunt, C.3
  • 13
    • 12344316275 scopus 로고    scopus 로고
    • The value premium
    • Zhang L. (2005) The value premium. Journal of Finance 60(1): 67-103.
    • (2005) Journal of Finance , vol.60 , Issue.1 , pp. 67-103
    • Zhang, L.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.