Search Results

Model Comparison Using the Hansen-Jagannathan Distance

Authors: Kan, Raymond; Robotti, Cesare

Source: Review of Financial Studies, Volume 22, Number 9, 2 September 2009 , pp. 3449-3490(42)

Publisher: Oxford University Press

Is the Value Spread a Good Predictor of Stock Returns? UK Evidence

Author: Michou, Maria

Source: Journal of Business Finance & Accounting, Volume 36, Numbers 7-8, September/October 2009 , pp. 925-950(26)

Publisher: Blackwell Publishing

Drivers of expected returns in Istanbul stock exchange: Fama-French factors and coskewness

Authors: Ulas Mısırlı, E.; Emre Alper, C.

Source: Applied Economics, Volume 41, Number 20, September 2009 , pp. 2619-2633(15)

Publisher: Routledge, part of the Taylor & Francis Group

Long-horizon consumption risk and the cross-section of returns: new tests and international evidence

Authors: Grammig, Joachim; Schrimpf, Andreas; Schuppli, Michael

Source: The European Journal of Finance, Volume 15, Numbers 5-6, July 2009 , pp. 511-532(22)

Publisher: Routledge, part of the Taylor & Francis Group

Anomalies and stock returns: Australian evidence

Authors: Gharghori, Philip; Lee, Ronald; Veeraraghavan, Madhu

Source: Accounting and Finance, Volume 49, Number 3, September 2009 , pp. 555-576(22)

Publisher: Blackwell Publishing

Higher-Order Systematic Comoments and Asset Pricing: New Evidence

Authors: Nguyen, Duong; Puri, Tribhuvan N.

Source: The Financial Review, Volume 44, Number 3, August 2009 , pp. 345-369(25)

Publisher: Blackwell Publishing

Industry Cost of Equity Capital: UK Evidence

Authors: Gregory, Alan; Michou, Maria

Source: Journal of Business Finance & Accounting, Volume 36, Numbers 5-6, June/July 2009 , pp. 679-704(26)

Publisher: Blackwell Publishing

Stock returns, size, and book-to-market equity

Author: Simlai, Pradosh

Source: Studies in Economics and Finance, Volume 26, Number 3, 2009 , pp. 198-212(15)

Publisher: Emerald Group Publishing Limited

Evidence on the Trade-Off between Risk and Return for IPO and SEO Firms

Authors: Brav, Alon; Michaely, Roni; Roberts, Michael; Zarutskie, Rebecca

Source: Financial Management, Volume 38, Number 2, Summer 2009 , pp. 221-252(32)

Publisher: Blackwell Publishing

A robustness test of asset-pricing models using individual security returns

Authors: Limkriangkrai, Manapon; Durand, Robert; Watson, Iain

Source: Applied Economics Letters, Volume 16, Number 6, April 2009 , pp. 629-637(9)

Publisher: Routledge, part of the Taylor & Francis Group

The Conditional Beta and the Cross-Section of Expected Returns

Authors: Bali, Turan G.; Cakici, Nusret; Tang, Yi

Source: Financial Management, Volume 38, Number 1, Spring 2009 , pp. 103-137(35)

Publisher: Blackwell Publishing

Partial auction, pricing information and price adjustment in the IPO's aftermarket: an empirical study of TAIEX-listing firms

Authors: Yen, Gili; Chen, Ching-Lung

Source: Applied Financial Economics, Volume 19, Number 8, April 2009 , pp. 669-680(12)

Publisher: Routledge, part of the Taylor & Francis Group

Financial Constraints, Debt Capacity, and the Cross-section of Stock Returns

Authors: HAHN, JAEHOON; LEE, HANGYONG

Source: The Journal of Finance, Volume 64, Number 2, April 2009 , pp. 891-921(31)

Publisher: Blackwell Publishing

Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

Author: DA, ZHI

Source: The Journal of Finance, Volume 64, Number 2, April 2009 , pp. 923-956(34)

Publisher: Blackwell Publishing

The Value of Adjusting the Bias in Recommendations: International Evidence

Authors: Balboa, Marina; Gómez-Sala, J. Carlos; López-Espinosa, Germán

Source: European Financial Management, Volume 15, Number 1, January 2009 , pp. 208-230(23)

Publisher: Blackwell Publishing

An augmented Fama and French three-factor model: new evidence from an emerging stock market

Author: Bundoo, Sunil Kumar

Source: Applied Economics Letters, Volume 15, Number 15, December 2008 , pp. 1213-1218(6)

Publisher: Routledge, part of the Taylor & Francis Group

The risk premiums of the four-factor asset pricing model in the Hong Kong stock market

Authors: Lam, Keith; Li, Frank

Source: Applied Financial Economics, Volume 18, Number 20, November 2008 , pp. 1667-1680(14)

Publisher: Routledge, part of the Taylor & Francis Group

Do the common risk factors always capture strong variation in stock returns?

Author: Simlai, Pradosh

Source: Journal of Asset Management, Volume 9, Number 4, October 2008 , pp. 255-263(9)

Publisher: Palgrave Macmillan

Firm-specific characteristics and the cross-section of Australian stock exchange returns

Authors: van Rensburg, Paul; Janari, Emile

Source: Journal of Asset Management, Volume 9, Number 3, September 2008 , pp. 193-214(22)

Publisher: Palgrave Macmillan

Does Financial Distress Risk Drive the Momentum Anomaly?

Authors: Agarwal, Vineet; Taffler, Richard

Source: Financial Management, Volume 37, Number 3, Autumn 2008 , pp. 461-484(24)

Publisher: Blackwell Publishing