Search Results

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

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

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

Bidder Gains and Losses of Firms Involved in Many Acquisitions

Authors: Antoniou, Antonios; Petmezas, Dimitris; Zhao, Huainan

Source: Journal of Business Finance & Accounting, Volume 34, Numbers 7-8, September/October 2007 , pp. 1221-1244(24)

Publisher: Blackwell Publishing

The diversification benefits of hedge funds and funds of hedge funds

Author: Kooli, Maher

Source: Derivatives Use, Trading Regulation, Volume 12, Number 4, February 2007 , pp. 290-300(11)

Publisher: Palgrave Macmillan

Market Reactions to Tangible and Intangible Information

Authors: DANIEL, KENT; TITMAN, SHERIDAN

Source: The Journal of Finance, Volume 61, Number 4, August 2006 , pp. 1605-1643(39)

Publisher: Blackwell Publishing

The Cross-Section of Stock Returns on The Shanghai Stock Exchange

Authors: Wong, Kie; Tan, Ruth; Liu, Wei

Source: Review of Quantitative Finance and Accounting, Volume 26, Number 1, February 2006 , pp. 23-39(17)

Publisher: Springer

Labor Income and Predictable Stock Returns

Authors: Santos, Tano; Veronesi, Pietro

Source: Review of Financial Studies, Volume 19, Number 1, 2006 , pp. 1-44(44)

Publisher: Oxford University Press

IS THE BOOK-TO-MARKET RATIO A MEASURE OF RISK?

Authors: Peterkort, Robert F.; Nielsen, James F.

Source: The Journal of Financial Research, Volume 28, Number 4, December 2005 , pp. 487-502(16)

Publisher: Blackwell Publishing

UNDERSTANDING SIZE AND THE BOOK-TO-MARKET RATIO: AN EMPIRICAL EXPLORATION OF BERK'S CRITIQUE

Authors: Fan, Xinting; Liu, Ming

Source: The Journal of Financial Research, Volume 28, Number 4, December 2005 , pp. 503-518(16)

Publisher: Blackwell Publishing

The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges

Authors: Chen, Gong-meng; Rui, Oliver; Wang, Steven

Source: Review of Quantitative Finance and Accounting, Volume 25, Number 2, September 2005 , pp. 159-182(24)

Publisher: Springer

Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs

Authors: Post, Thierry; Levy, Haim

Source: Review of Financial Studies, Volume 18, Number 3, 2005 , pp. 925-953(29)

Publisher: Oxford University Press

On Corporate Divestiture

Authors: Chen, Hsiu-Lang; Guo, Re-Jin

Source: Review of Quantitative Finance and Accounting, Volume 24, Number 4, June 2005 , pp. 399-421(23)

Publisher: Springer

Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

Authors: LUSTIG, HANNO N.; VAN NIEUWERBURGH, STIJN G.

Source: The Journal of Finance, Volume 60, Number 3, June 2005 , pp. 1167-1219(53)

Publisher: Blackwell Publishing

Anomalous price behaviour around stock repurchases on the Taiwan stock exchange

Authors: Tung Liang Liao; Mei-Chu Ke; Hsiang-Tai Yu

Source: Applied Economics Letters, Volume 12, Number 1, January 15, 2005 , pp. 29-39(11)

Publisher: Routledge, part of the Taylor & Francis Group

Implied Equity Duration: A New Measure of Equity Risk: Accounting, Disclosure, and the Cost of Capital

Authors: Dechow P.M.; Sloan R.G.; Soliman M.T.

Source: Review of Accounting Studies, Volume 9, Numbers 2-3, June 2004 , pp. 197-228(32)

Publisher: Springer

Systematic skewness in asset pricing: an empirical examination of the Taiwan stock market

Authors: Lin B-H.; Wang J.M.C.

Source: Applied Economics, Volume 35, Number 17, 20 November 2003 , pp. 1877-1887(11)

Publisher: Routledge, part of the Taylor & Francis Group

Dispersion of analysts' expectations and the cross-section of stock returns

Authors: Baik B.; Park C.

Source: Applied Financial Economics, Volume 13, Number 11, November 2003 , pp. 829-839(11)

Publisher: Routledge, part of the Taylor & Francis Group

Empirical Tests for Stochastic Dominance Efficiency

Author: Post T.

Source: The Journal of Finance, Volume 58, Number 5, October 2003 , pp. 1905-1932(28)

Publisher: Blackwell Publishing

Forecast dispersion and error versus size, book-to-market ratio and momentum: A comparison of anomalies from 1992 to 2001

Author: J Ciccone, Stephen

Source: Journal of Asset Management, Volume 3, Number 4, 1 March 2003 , pp. 333-344(12)

Publisher: Palgrave Macmillan