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There are 6656 results for: content related to: Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns

  1. Price Momentum and Trading Volume

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2017–2069, Charles M.C. Lee and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00280

  2. Momentum, Business Cycle, and Time-varying Expected Returns

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 985–1019, Tarun Chordia and Lakshmanan Shivakumar

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  3. Stock Returns, Dividend Yields, and Taxes

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 2029–2057, Andy Naranjo, M. Nimalendran and Mike Ryngaert

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00082

  4. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1651–1683, Ravi Jagannathan and Tongshu Ma

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00580

  5. The Long-run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 871–900, Rodney D. Boehme and Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00445

  6. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  7. Stock Options as Lotteries

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1485–1527, BRIAN H. BOYER and KEITH VORKINK

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12152

  8. Another Look at the Cross-section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 185–224, S. P. KOTHARI, JAY SHANKEN and RICHARD G. SLOAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05171.x

  9. State-Level Business Cycles and Local Return Predictability

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1037–1096, GEORGE M. KORNIOTIS and ALOK KUMAR

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12017

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    Multifactor Explanations of Asset Pricing Anomalies

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 55–84, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05202.x

  11. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  12. A Test of the Errors-in-Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2143–2165, John A. Doukas, Chansog (Francis) Kim and Christos Pantzalis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00491

  13. Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 43–84, ESTHER EILING

    Version of Record online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01794.x

  14. The Price Is (Almost) Right

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2739–2782, RANDOLPH B. COHEN, CHRISTOPHER POLK and TUOMO VUOLTEENAHO

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01516.x

  15. You have free access to this content
    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  16. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12143

  17. Momentum Strategies

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1681–1713, LOUIS K. C. CHAN, NARASIMHAN JEGADEESH and JOSEF LAKONISHOK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05222.x

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    The Cross-Section of Volatility and Expected Returns

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 259–299, ANDREW ANG, ROBERT J. HODRICK, YUHANG XING and XIAOYAN ZHANG

    Version of Record online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00836.x

  19. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 1–33, KENT DANIEL and SHERIDAN TITMAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03806.x

  20. Return Seasonalities

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1557–1590, MATTI KELOHARJU, JUHANI T. LINNAINMAA and PETER NYBERG

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12398