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There are 9988 results for: content related to: Monetary Policy and the Cross-Section of Expected Stock Returns

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    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

  2. THE MONETARY ENVIRONMENT AND LONG-RUN REVERSALS IN STOCK RETURNS

    Journal of Financial Research

    Volume 37, Issue 1, Spring 2014, Pages: 3–26, Luis Garcia-Feijoo and Gerald R. Jensen

    Version of Record online : 13 MAR 2014, DOI: 10.1111/jfir.12026

  3. The Alternative Three-Factor Model: An Alternative beyond US Markets?

    European Financial Management

    Volume 20, Issue 1, January 2014, Pages: 33–70, Christian Walkshäusl and Sebastian Lobe

    Version of Record online : 13 OCT 2011, DOI: 10.1111/j.1468-036X.2011.00628.x

  4. Determinants of Expected Stock Returns: Large Sample Evidence from the German Market

    Journal of Business Finance & Accounting

    Volume 39, Issue 5-6, June/July 2012, Pages: 758–784, Sabine Artmann, Philipp Finter and Alexander Kempf

    Version of Record online : 13 APR 2012, DOI: 10.1111/j.1468-5957.2012.02286.x

  5. THE EFFECT OF SIZE, BOOK-TO-MARKET EQUITY, PRIOR RETURNS, AND BETA ON STOCK RETURNS: JANUARY VERSUS THE REMAINDER OF THE YEAR

    Journal of Financial Research

    Volume 18, Issue 2, Summer 1995, Pages: 129–142, L. Franklin Fant and David R. Peterson

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00557.x

  6. A Consumption-Based Explanation of Expected Stock Returns

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 539–580, MOTOHIRO YOGO

    Version of Record online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00848.x

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    Size and Book-to-Market Factors in Earnings and Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 131–155, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05169.x

  8. Who Writes the News? Corporate Press Releases during Merger Negotiations

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 241–291, KENNETH R. AHERN and DENIS SOSYURA

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12109

  9. 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

  10. Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1891–1908, JIA HE, RAYMOND KAN, LILIAN NG and CHU ZHANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05230.x

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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

  12. Sales of Secondary Shares in SEOs: A Comparison across Top Managers, Other Insiders, and Outsiders

    Financial Management

    Volume 43, Issue 4, Winter 2014, Pages: 757–794, Sinan Gokkaya and Michael J. Highfield

    Version of Record online : 23 JUL 2014, DOI: 10.1111/fima.12055

  13. The Stock Market Valuation of Research and Development Expenditures

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2431–2456, Louis K. C. Chan, Josef Lakonishok and Theodore Sougiannis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00411

  14. IDIOSYNCRATIC RISK PREMIA AND MOMENTUM

    Journal of Financial Research

    Volume 36, Issue 3, Fall 2013, Pages: 389–412, Doina C. Chichernea and Steve L. Slezak

    Version of Record online : 8 SEP 2013, DOI: 10.1111/j.1475-6803.2013.12016.x

  15. Analysis of small sample size studies using nonparametric bootstrap test with pooled resampling method

    Statistics in Medicine

    Alok Kumar Dwivedi, Indika Mallawaarachchi and Luis A. Alvarado

    Version of Record online : 9 MAR 2017, DOI: 10.1002/sim.7263

  16. Emerging Market Exposures and the Predictability of Hedge Fund Returns

    Financial Management

    Volume 43, Issue 1, Spring 2014, Pages: 149–180, Mustafa Onur Caglayan and Sevan Ulutas

    Version of Record online : 20 DEC 2013, DOI: 10.1111/fima.12029

  17. Capital Investment, Innovative Capacity, and Stock Returns

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2059–2094, PRAVEEN KUMAR and DONGMEI LI

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12419

  18. Non-Tradable Share Reform, Liquidity, and Stock Returns in China

    International Review of Finance

    Volume 15, Issue 1, March 2015, Pages: 27–54, Chi-Hsiou D. Hung, Qiuliang Chen and Victor Fang

    Version of Record online : 29 JAN 2015, DOI: 10.1111/irfi.12043

  19. Can Operating Leverage Be the Cause of the Value Premium?

    Financial Management

    Volume 39, Issue 3, Autumn 2010, Pages: 1127–1154, Luis García-Feijóo and Randy D. Jorgensen

    Version of Record online : 16 SEP 2010, DOI: 10.1111/j.1755-053X.2010.01106.x

  20. Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability

    The Journal of Finance

    Volume 54, Issue 3, June 1999, Pages: 901–933, Lu Zheng

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00131