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There are 4219389 results for: content related to: Book Reviews

  1. Value versus Glamour

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 1969–1995, Jennifer Conrad, Michael Cooper and Gautam Kaul

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00594

  2. Data-Snooping, Technical Trading Rule Performance, and the Bootstrap

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1647–1691, Ryan Sullivan, Allan Timmermann and Halbert White

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00163

  3. You have free access to this content
    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

  4. Local Return Factors and Turnover in Emerging Stock Markets

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1439–1464, K. Geert Rouwenhorst

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00151

  5. Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets

    Journal of Forecasting

    Volume 36, Issue 3, April 2017, Pages: 257–272, Andrei Shynkevich

    Version of Record online : 28 JUL 2016, DOI: 10.1002/for.2436

  6. Conditioning Variables and the Cross Section of Stock Returns

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1325–1360, Wayne E. Ferson and Campbell R. Harvey

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00148

  7. Asset Pricing at the Millennium

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1515–1567, John Y. Campbell

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00260

  8. Predictability of Equity Models

    Journal of Forecasting

    Volume 34, Issue 6, September 2015, Pages: 427–440, Rodrigo Chicaroli and Pedro L. Valls Pereira

    Version of Record online : 5 MAY 2015, DOI: 10.1002/for.2343

  9. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1731–1764, WILLIAM BROCK, JOSEF LAKONISHOK and BLAKE LeBARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04681.x

  10. “Snooping” as a Distinct Parental Monitoring Strategy: Comparisons With Overt Solicitation and Control

    Journal of Research on Adolescence

    Volume 26, Issue 3, September 2016, Pages: 443–458, Skyler T. Hawk, Andrik Becht and Susan Branje

    Version of Record online : 26 MAR 2015, DOI: 10.1111/jora.12204

  11. WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?

    Journal of Economic Surveys

    Volume 21, Issue 4, September 2007, Pages: 786–826, Cheol-Ho Park and Scott H. Irwin

    Version of Record online : 11 JUL 2007, DOI: 10.1111/j.1467-6419.2007.00519.x

  12. Learning, Asset-Pricing Tests, and Market Efficiency

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1113–1145, Jonathan Lewellen and Jay Shanken

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00456

  13. Sorting Out Sorts

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 407–427, Jonathan B. Berk

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00210

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    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

  15. Investor Psychology and Asset Pricing

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1533–1597, David Hirshleifer

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00379

  16. General Tests of Latent Variable Models and Mean-Variance Spanning

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 131–156, WAYNE E. FERSON, STEPHEN R. FOERSTER and DONALD B. KEIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04704.x

  17. Negative Momentum Profit in Korea and its Sources

    Asia-Pacific Journal of Financial Studies

    Volume 38, Issue 2, April 2009, Pages: 211–236, Joon Chae and Yunsung Eom

    Version of Record online : 22 MAR 2010, DOI: 10.1111/j.2041-6156.2009.tb00013.x

  18. International Stock Return Predictability: What Is the Role of the United States?

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1633–1662, DAVID E. RAPACH, JACK K. STRAUSS and GUOFU ZHOU

    Version of Record online : 16 JUL 2013, DOI: 10.1111/jofi.12041

  19. A Variance-Ratio Test of Random Walks in Foreign Exchange Rates

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 773–785, CHRISTINA Y. LIU and JIA HE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02686.x

  20. Spurious Regressions in Financial Economics?

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1393–1413, Wayne E. Ferson, Sergei Sarkissian and Timothy T. Simin

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00571