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There are 34303 results for: content related to: Book-to-Market Equity, Distress Risk, and Stock Returns

  1. You have free access to this content
    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

  2. 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

  3. Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement

    Journal of Business Finance & Accounting

    Volume 40, Issue 7-8, September/October 2013, Pages: 991–1008, Shih-Cheng Lee, Chien-Ting Lin and Min-Teh Yu

    Version of Record online : 5 JUN 2013, DOI: 10.1111/jbfa.12029

  4. The Value Spread

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 609–641, Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00539

  5. SUSTAINABLE GROWTH AND STOCK RETURNS

    Journal of Financial Research

    Volume 33, Issue 4, Winter 2010, Pages: 519–538, Larry Lockwood and Wikrom Prombutr

    Version of Record online : 29 DEC 2010, DOI: 10.1111/j.1475-6803.2010.01281.x

  6. 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

  7. Characteristics, Covariances, and Average Returns: 1929 to 1997

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 389–406, James L. Davis, Eugene F. Fama and Kenneth R. French

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00209

  8. How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings

    Oxford Bulletin of Economics and Statistics

    Volume 76, Issue 2, April 2014, Pages: 257–278, Carmine Trecroci

    Version of Record online : 21 JAN 2013, DOI: 10.1111/obes.12018

  9. Investment Irreversibility, Cash Flow Risk, and Value-Growth Stock Return Effects

    Financial Review

    Volume 45, Issue 2, May 2010, Pages: 287–305, Wikrom Prombutr, Larry Lockwood and J. David Diltz

    Version of Record online : 16 APR 2010, DOI: 10.1111/j.1540-6288.2010.00248.x

  10. The CAPM is Wanted, Dead or Alive

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1947–1958, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05233.x

  11. 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

  12. Measuring Distress Risk: The Effect of R&D Intensity

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2931–2967, LAUREL A. FRANZEN, KIMBERLY J. RODGERS and TIMOTHY T. SIMIN

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01297.x

  13. 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

  14. Long-run Performance after Stock Splits: 1927 to 1996

    The Journal of Finance

    Volume 58, Issue 3, June 2003, Pages: 1063–1085, Jinho Byun and Michael S. Rozeff

    Version of Record online : 6 MAY 2003, DOI: 10.1111/1540-6261.00558

  15. 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

  16. 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

  17. Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 111–135, ERIC G. FALKENSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05204.x

  18. Do Industries Explain Momentum?

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1249–1290, Tobias J. Moskowitz and Mark Grinblatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00146

  19. You have free access to this content
    Investor Sentiment and the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 61, Issue 4, August 2006, Pages: 1645–1680, MALCOLM BAKER and JEFFREY WURGLER

    Version of Record online : 3 AUG 2006, DOI: 10.1111/j.1540-6261.2006.00885.x

  20. Estimating the Cost of Equity Capital for Property-Liability Insurers

    Journal of Risk and Insurance

    Volume 72, Issue 3, September 2005, Pages: 441–478, J. David Cummins and Richard D. Phillips

    Version of Record online : 15 AUG 2005, DOI: 10.1111/j.1539-6975.2005.00132.x