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There are 13997 results for: content related to: The Value Spread

  1. 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

  2. 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

  3. 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

  4. Equilibrium “Anomalies”

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2549–2580, Michael F. Ferguson and Richard L. Shockley

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00615.x

  5. Book-to-Market Equity, Distress Risk, and Stock Returns

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2317–2336, John M. Griffin and Michael L. Lemmon

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00497

  6. 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

  7. 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

  8. Agency-Based Asset Pricing and the Beta Anomaly

    European Financial Management

    Volume 20, Issue 4, September 2014, Pages: 770–801, David Blitz

    Version of Record online : 4 MAR 2014, DOI: 10.1111/eufm.12039

  9. Growth Opportunities, Technology Shocks, and Asset Prices

    The Journal of Finance

    Volume 69, Issue 2, April 2014, Pages: 675–718, LEONID KOGAN and DIMITRIS PAPANIKOLAOU

    Version of Record online : 17 MAR 2014, DOI: 10.1111/jofi.12136

  10. 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

  11. You have free access to this content
    On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

    The Journal of Finance

    Volume 62, Issue 2, April 2007, Pages: 877–915, JACOB BOUDOUKH, RONI MICHAELY, MATTHEW RICHARDSON and MICHAEL R. ROBERTS

    Version of Record online : 20 MAR 2007, DOI: 10.1111/j.1540-6261.2007.01226.x

  12. A Respecified Fama French Three-Factor Model for the New European Union Member States

    Journal of International Financial Management & Accounting

    Volume 24, Issue 1, Spring 2013, Pages: 3–25, James Foye, Dušan Mramor and Marko Pahor

    Version of Record online : 17 MAR 2013, DOI: 10.1111/jifm.12005

  13. Supply and Demand Shifts in the Shorting Market

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2061–2096, LAUREN COHEN, KARL B. DIETHER and CHRISTOPHER J. MALLOY

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01269.x

  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. The Role of Options in the Resolution of Agency Problems: A Comment

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1157–1170, ROGER E. A. FARMER and RALPH A. WINTER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02539.x

  16. Do the Fama–French Factors Proxy for Innovations in Predictive Variables?

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 581–612, RALITSA PETKOVA

    Version of Record online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00849.x

  17. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  18. Higher moments and beta asymmetry: evidence from Australia

    Accounting & Finance

    Volume 54, Issue 3, September 2014, Pages: 779–807, Minh Phuong Doan, Chien-Ting Lin and Michael Chng

    Version of Record online : 17 MAY 2013, DOI: 10.1111/acfi.12022

  19. 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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    Beryllium and its inorganic compounds [MAK Value Documentation, 2005]

    Standard Article

    The MAK Collection for Occupational Health and Safety

    Published Online : 31 JAN 2012, DOI: 10.1002/3527600418.mb744041vere0021