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There are 11221 results for: content related to: Value versus Glamour

  1. 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

  2. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1329–1368, ANTHONY W. LYNCH and SINAN TAN

    Version of Record online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01662.x

  3. The Return of the Size Anomaly: Evidence from the German Stock Market

    European Financial Management

    Volume 17, Issue 1, January 2011, Pages: 145–182, Amir Amel-Zadeh

    Version of Record online : 9 DEC 2010, DOI: 10.1111/j.1468-036X.2010.00581.x

  4. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  5. “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

  6. The Pre-FOMC Announcement Drift

    The Journal of Finance

    Volume 70, Issue 1, February 2015, Pages: 329–371, DAVID O. LUCCA and EMANUEL MOENCH

    Version of Record online : 19 JAN 2015, DOI: 10.1111/jofi.12196

  7. 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

  8. A Simple Model Relating Accruals to Risk, and its Implications for the Accrual Anomaly

    Journal of Business Finance & Accounting

    Volume 39, Issue 1-2, January/February 2012, Pages: 35–59, Mozaffar Khan

    Version of Record online : 2 MAR 2012, DOI: 10.1111/j.1468-5957.2011.02275.x

  9. Back to the Beginning: Persistence and the Cross-Section of Corporate Capital Structure

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 1575–1608, MICHAEL L. LEMMON, MICHAEL R. ROBERTS and JAIME F. ZENDER

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01369.x

  10. On the Cross-Sectional Relation between Expected Returns, Betas, and Size

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 773–789, Robert R. Grauer

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00125

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    Contrarian Investment, Extrapolation, and Risk

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1541–1578, JOSEF LAKONISHOK, ANDREI SHLEIFER and ROBERT W. VISHNY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04772.x

  12. Order Imbalance and Daily Momentum Investing: Evidence from Taiwan

    Financial Review

    Volume 47, Issue 4, November 2012, Pages: 697–718, Chiao-Yi Chang

    Version of Record online : 13 SEP 2012, DOI: 10.1111/j.1540-6288.2012.00343.x

  13. Did Regulation Fair Disclosure, SOX, and Other Analyst Regulations Reduce Security Mispricing?

    Journal of Accounting Research

    Volume 52, Issue 3, June 2014, Pages: 733–774, EDWARD LEE, NORMAN STRONG and ZHENMEI (JUDY) ZHU

    Version of Record online : 28 APR 2014, DOI: 10.1111/1475-679X.12051

  14. Are Momentum Profits Robust to Trading Costs?

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1039–1082, Robert A. Korajczyk and Ronnie Sadka

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00656.x

  15. Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors

    The Journal of Finance

    Volume 61, Issue 3, June 2006, Pages: 1305–1336, JOHN R. GRAHAM and ALOK KUMAR

    Version of Record online : 16 MAY 2006, DOI: 10.1111/j.1540-6261.2006.00873.x

  16. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 179–216, LAURENT BARRAS, OLIVIER SCAILLET and RUSS WERMERS

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01527.x

  17. Value and Momentum Everywhere

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 929–985, CLIFFORD S. ASNESS, TOBIAS J. MOSKOWITZ and LASSE HEJE PEDERSEN

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12021

  18. 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

  19. 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

  20. A reality check on technical trading rule profits in the U.S. futures markets

    Journal of Futures Markets

    Volume 30, Issue 7, July 2010, Pages: 633–659, Cheol-Ho Park and Scott H. Irwin

    Version of Record online : 5 OCT 2009, DOI: 10.1002/fut.20435