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There are 5607 results for: content related to: Anomalies and stock returns: Australian evidence

  1. 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

  2. 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

  3. Efficient Semiparametric Estimation of the Fama–French Model and Extensions

    Econometrica

    Volume 80, Issue 2, March 2012, Pages: 713–754, Gregory Connor, Matthias Hagmann and Oliver Linton

    Version of Record online : 16 MAR 2012, DOI: 10.3982/ECTA7432

  4. A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia

    International Review of Finance

    Mardy Chiah, Daniel Chai, Angel Zhong and Song Li

    Version of Record online : 20 SEP 2016, DOI: 10.1111/irfi.12099

  5. Expected Idiosyncratic Volatility Measures and Expected Returns

    Financial Management

    Volume 41, Issue 3, Fall 2012, Pages: 519–553, Jason D. Fink, Kristin E. Fink and Hui He

    Version of Record online : 24 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01209.x

  6. Cross-sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market

    European Financial Management

    Volume 13, Issue 5, November 2007, Pages: 880–907, Andreas Schrimpf, Michael Schröder and Richard Stehle

    Version of Record online : 23 OCT 2007, DOI: 10.1111/j.1468-036X.2007.00401.x

  7. The Long-run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 871–900, Rodney D. Boehme and Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00445

  8. THE FAMA-FRENCH MODEL, LEVERAGE, AND THE MODIGLIANI-MILLER PROPOSITIONS

    Journal of Financial Research

    Volume 27, Issue 3, September 2004, Pages: 341–349, Martin Lally

    Version of Record online : 21 JUL 2004, DOI: 10.1111/j.1475-6803.2004.00098.x

  9. Financial Intermediaries and the Cross-Section of Asset Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2557–2596, TOBIAS ADRIAN, ERKKO ETULA and TYLER MUIR

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12189

  10. A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS

    Journal of Economic Surveys

    Eero Pätäri and Timo Leivo

    Version of Record online : 24 SEP 2015, DOI: 10.1111/joes.12133

  11. Asset Pricing and the Illiquidity Premium

    Financial Review

    Volume 40, Issue 4, November 2005, Pages: 429–458, Howard W. Chan and Robert W. Faff

    Version of Record online : 11 OCT 2005, DOI: 10.1111/j.1540-6288.2005.00118.x

  12. Information content of earnings announcements in the New Zealand equity market, a longitudinal analysis

    Accounting & Finance

    Volume 52, Issue s1, October 2012, Pages: 403–432, Cameron Truong

    Version of Record online : 15 AUG 2011, DOI: 10.1111/j.1467-629X.2011.00438.x

  13. Liquidity Risk and Expected Stock Returns in Korea: A New Approach

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 6, December 2012, Pages: 704–738, Jeewon Jang, Jangkoo Kang and Changjun Lee

    Version of Record online : 18 DEC 2012, DOI: 10.1111/ajfs.12003

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    Family-Controlled Firms and Informed Trading: Evidence from Short Sales

    The Journal of Finance

    Volume 67, Issue 1, February 2012, Pages: 351–385, RONALD C. ANDERSON, DAVID M. REEB and WANLI ZHAO

    Version of Record online : 17 JAN 2012, DOI: 10.1111/j.1540-6261.2011.01714.x

  15. Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 501–530, Yuliang Wu, Youwei Li and Philip Hamill

    Version of Record online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00338.x

  16. Which Factors Are Priced? An Application of the Fama French Three-Factor Model in Australia

    Economic Papers: A journal of applied economics and policy

    Volume 34, Issue 4, December 2015, Pages: 290–301, Duc Hong Vo

    Version of Record online : 28 NOV 2015, DOI: 10.1111/1759-3441.12119

  17. Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK

    Journal of Business Finance & Accounting

    Volume 40, Issue 1-2, January/February 2013, Pages: 172–214, Alan Gregory, Rajesh Tharyan and Angela Christidis

    Version of Record online : 25 FEB 2013, DOI: 10.1111/jbfa.12006

  18. Idiosyncratic Consumption Risk and the Cross Section of Asset Returns

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2211–2252, KRIS JACOBS and KEVIN Q. WANG

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00697.x

  19. TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION

    Journal of Financial Research

    Volume 35, Issue 4, Winter 2012, Pages: 471–495, Ronald J. Balvers, Ou Hu and Dayong Huang

    Version of Record online : 13 DEC 2012, DOI: 10.1111/j.1475-6803.2012.01325.x

  20. 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