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There are 32237 results for: content related to: UNDERSTANDING SIZE AND THE BOOK-TO-MARKET RATIO: AN EMPIRICAL EXPLORATION OF BERK'S CRITIQUE

  1. Market Timing and Managerial Portfolio Decisions

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1903–1949, DIRK JENTER

    Version of Record online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00783.x

  2. Non-Tradable Share Reform, Liquidity, and Stock Returns in China

    International Review of Finance

    Volume 15, Issue 1, March 2015, Pages: 27–54, Chi-Hsiou D. Hung, Qiuliang Chen and Victor Fang

    Version of Record online : 29 JAN 2015, DOI: 10.1111/irfi.12043

  3. 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

  4. Industry Concentration and Average Stock Returns

    The Journal of Finance

    Volume 61, Issue 4, August 2006, Pages: 1927–1956, KEWEI HOU and DAVID T. ROBINSON

    Version of Record online : 3 AUG 2006, DOI: 10.1111/j.1540-6261.2006.00893.x

  5. Institutional Investor Participation and Stock Market Anomalies

    Journal of Business Finance & Accounting

    Volume 40, Issue 5-6, June/July 2013, Pages: 695–718, Tao Shu

    Version of Record online : 22 JUL 2013, DOI: 10.1111/jbfa.12035

  6. Segment Disclosure and Cost of Capital

    Journal of Business Finance & Accounting

    Volume 42, Issue 3-4, April/May 2015, Pages: 367–411, Belen Blanco, Juan M. Garcia Lara and Josep A. Tribo

    Version of Record online : 20 FEB 2015, DOI: 10.1111/jbfa.12106

  7. Is the Value Spread a Good Predictor of Stock Returns? UK Evidence

    Journal of Business Finance & Accounting

    Volume 36, Issue 7-8, September/October 2009, Pages: 925–950, Maria Michou

    Version of Record online : 7 AUG 2009, DOI: 10.1111/j.1468-5957.2009.02148.x

  8. Financial Distress and the Cross-section of Equity Returns

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 789–822, LORENZO GARLAPPI and HONG YAN

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01652.x

  9. Portfolio Overlapping Bias in Tests of the Fama–French Three-Factor Model

    European Financial Management

    Volume 22, Issue 3, June 2016, Pages: 367–393, Kathrin Tauscher and Martin Wallmeier

    Version of Record online : 13 AUG 2015, DOI: 10.1111/eufm.12064

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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

  11. Political Connection and Stock Returns: A Longitudinal Study

    Financial Review

    Volume 50, Issue 1, February 2015, Pages: 89–119, Sireethorn Civilize, Udomsak Wongchoti and Martin Young

    Version of Record online : 12 JAN 2015, DOI: 10.1111/fire.12061

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    Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

    The Journal of Finance

    Volume 62, Issue 1, February 2007, Pages: 55–92, MARTIN LETTAU and JESSICA A. WACHTER

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2007.01201.x

  13. The Equity Share in New Issues and Aggregate Stock Returns

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2219–2257, Malcolm Baker and Jeffrey Wurgler

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00285

  14. The Value Premium and the CAPM

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2163–2185, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01054.x

  15. Market Expectations in the Cross-Section of Present Values

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1721–1756, BRYAN KELLY and SETH PRUITT

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12060

  16. 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

  17. Corporate Disclosure, Market Valuation, and Firm Performance

    Financial Management

    Volume 40, Issue 3, Fall 2011, Pages: 647–676, Yawen Jiao

    Version of Record online : 21 SEP 2011, DOI: 10.1111/j.1755-053X.2011.01156.x

  18. Intended Use of Proceeds, Underwriter Quality and the Long-run Performance of SEOs in the UK

    Journal of Business Finance & Accounting

    Volume 42, Issue 9-10, November/December 2015, Pages: 1282–1309, André Silva and Pawel Bilinski

    Version of Record online : 28 DEC 2015, DOI: 10.1111/jbfa.12171

  19. Short Interest and Frictions in the Flow of Information

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 371–394, Benjamin Blau

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1755-053X.2011.01187.x

  20. A Glimpse Behind a Closed Door: The Long-Term Investment Value of Buy-Side Research and Its Effect on Fund Trades and Performance

    Journal of Accounting Research

    Volume 52, Issue 3, June 2014, Pages: 775–815, MICHAEL REBELLO and KELSEY D. WEI

    Version of Record online : 8 MAR 2014, DOI: 10.1111/1475-679X.12042