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There are 20675 results for: content related to: The Cross-Section of Expected Stock Returns

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    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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05169.x

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    Efficient Capital Markets: II

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1575–1617, EUGENE F. FAMA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04636.x

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    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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05202.x

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

    Financial Management

    Volume 38, Issue 1, Spring 2009, Pages: 103–137, Turan G. Bali, Nusret Cakici and Yi Tang

    Article first published online : 28 APR 2009, DOI: 10.1111/j.1755-053X.2009.01030.x

  5. SUSTAINABLE GROWTH AND STOCK RETURNS

    Journal of Financial Research

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

    Article first published online : 29 DEC 2010, DOI: 10.1111/j.1475-6803.2010.01281.x

  6. Regulation NMS and Market Quality

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 285–317, Kee H. Chung and Chairat Chuwonganant

    Article first published online : 24 APR 2012, DOI: 10.1111/j.1755-053X.2012.01184.x

  7. Extending the capital asset pricing model: the reward beta approach

    Accounting & Finance

    Volume 47, Issue 1, March 2007, Pages: 69–83, Graham Bornholt

    Article first published online : 27 FEB 2007, DOI: 10.1111/j.1467-629X.2007.00202.x

  8. Accounting Ratios and the Cross-section of Expected Stock Returns

    Journal of Business Finance & Accounting

    Volume 41, Issue 9-10, November/December 2014, Pages: 1157–1192, Adriana S. Cordis

    Article first published online : 10 NOV 2014, DOI: 10.1111/jbfa.12092

  9. 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

    Article first published online : 24 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01209.x

  10. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00209

  11. The Stock Market Valuation of Research and Development Expenditures

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2431–2456, Louis K. C. Chan, Josef Lakonishok and Theodore Sougiannis

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00411

  12. A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 719–760, SHANE A. CORWIN and PAUL SCHULTZ

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01729.x

  13. When Does Information Asymmetry Affect the Cost of Capital?

    Journal of Accounting Research

    Volume 49, Issue 1, March 2011, Pages: 1–40, CHRISTOPHER S. ARMSTRONG, JOHN E. CORE, DANIEL J. TAYLOR and ROBERT E. VERRECCHIA

    Article first published online : 14 DEC 2010, DOI: 10.1111/j.1475-679X.2010.00391.x

  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

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00656.x

  15. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05233.x

  16. 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

    Article first published online : 15 AUG 2005, DOI: 10.1111/j.1539-6975.2005.00132.x

  17. 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

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00557.x

  18. THE EFFECT OF THE 1986 TAX REFORM ACT ON EX-DIVIDEND DAY RETURN BEHAVIOR

    Journal of Financial Research

    Volume 17, Issue 2, Summer 1994, Pages: 175–186, Ki C. Han

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1994.tb00184.x

  19. Stock Returns, Dividend Yields, and Taxes

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 2029–2057, Andy Naranjo, M. Nimalendran and Mike Ryngaert

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00082

  20. Noisy Prices and Inference Regarding Returns

    The Journal of Finance

    Volume 68, Issue 2, April 2013, Pages: 665–714, ELENA ASPAROUHOVA, HENDRIK BESSEMBINDER and IVALINA KALCHEVA

    Article first published online : 7 MAR 2013, DOI: 10.1111/jofi.12010