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There are 12130 results for: content related to: The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence

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    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

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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

  3. Fundamentals and Stock Returns in Japan

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1739–1764, LOUIS K. C. CHAN, YASUSHI HAMAO and JOSEF LAKONISHOK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04642.x

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    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

    Article first published online : 13 OCT 2011, DOI: 10.1111/j.1468-036X.2011.00628.x

  5. Another Look at the Cross-section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 185–224, S. P. KOTHARI, JAY SHANKEN and RICHARD G. SLOAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05171.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

  7. The Predictive Ability of Dividend and Earnings Yields for Long-Term Stock Returns

    Financial Review

    Volume 35, Issue 2, May 2000, Pages: 97–124, Chunchi Wu and Xu-Ming Wang

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2000.tb01416.x

  8. THE ROBUSTNESS OF ABNORMAL RETURNS FROM THE EARNINGS YIELD CONTRARIAN INVESTMENT STRATEGY

    Journal of Financial Research

    Volume 24, Issue 3, Fall 2001, Pages: 385–401, S. G. Badrinath and Omesh Kini

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2001.tb00776.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

  10. 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

    Article first published online : 13 APR 2012, DOI: 10.1111/j.1468-5957.2012.02286.x

  11. The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield

    Journal of Business Finance & Accounting

    Volume 31, Issue 9-10, November 2004, Pages: 1355–1387, Ian McManus, Owain Ap Gwilym and Stephen Thomas

    Article first published online : 10 NOV 2004, DOI: 10.1111/j.0306-686X.2004.00577.x

  12. 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

  13. Expected earnings growth and the cost of capital: an analysis of accounting regime change in the European financial market

    Abacus

    Volume 42, Issue 3-4, September 2006, Pages: 388–414, Christina Dargenidou, Stuart McLeay and Ivana Raonic

    Article first published online : 18 OCT 2006, DOI: 10.1111/j.1467-6281.2006.00207.x

  14. Contrarian Investment Strategies in a European Context

    Journal of Business Finance & Accounting

    Volume 24, Issue 9-10, October/December 1997, Pages: 1353–1366, Iwan, Jeroen, Chris Brouwer Van Der Put Veld

    Article first published online : 30 OCT 2003, DOI: 10.1111/1468-5957.t01-1-00167

  15. Glamour and Value Strategies on the Tokyo Stock Exchange

    Journal of Business Finance & Accounting

    Volume 24, Issue 9-10, October/December 1997, Pages: 1291–1310, Jun Cai

    Article first published online : 4 MAR 2003, DOI: 10.1111/1468-5957.00163

  16. Value versus Growth International Real Estate Investment

    Real Estate Economics

    Volume 41, Issue 1, Spring 2013, Pages: 65–101, Kwame Addae-Dapaah, James R. Webb, David Kim Hin Ho and Kim Hiang Liow

    Article first published online : 29 JUL 2012, DOI: 10.1111/j.1540-6229.2012.00335.x

  17. The Level and Persistence of Growth Rates

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 643–684, Louis K. C. Chan, Jason Karceski and Josef Lakonishok

    Article first published online : 21 MAR 2003, DOI: 10.1111/1540-6261.00540

  18. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 1–33, KENT DANIEL and SHERIDAN TITMAN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03806.x

  19. 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

  20. A Closer Look at the Size and Value Premium in Emerging Markets: Evidence from the Kuala Lumpur Stock Exchange

    Asian Economic Journal

    Volume 16, Issue 4, December 2002, Pages: 337–351, Michael E. Drew and Madhu Veeraraghavan

    Article first published online : 4 FEB 2003, DOI: 10.1111/1467-8381.00156