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There are 30949 results for: content related to: Size and Book-to-Market Factors in Earnings and Returns

  1. You have free access to this content
    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

  2. 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

  3. You have free access to this content
    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. Book-to-Market Equity, Distress Risk, and Stock Returns

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2317–2336, John M. Griffin and Michael L. Lemmon

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00497

  5. The Value Spread

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 609–641, Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho

    Article first published online : 21 MAR 2003, DOI: 10.1111/1540-6261.00539

  6. How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings

    Oxford Bulletin of Economics and Statistics

    Volume 76, Issue 2, April 2014, Pages: 257–278, Carmine Trecroci

    Article first published online : 21 JAN 2013, DOI: 10.1111/obes.12018

  7. 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

  8. Can Operating Leverage Be the Cause of the Value Premium?

    Financial Management

    Volume 39, Issue 3, Autumn 2010, Pages: 1127–1154, Luis García-Feijóo and Randy D. Jorgensen

    Article first published online : 16 SEP 2010, DOI: 10.1111/j.1755-053X.2010.01106.x

  9. Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 111–135, ERIC G. FALKENSTEIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05204.x

  10. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  11. Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement

    Journal of Business Finance & Accounting

    Volume 40, Issue 7-8, September/October 2013, Pages: 991–1008, Shih-Cheng Lee, Chien-Ting Lin and Min-Teh Yu

    Article first published online : 5 JUN 2013, DOI: 10.1111/jbfa.12029

  12. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  13. 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

  14. Expectations and the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1715–1742, RAFAEL LA PORTA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05223.x

  15. Pricing Derivatives on Financial Securities Subject to Credit Risk

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 53–85, ROBERT A. JARROW and STUART M. TURNBULL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05167.x

  16. Do Industries Explain Momentum?

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1249–1290, Tobias J. Moskowitz and Mark Grinblatt

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00146

  17. Taxes, Financing Decisions, and Firm Value

    The Journal of Finance

    Volume 53, Issue 3, June 1998, Pages: 819–843, Eugene F. Fama and Kenneth R. French

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00036

  18. You have free access to this content
    Investor Sentiment and the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 61, Issue 4, August 2006, Pages: 1645–1680, MALCOLM BAKER and JEFFREY WURGLER

    Article first published online : 3 AUG 2006, DOI: 10.1111/j.1540-6261.2006.00885.x

  19. Judging Fund Managers by the Company They Keep

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1057–1096, RANDOLPH B. COHEN, JOSHUA D. COVAL and ĽUBOŠ PÁSTOR

    Article first published online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00756.x

  20. 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