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There are 10152 results for: content related to: Firm Size, Book-to-Market Ratio, and Security Returns: A Holdout Sample of Financial Firms

  1. A Test of the Errors-in-Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2143–2165, John A. Doukas, Chansog (Francis) Kim and Christos Pantzalis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00491

  2. What Drives Firm-Level Stock Returns?

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 233–264, Tuomo Vuolteenaho

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00421

  3. Differences of Opinion and the Cross Section of Stock Returns

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2113–2141, Karl B. Diether, Christopher J. Malloy and Anna Scherbina

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00490

  4. You have free access to this content
    Governance and the Financial Crisis

    International Review of Finance

    Volume 12, Issue 1, March 2012, Pages: 7–38, Renée Birgit Adams

    Version of Record online : 29 DEC 2011, DOI: 10.1111/j.1468-2443.2011.01147.x

  5. Improved Methods for Tests of Long-Run Abnormal Stock Returns

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 165–201, John D. Lyon, Brad M. Barber and Chih-Ling Tsai

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00101

  6. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00411

  7. Bond Market Response to the Collapse of Prominent Investment Banks

    Financial Review

    Volume 48, Issue 4, November 2013, Pages: 645–670, Si Li, Jeff Madura and Nivine Richie

    Version of Record online : 8 OCT 2013, DOI: 10.1111/fire.12019

  8. An Investigation of the Informational Role of Short Interest in the Nasdaq Market

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2263–2287, Hemang Desai, K. Ramesh, S. Ramu Thiagarajan and Bala V. Balachandran

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00495

  9. This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis

    The Journal of Finance

    Volume 67, Issue 6, December 2012, Pages: 2139–2185, RÜDIGER FAHLENBRACH, ROBERT PRILMEIER and RENÉ M. STULZ

    Version of Record online : 19 NOV 2012, DOI: 10.1111/j.1540-6261.2012.01783.x

  10. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00497

  11. Executive Compensation and Corporate Acquisition Decisions

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2299–2336, Sudip Datta, Mai Iskandar-Datta and Kartik Raman

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00406

  12. 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

  13. The Efficacy of a Decision Support System in Enhancing Risk Assessment Performance

    Decision Sciences

    Qian Song, Siew H. Chan and Arnold M. Wright

    Version of Record online : 29 APR 2016, DOI: 10.1111/deci.12225

  14. A Review of IPO Activity, Pricing, and Allocations

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1795–1828, Jay R. Ritter and Ivo Welch

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00478

  15. Market Discounts and Shareholder Gains for Placing Equity Privately

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 459–485, MICHAEL HERTZEL and RICHARD L. SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04723.x

  16. RELATIONSHIPS AND UNDERWRITER SPREADS IN THE EUROBOND FLOATING RATE NOTE MARKET

    Journal of Financial Research

    Volume 29, Issue 2, Summer 2006, Pages: 163–180, Michael G. Kollo and Ian G. Sharpe

    Version of Record online : 27 APR 2006, DOI: 10.1111/j.1475-6803.2006.00172.x

  17. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  18. Interventions for the management of malignant pleural effusions: a network meta-analysis

    Intervention Review

    The Cochrane Library

    Amelia O Clive, Hayley E Jones, Rahul Bhatnagar, Nancy J Preston and Nick Maskell

    Published Online : 8 MAY 2016, DOI: 10.1002/14651858.CD010529.pub2

  19. Do Firms Hedge in Response to Tax Incentives?

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 815–839, John R. Graham and Daniel A. Rogers

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00443

  20. The Really Long-Run Performance of Initial Public Offerings: The Pre-Nasdaq Evidence

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1355–1392, Paul A. Gompers and Josh Lerner

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00570