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There are 9965 results for: content related to: Default Risk in Equity Returns

  1. 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

  2. Effective derivative hedging and initial public offering long-run performance

    Accounting & Finance

    Volume 54, Issue 4, December 2014, Pages: 1263–1294, Hoa Nguyen and Ming-Hua Liu

    Article first published online : 17 JUL 2013, DOI: 10.1111/acfi.12036

  3. Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK

    Journal of Business Finance & Accounting

    Volume 40, Issue 1-2, January/February 2013, Pages: 172–214, Alan Gregory, Rajesh Tharyan and Angela Christidis

    Article first published online : 25 FEB 2013, DOI: 10.1111/jbfa.12006

  4. 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

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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

  6. Is default risk the hidden factor in momentum returns? Some empirical results

    Accounting & Finance

    Volume 54, Issue 3, September 2014, Pages: 671–698, Isabel Abinzano, Luis Muga and Rafael Santamaria

    Article first published online : 17 MAY 2013, DOI: 10.1111/acfi.12021

  7. Innovations in the Future Money Growth and the Cross-Section of Stock Returns in Korea

    Asia-Pacific Journal of Financial Studies

    Volume 40, Issue 5, October 2011, Pages: 683–709, Hosung Jung and Dongcheol Kim

    Article first published online : 17 OCT 2011, DOI: 10.1111/j.2041-6156.2011.01054.x

  8. Credit Spread Changes and Equity Volatility: Evidence from Daily Data

    Financial Review

    Volume 46, Issue 3, August 2011, Pages: 357–383, Ann Marie Hibbert, Ivelina Pavlova, Joel Barber and Krishnan Dandapani

    Article first published online : 7 JUL 2011, DOI: 10.1111/j.1540-6288.2011.00304.x

  9. A Reexamination of the Tradeoff between the Future Benefit and Riskiness of R&D Increases

    Journal of Accounting Research

    Volume 46, Issue 1, March 2008, Pages: 27–52, ALLAN EBERHART, WILLIAM MAXWELL and AKHTAR SIDDIQUE

    Article first published online : 17 DEC 2007, DOI: 10.1111/j.1475-679X.2007.00264.x

  10. Cross-sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market

    European Financial Management

    Volume 13, Issue 5, November 2007, Pages: 880–907, Andreas Schrimpf, Michael Schröder and Richard Stehle

    Article first published online : 23 OCT 2007, DOI: 10.1111/j.1468-036X.2007.00401.x

  11. 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

  12. Do the Investment and Return-on-Equity Factors Proxy for Economic Risks?

    Financial Management

    Volume 42, Issue 1, Spring 2013, Pages: 183–209, Zijun Wang

    Article first published online : 31 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01212.x

  13. The Pricing of Italian Equity Returns

    Economic Notes

    Volume 29, Issue 2, July 2000, Pages: 153–177, Annalisa Aleati, Pietro Gottardo and Maurizio Murgia

    Article first published online : 2 DEC 2003, DOI: 10.1111/1468-0300.00028

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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

  15. Higher-Order Systematic Comoments and Asset Pricing: New Evidence

    Financial Review

    Volume 44, Issue 3, August 2009, Pages: 345–369, Duong Nguyen and Tribhuvan N. Puri

    Article first published online : 7 JUL 2009, DOI: 10.1111/j.1540-6288.2009.00221.x

  16. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  17. Equilibrium “Anomalies”

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2549–2580, Michael F. Ferguson and Richard L. Shockley

    Article first published online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00615.x

  18. Stock Return Predictability of Residual-Income-Based Valuation: Risk or Mispricing?

    Abacus

    Volume 49, Issue 2, June 2013, Pages: 219–241, Lee-Seok Hwang and Woo-Jong Lee

    Article first published online : 1 APR 2013, DOI: 10.1111/abac.12007

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

    International Review of Finance

    Chi-Hsiou D. Hung, Qiuliang Chen and Victor Fang

    Article first published online : 29 JAN 2015, DOI: 10.1111/irfi.12043

  20. Fear and the Fama-French Factors

    Financial Management

    Volume 40, Issue 2, Summer 2011, Pages: 409–426, Robert B. Durand, Dominic Lim and J. Kenton Zumwalt

    Article first published online : 23 JUN 2011, DOI: 10.1111/j.1755-053X.2011.01147.x