Search Results

There are 45275 results for: content related to: Higher-Order Systematic Comoments and Asset Pricing: New Evidence

  1. 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

    Version of Record online : 13 OCT 2011, DOI: 10.1111/j.1468-036X.2011.00628.x

  2. 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

    Version of Record online : 17 OCT 2011, DOI: 10.1111/j.2041-6156.2011.01054.x

  3. UK Evidence on the Characteristics versus Covariance Debate

    European Financial Management

    Volume 13, Issue 4, September 2007, Pages: 742–756, Edward Lee, Weimin Liu and Norman Strong

    Version of Record online : 13 AUG 2007, DOI: 10.1111/j.1468-036X.2007.00381.x

  4. Portfolio Overlapping Bias in Tests of the Fama–French Three-Factor Model

    European Financial Management

    Martin Wallmeier and Kathrin Tauscher

    Version of Record online : 13 AUG 2015, DOI: 10.1111/eufm.12064

  5. 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

    Version of Record online : 25 FEB 2013, DOI: 10.1111/jbfa.12006

  6. Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 743–766, Kent Daniel, Sheridan Titman and K.C. John Wei

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00344

  7. 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

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03806.x

  8. You have free access to this content
    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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05169.x

  9. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05202.x

  10. Equilibrium “Anomalies”

    The Journal of Finance

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

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00615.x

  11. You have free access to this content
    Default Risk in Equity Returns

    The Journal of Finance

    Volume 59, Issue 2, April 2004, Pages: 831–868, Maria Vassalou and Yuhang Xing

    Version of Record online : 25 MAR 2004, DOI: 10.1111/j.1540-6261.2004.00650.x

  12. 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

    Version of Record online : 1 APR 2013, DOI: 10.1111/abac.12007

  13. 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

    Version of Record online : 23 JUN 2011, DOI: 10.1111/j.1755-053X.2011.01147.x

  14. You have free access to this content
    On the Use of Multifactor Models to Evaluate Mutual Fund Performance

    Financial Management

    Volume 38, Issue 1, Spring 2009, Pages: 75–102, Joop Huij and Marno Verbeek

    Version of Record online : 28 APR 2009, DOI: 10.1111/j.1755-053X.2009.01029.x

  15. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  16. Multifactor Models and their Consistency with the ICAPM: Evidence from the European Stock Market

    European Financial Management

    Volume 21, Issue 5, November 2015, Pages: 1014–1052, Fabian T. Lutzenberger

    Version of Record online : 12 AUG 2014, DOI: 10.1111/eufm.12050

  17. Industry Cost of Equity Capital: UK Evidence

    Journal of Business Finance & Accounting

    Volume 36, Issue 5-6, June/July 2009, Pages: 679–704, Alan Gregory and Maria Michou

    Version of Record online : 4 JUN 2009, DOI: 10.1111/j.1468-5957.2009.02135.x

  18. You have free access to this content
    On Persistence in Mutual Fund Performance

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 57–82, Mark M. Carhart

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03808.x

  19. 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

    Version of Record online : 13 APR 2012, DOI: 10.1111/j.1468-5957.2012.02286.x

  20. 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

    Version of Record online : 31 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01212.x