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There are 13572 results for: content related to: Higher-Order Systematic Comoments and Asset Pricing: New Evidence

  1. 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

  2. The Correlation Structure of Unexpected Returns in U.S. Equities

    Financial Review

    Volume 44, Issue 2, May 2009, Pages: 263–290, R. Brian Balyeat and Jayaram Muthuswamy

    Article first published online : 21 APR 2009, DOI: 10.1111/j.1540-6288.2009.00218.x

  3. Can Asset Pricing Models Price Idiosyncratic Risk in U.K. Stock Returns?

    Financial Review

    Volume 42, Issue 4, November 2007, Pages: 507–535, Jonathan Fletcher

    Article first published online : 16 NOV 2007, DOI: 10.1111/j.1540-6288.2007.00181.x

  4. Price Momentum and Idiosyncratic Volatility

    Financial Review

    Volume 43, Issue 2, May 2008, Pages: 159–190, Matteo P. Arena, K. Stephen Haggard and Xuemin (Sterling) Yan

    Article first published online : 31 MAR 2008, DOI: 10.1111/j.1540-6288.2008.00190.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

  6. Volatility Risk Premium, Risk Aversion, and the Cross-Section of Stock Returns

    Financial Review

    Volume 45, Issue 4, November 2010, Pages: 1079–1100, Peter Nyberg and Anders Wilhelmsson

    Article first published online : 11 OCT 2010, DOI: 10.1111/j.1540-6288.2010.00286.x

  7. The Corporate Governance Premium, Returns, and Mutual Funds

    Financial Review

    Volume 47, Issue 2, May 2012, Pages: 299–326, Julia Chou and William G. Hardin III

    Article first published online : 9 APR 2012, DOI: 10.1111/j.1540-6288.2012.00330.x

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    The Cross-Section of Volatility and Expected Returns

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 259–299, ANDREW ANG, ROBERT J. HODRICK, YUHANG XING and XIAOYAN ZHANG

    Article first published online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00836.x

  9. IPO Pricing, Block Sales, and Long-Term Performance

    Financial Review

    Volume 42, Issue 3, August 2007, Pages: 319–348, Kuntara Pukthuanthong-Le and Nikhil Varaiya

    Article first published online : 30 AUG 2007, DOI: 10.1111/j.1540-6288.2007.00174.x

  10. Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective

    Financial Review

    Volume 44, Issue 2, May 2009, Pages: 213–237, Darren D. Lee and Robert W. Faff

    Article first published online : 21 APR 2009, DOI: 10.1111/j.1540-6288.2009.00216.x

  11. Are Short Sellers Informed? Evidence from REITs

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 145–170, Dan W. French, Andrew A. Lynch and Xuemin (Sterling) Yan

    Article first published online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00324.x

  12. Retail Investor Sentiment and Return Comovements

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2451–2486, ALOK KUMAR and CHARLES M.C. LEE

    Article first published online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01063.x

  13. Tactical Industry Allocation and Model Uncertainty

    Financial Review

    Volume 43, Issue 2, May 2008, Pages: 273–302, Manuel Ammann and Michael Verhofen

    Article first published online : 31 MAR 2008, DOI: 10.1111/j.1540-6288.2008.00194.x

  14. An Analysis of Individual NYSE Specialist Portfolios and Execution Quality

    Financial Review

    Volume 44, Issue 3, August 2009, Pages: 311–344, Jerry W. Liu

    Article first published online : 7 JUL 2009, DOI: 10.1111/j.1540-6288.2009.00220.x

  15. The Diversification Effects of Initial Public Offerings

    Journal of Business Finance & Accounting

    Volume 37, Issue 1-2, January/March 2010, Pages: 171–205, Hsuan-Chi Chen, Keng-Yu Ho, Yu-Jen Hsiao and Cheng-Huan Wu

    Article first published online : 23 NOV 2009, DOI: 10.1111/j.1468-5957.2009.02177.x

  16. Oil Risk Exposure: The Case of the U.S. Oil and Gas Sector

    Financial Review

    Volume 46, Issue 1, February 2011, Pages: 165–191, Sunil K. Mohanty and Mohan Nandha

    Article first published online : 7 JAN 2011, DOI: 10.1111/j.1540-6288.2010.00295.x

  17. Empirical Evidence of the Existence of Investable Premiums in Emerging Market Investable Stocks

    Financial Review

    Volume 45, Issue 4, November 2010, Pages: 1025–1051, Eric C. Girard

    Article first published online : 11 OCT 2010, DOI: 10.1111/j.1540-6288.2010.00284.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

  19. Do Socially Responsible Index Investors Incur an Opportunity Cost?

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 617–630, Ben Branch and Li Cai

    Article first published online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00342.x

  20. 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

    Article first published online : 13 AUG 2007, DOI: 10.1111/j.1468-036X.2007.00381.x