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There are 17438 results for: content related to: Do the Investment and Return-on-Equity Factors Proxy for Economic Risks?

  1. You have free access to this content
    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

  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

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

  3. Contrarian Investment and Macroeconomic Risk

    Journal of Business Finance & Accounting

    Volume 30, Issue 1-2, January 2003, Pages: 213–256, Alan Gregory, Richard D.F. Harris and Maria Michou

    Article first published online : 1 APR 2003, DOI: 10.1111/1468-5957.00004

  4. 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

  5. APPLICABILITY OF THE FAMA-FRENCH THREE-FACTOR MODEL IN FORECASTING PORTFOLIO RETURNS

    Journal of Financial Research

    Volume 30, Issue 1, Spring 2007, Pages: 111–127, Ou Hu

    Article first published online : 12 FEB 2007, DOI: 10.1111/j.1475-6803.2007.00205.x

  6. 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

  7. Australian evidence on the implementation of the size and value premia

    Accounting & Finance

    Volume 53, Issue 2, June 2013, Pages: 367–391, Paul Docherty, Howard Chan and Steve Easton

    Article first published online : 28 DEC 2011, DOI: 10.1111/j.1467-629X.2011.00464.x

  8. Tangibility and investment irreversibility in asset pricing

    Accounting & Finance

    Volume 50, Issue 4, December 2010, Pages: 809–827, Paul Docherty, Howard Chan and Steve Easton

    Article first published online : 2 NOV 2010, DOI: 10.1111/j.1467-629X.2010.00348.x

  9. Do the Fama–French Factors Proxy for Innovations in Predictive Variables?

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 581–612, RALITSA PETKOVA

    Article first published online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00849.x

  10. Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach

    European Financial Management

    Volume 14, Issue 3, June 2008, Pages: 391–418, Manuel Ammann and Michael Verhofen

    Article first published online : 14 MAR 2007, DOI: 10.1111/j.1468-036X.2007.00359.x

  11. You have free access to this content
    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

  12. INTANGIBLE ASSETS, BOOK-TO-MARKET, AND COMMON STOCK RETURNS

    Journal of Financial Research

    Volume 29, Issue 1, March 2006, Pages: 21–41, James M. Nelson

    Article first published online : 25 JAN 2006, DOI: 10.1111/j.1475-6803.2006.00164.x

  13. 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

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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. Real Options, Volatility, and Stock Returns

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1499–1537, GUSTAVO GRULLON, EVGENY LYANDRES and ALEXEI ZHDANOV

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01754.x

  16. 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

  17. Long Term Performance and Choice of SEO Method by UK Firms

    Journal of Business Finance & Accounting

    Volume 38, Issue 9-10, November/December 2011, Pages: 1262–1289, John Capstaff and Jonathan Fletcher

    Article first published online : 13 DEC 2011, DOI: 10.1111/j.1468-5957.2011.02266.x

  18. 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

  19. Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 43–84, ESTHER EILING

    Article first published online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01794.x

  20. Momentum in Australian style portfolios: risk or inefficiency?

    Accounting & Finance

    Howard Chan and Paul Docherty

    Article first published online : 9 MAR 2015, DOI: 10.1111/acfi.12106