SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Scott Cederburg, Michael S. O’Doherty, Asset-pricing anomalies at the firm level, Journal of Econometrics, 2014,

    CrossRef

  2. 2
    Michael Sinkey, Trevon Logan, Does the Hot Hand Drive the Market? Evidence from College Football Betting Markets, Eastern Economic Journal, 2014, 40, 4, 583

    CrossRef

  3. 3
    Jiali Fang, Ben Jacobsen, Yafeng Qin, Predictability of the simple technical trading rules: An out-of-sample test, Review of Financial Economics, 2014, 23, 1, 30

    CrossRef

  4. 4
    M. Shahid Ebrahim, Sourafel Girma, M. Eskandar Shah, Jonathan Williams, Rationalizing the value premium in emerging markets, Journal of International Financial Markets, Institutions and Money, 2014, 29, 51

    CrossRef

  5. 5
    Daniel Giamouridis, Chris Montagu, The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager's Perspective, European Financial Management, 2014, 20, 1
  6. 6
    Bob Li, Yee Ling Boo, Mong Shan Ee, Cindy Chen, A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market, International Review of Financial Analysis, 2013, 28, 174

    CrossRef

  7. 7
    Chikashi Tsuji, Positive return premia in Japan, Quantitative Finance, 2012, 12, 3, 345

    CrossRef

  8. 8
    Bob Li, Yee Ling Boo, Multidisciplinary Computational Intelligence Techniques, 2012,

    CrossRef

  9. 9
    Yuliang Wu, Youwei Li, Long-term return reversals—Value and growth or tax? UK evidence, Journal of International Financial Markets, Institutions and Money, 2011, 21, 3, 347

    CrossRef

  10. 10
    Oumar Sy, Ashraf Al Zaman, Resolving the Presidential Puzzle, Financial Management, 2011, 40, 2
  11. 11
    I-Hsiang Huang, The cyclical behavior of the risk of value strategy: Evidence from Taiwan, Pacific-Basin Finance Journal, 2011, 19, 4, 404

    CrossRef

  12. 12
    Mattias Hamberg, Jiri Novak, Accounting Conservatism and Transitory Earnings in Value and Growth Strategies, Journal of Business Finance & Accounting, 2010, 37, 5-6
  13. 13
    S. Chava, A. Purnanandam, Is Default Risk Negatively Related to Stock Returns?, Review of Financial Studies, 2010, 23, 6, 2523

    CrossRef

  14. 14
    Gishan Dissanaike, Kim-Hwa Lim, The Sophisticated and the Simple: the Profitability of Contrarian Strategies, European Financial Management, 2010, 16, 2
  15. 15
    Manapon Limkriangkrai, Robert B. Durand, Iain Watson, A robustness test of asset-pricing models using individual security returns, Applied Economics Letters, 2009, 16, 6, 629

    CrossRef

  16. 16
    D.-H. Ahn, J. Conrad, R. F. Dittmar, Basis Assets, Review of Financial Studies, 2009, 22, 12, 5133

    CrossRef

  17. 17
    Wayne E. Ferson, Sergei Sarkissian, Timothy Simin, Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression, Journal of Financial and Quantitative Analysis, 2008, 43, 02, 331

    CrossRef

  18. 18
    W. Liu, N. Strong, Biases in Decomposing Holding-Period Portfolio Returns, Review of Financial Studies, 2007, 21, 5, 2243

    CrossRef

  19. 19
    Daniel R. Smith, Conditional coskewness and asset pricing, Journal of Empirical Finance, 2007, 14, 1, 91

    CrossRef

  20. 20
    THOMAS J. GEORGE, CHUAN-YANG HWANG, Long-Term Return Reversals: Overreaction or Taxes?, The Journal of Finance, 2007, 62, 6
  21. 21
    Chikashi Tsuji, What macro-innovation risks really are priced in Japan?, Applied Financial Economics, 2007, 17, 13, 1085

    CrossRef

  22. 22
    Wayne E. Ferson, Note from the Editor, Wayne E. Ferson on Shanken, Jay and Mark I. Weinstein, Economic Forces and the Stock Market Revisited, Journal of Empirical Finance 13, Issue 2, 2006, 129–144, Journal of Empirical Finance, 2006, 13, 3, 389

    CrossRef

  23. 23
    Jan Ising, Dirk Schiereck, Marc W. Simpson, Thomas W. Thomas, Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market, The Quarterly Review of Economics and Finance, 2006, 46, 4, 598

    CrossRef

  24. 24
    Richard S. Grossman, Stephen H. Shore, The Cross Section of Stock Returns before World War I, Journal of Financial and Quantitative Analysis, 2006, 41, 02, 271

    CrossRef

  25. 25
    Hui Guo, Time-varying risk premia and the cross section of stock returns, Journal of Banking & Finance, 2006, 30, 7, 2087

    CrossRef

  26. 26
    Michael Cooper, Roberto C. Gutierrez, Jr., Bill Marcum, On the Predictability of Stock Returns in Real Time, The Journal of Business, 2005, 78, 2, 469

    CrossRef