SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Bruno R. Arthur, Ani L. Katchova, Accrual Anomaly for Agribusiness Stocks, Agribusiness, 2015, 31, 1
  2. 2
    John B. Guerard, Harry Markowitz, GanLin Xu, Earnings forecasting in a global stock selection model and efficient portfolio construction and management, International Journal of Forecasting, 2015,

    CrossRef

  3. 3
    Hui Xia, Xinyu Min, Shijie Deng, Effectiveness of earnings forecasts in efficient global portfolio construction, International Journal of Forecasting, 2015,

    CrossRef

  4. 4
    Dylan G. Rassier, Dietrich Earnhart, Effects of environmental regulation on actual and expected profitability, Ecological Economics, 2015, 112, 129

    CrossRef

  5. 5
    Sudipta Das, Empirical evidence of conditional asset pricing in the Indian stock market, Economic Systems, 2015,

    CrossRef

  6. 6
    Shuhei Nakano, Yoshito Hirata, Koji Iwayama, Kazuyuki Aihara, Intra-day response of foreign exchange markets after the Tohoku-Oki earthquake, Physica A: Statistical Mechanics and its Applications, 2015, 419, 203

    CrossRef

  7. 7
    Sainan Jin, Liangjun Su, Yonghui Zhang, Nonparametric testing for anomaly effects in empirical asset pricing models, Empirical Economics, 2015, 48, 1, 9

    CrossRef

  8. 8
    Ansley Chua, R. Jared DeLisle, Sze-Shiang Feng, Bong Soo Lee, Price-to-Earnings Ratios and Option Prices, Journal of Futures Markets, 2015, 35, 3
  9. 9
    Vitor Leone, Otavio Ribeiro de Medeiros, Signalling the Dotcom bubble: A multiple changes in persistence approach, The Quarterly Review of Economics and Finance, 2015, 55, 77

    CrossRef

  10. 10
    Dolf Diemont, Kyle Moore, Aloy Soppe, The Downside of Being Responsible: Corporate Social Responsibility and Tail Risk, Journal of Business Ethics, 2015,

    CrossRef

  11. 11
    Robert Houmes, Inga Chira, The effect of ownership structure on the price earnings ratio — returns anomaly, International Review of Financial Analysis, 2015, 37, 140

    CrossRef

  12. 12
    Vincent Y. S. Chen, Samuel L. Tiras, ‘Other information’ as an explanatory factor for the opposite market reactions to earnings surprises, Review of Quantitative Finance and Accounting, 2014,

    CrossRef

  13. 13
    Wei-Kang Wang, Wen-Min Lu, Pei-Yi Liu, A fuzzy multi-objective two-stage DEA model for evaluating the performance of US bank holding companies, Expert Systems with Applications, 2014, 41, 9, 4290

    CrossRef

  14. 14
    Stephen H. Penman, Julie Lei Zhu, Accounting Anomalies, Risk, and Return, The Accounting Review, 2014, 89, 5, 1835

    CrossRef

  15. 15
    Ming-Yuan (Leon) Li, Jyong-Sian Wu, Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach, Journal of Behavioral Finance, 2014, 15, 3, 175

    CrossRef

  16. 16
    Petros Messis, Achilleas Zapranis, Asset pricing with time-varying betas for stocks traded on S&P 500, Applied Economics, 2014, 46, 36, 4508

    CrossRef

  17. 17
    Robert D. Arnott, Jason C. Hsu, Jun Liu, Harry Markowitz, Can Noise Create the Size and Value Effects?, Management Science, 2014, 141223041315002

    CrossRef

  18. 18
    Ginanjar Dewandaru, Rumi Masih, Obiyathulla Ismath Bacha, A. Mansur. M. Masih, Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model, Pacific-Basin Finance Journal, 2014,

    CrossRef

  19. 19
    Edward N.W Aw, Christopher R Dornick, John Q Jiang, Combining Quantitative and Fundamental Analysis:A Quant-amental Approach, The Journal of Investing, 2014, 23, 2, 28

    CrossRef

  20. 20
    Judson A. Caskey, Kyle Peterson, Conservatism measures that control for the effects of economic rents on stock returns, Review of Quantitative Finance and Accounting, 2014, 42, 4, 731

    CrossRef

  21. 21
    Emilios C. Galariotis, Contrarian and momentum trading: a review of the literature, Review of Behavioural Finance, 2014, 6, 1, 63

    CrossRef

  22. 22
    Yong-Chul Shin, Kun Yu, Do investors misprice components of net periodic pension cost?, Accounting & Finance, 2014, 54, 4
  23. 23
    Vichet Sum, Dynamic effect of Tobin's Q on price-to-earnings ratio, Managerial Finance, 2014, 40, 6, 634

    CrossRef

  24. 24
    Jaspal Singh, Kiranpreet Kaur, Examining the relevance of Graham's criteria in Indian stock market, Journal of Advances in Management Research, 2014, 11, 3, 273

    CrossRef

  25. 25
    Lin Huang, Jia Wu, Rui Zhang, Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model, Emerging Markets Review, 2014, 21, 96

    CrossRef

  26. 26
    Yigit Bora Senyigit, Yusuf Ag, Explaining the Cross Section of Stock Returns: A Comparative Study of the United States and Turkey, Procedia - Social and Behavioral Sciences, 2014, 109, 327

    CrossRef

  27. 27
    Petros Messis, Achilleas Zapranis, Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets, Journal of Behavioral and Experimental Finance, 2014, 4, 1

    CrossRef

  28. 28
    Charles M.C. Lee, Performance measurement: an investor's perspective, Accounting and Business Research, 2014, 44, 4, 383

    CrossRef

  29. 29
    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

  30. 30
    Kotaro Miwa, Kazuhiro Ueda, Slow price reactions to analysts’ recommendation revisions, Quantitative Finance, 2014, 14, 6, 993

    CrossRef

  31. 31
    Christoph Schwarzbach, Frederik Kunze, Norman Rudschuck, Torsten Windels, Stock investments for German life insurers in the current low interest environment: more homework to do, Zeitschrift für die gesamte Versicherungswissenschaft, 2014, 103, 1, 45

    CrossRef

  32. 32
    Patricia M. Dechow, Richard G. Sloan, Jenny Zha, Stock Prices and Earnings: A History of Research, Annual Review of Financial Economics, 2014, 6, 1, 343

    CrossRef

  33. 33
    Frank Schuhmacher, Benjamin R. Auer, Sufficient conditions under which SSD- and MR-efficient sets are identical, European Journal of Operational Research, 2014, 239, 3, 756

    CrossRef

  34. 34
    Wan-Ting Wu, The forward E/P ratio and earnings growth, Advances in Accounting, 2014, 30, 1, 128

    CrossRef

  35. 35
    Professor Helen Walker, Professor Stefan Seur, L. Dam, B.N. Petkova, The impact of environmental supply chain sustainability programs on shareholder wealth, International Journal of Operations & Production Management, 2014, 34, 5, 586

    CrossRef

  36. 36
    Tsung-wu Ho, Shu-Hwa Chang, The pricing of liquidity risk on the Shanghai stock market, International Review of Economics & Finance, 2014,

    CrossRef

  37. 37
    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
  38. 38
    Charles M. C. Lee, Value Investing: Bridging Theory and Practice, China Accounting and Finance Review, 2014, 16, 2

    CrossRef

  39. 39
    Dar-Hsin Chen, Chun-Da Chen, Su-Chen Wu, VaR and the cross-section of expected stock returns: an emerging market evidence, Journal of Business Economics and Management, 2014, 15, 3, 441

    CrossRef

  40. 40
    Dimitrios Kyriazis, Chris Christou, A Re-examination of the Performance of Value Strategies in the Athens Stock Exchange, International Advances in Economic Research, 2013, 19, 2, 131

    CrossRef

  41. 41
    Antonina Waszczuk, A risk-based explanation of return patterns—Evidence from the Polish stock market, Emerging Markets Review, 2013, 15, 186

    CrossRef

  42. 42
    Robert Houmes, Maggie Foley, Richard J. Cebula, Audit quality and overvalued equity, Accounting Research Journal, 2013, 26, 1, 56

    CrossRef

  43. 43
    Xiao-Jun Zhang, Book-to-Market Ratio and Skewness of Stock Returns, The Accounting Review, 2013, 88, 6, 2213

    CrossRef

  44. 44
    Saumya Ranjan Dash, Jitendra Mahakud, Conditional multifactor asset pricing model and market anomalies, Journal of Indian Business Research, 2013, 5, 4, 271

    CrossRef

  45. 45
    Jesse Blocher, Adam V. Reed, Edward D. Van Wesep, Connecting two markets: An equilibrium framework for shorts, longs, and stock loans, Journal of Financial Economics, 2013, 108, 2, 302

    CrossRef

  46. 46
    Georgios Papanastasopoulos, Dimitrios Thomakos, Tao Wang, Corporate financing activities, fundamentals to price ratios and the cross section of stock returns, Journal of Economic Studies, 2013, 40, 4, 493

    CrossRef

  47. 47
    Claude Bergeron, Dividend growth, stock valuation, and long-run risk, Journal of Economics and Finance, 2013, 37, 4, 547

    CrossRef

  48. 48
    Michael Clemens, Dividend investing performance and explanations: a practitioner perspective, International Journal of Managerial Finance, 2013, 9, 3, 185

    CrossRef

  49. 49
    Claude Bergeron, Dividend sensitivity to economic factors, stock valuation, and long-run risk, Finance Research Letters, 2013, 10, 4, 184

    CrossRef

  50. 50
    Ya-Chun Gao, Shi-Min Cai, Linyuan Lü, Bing-Hong Wang, Evolutionary model on market ecology of investors and investments, Physica A: Statistical Mechanics and its Applications, 2013, 392, 16, 3385

    CrossRef

  51. 51
    L. Kogan, D. Papanikolaou, Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks, Review of Financial Studies, 2013, 26, 11, 2718

    CrossRef

  52. 52
    David DeBoeuf, Hongbok Lee, Alex Stanley, Improved alternatives to price multiple and earnings growth ratios used by bottom-up investors, Applied Financial Economics, 2013, 23, 22, 1745

    CrossRef

  53. 53
    Yevgenia Apartsin, Yafit Maymon, Yuval Cohen, Gonen Singer, Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets, Global Finance Journal, 2013, 24, 2, 114

    CrossRef

  54. 54
    Nikhil Rastogi, V.N. Reddy, Kiran Kumar Kotha, Order imbalance and returns: evidence from India, International Journal of Managerial Finance, 2013, 9, 2, 92

    CrossRef

  55. 55
    Jing-Zhi Huang, Zhijian Huang, Real-Time Profitability of Published Anomalies: An Out-of-Sample Test, Quarterly Journal of Finance, 2013, 03, 03n04, 1350016

    CrossRef

  56. 56
    Stephen Penman, Francesco Reggiani, Returns to buying earnings and book value: accounting for growth and risk, Review of Accounting Studies, 2013, 18, 4, 1021

    CrossRef

  57. 57
    Aníbal Báez-Díaz, Pervaiz Alam, Tax conformity of earnings and the pricing of accruals, Review of Quantitative Finance and Accounting, 2013, 40, 3, 509

    CrossRef

  58. 58
    DAN S. DHALIWAL, STEVEN E. KAPLAN, RICK C. LAUX, ERIC WEISBROD, The Information Content of Tax Expense for Firms Reporting Losses, Journal of Accounting Research, 2013, 51, 1
  59. 59
    Stephen Makar, Li Wang, Pervaiz Alam, The mixed attribute model in SFAS 133 cash flow hedge accounting: implications for market pricing, Review of Accounting Studies, 2013, 18, 1, 66

    CrossRef

  60. 60
    Jeremiah Green, John R. M. Hand, X. Frank Zhang, The supraview of return predictive signals, Review of Accounting Studies, 2013, 18, 3, 692

    CrossRef

  61. 61
    C.S. Agnes Cheng, Bong-Soo Lee, Simon Yang, The value relevance of earnings levels in the return-earnings relation, International Journal of Accounting & Information Management, 2013, 21, 4, 260

    CrossRef

  62. 62
    Kwame Addae-Dapaah, James R. Webb, David Kim Hin Ho, Kim Hiang Liow, Value versus Growth International Real Estate Investment, Real Estate Economics, 2013, 41, 1
  63. 63
    John L. Teall, Financial Trading and Investing, 2013,

    CrossRef

  64. 64
    Steven Toms, Accounting-based Risk Measurement: An Alternative to Capital Asset Pricing Model Derived Discount Factors, Australian Accounting Review, 2012, 22, 4
  65. 65
    Timo H. Leivo, Combining value and momentum indicators in varying stock market conditions, Review of Accounting and Finance, 2012, 11, 4, 400

    CrossRef

  66. 66
    Bruce Vanstone, Gavin Finnie, Tobias Hahn, Creating trading systems with fundamental variables and neural networks: The Aby case study, Mathematics and Computers in Simulation, 2012, 86, 78

    CrossRef

  67. 67
    Eero Pätäri, Timo Leivo, Samuli Honkapuro, Enhancement of equity portfolio performance using data envelopment analysis, European Journal of Operational Research, 2012, 220, 3, 786

    CrossRef

  68. 68
    Gikas Hardouvelis, Georgios Papanastasopoulos, Dimitrios Thomakos, Tao Wang, External Financing, Growth and Stock Returns, European Financial Management, 2012, 18, 5
  69. 69
    Ming-Chi Chen, Chin-Yu Wang, So-De Shyu, Liquidity and the Future Stock Returns of the REIT Industry, The Journal of Real Estate Finance and Economics, 2012, 45, 3, 588

    CrossRef

  70. 70
    Seong-Soon Cho, Jung-Soon Shin, Jinho Byun, The Value of a Two-Dimensional Value Investment Strategy: Evidence from the Korean Stock Market, Emerging Markets Finance and Trade, 2012, 48, s2, 58

    CrossRef

  71. 71
    Gregor Elze, Value investor anomaly: return enhancement by portfolio replication—an empiric portfolio strategy analysis, Central European Journal of Operations Research, 2012, 20, 4, 633

    CrossRef

  72. 72
    William Coffie, Osita Chukwulobelu, Finance and Development in Africa, 2012,

    CrossRef

  73. 73
    Jean L. Heck, Jeff Donaldson, Donald Flagg, J. Hunter Orr, Selecting stocks and building portfolios: a sorting exercise, Managerial Finance, 2011, 37, 7, 636

    CrossRef

  74. 74
    Sanjay Sehgal, Sakshi Jain, Short-term momentum patterns in stock and sectoral returns: evidence from India, Journal of Advances in Management Research, 2011, 8, 1, 99

    CrossRef

  75. 75
    S. Kheradyar, I. Ibrahim, F. Mat Nor, Stock Return Predictability with Financial Ratios, International Journal of Trade, Economics and Finance, 2011, 391

    CrossRef

  76. 76
    Kai-Magnus Schulte, Tobias Dechant, Wolfgang Schaefers, Systematic risk factors in European real estate equities, Journal of European Real Estate Research, 2011, 4, 3, 185

    CrossRef

  77. 77
    Eero J. Pätäri, Timo H. Leivo, J.V. Samuli Honkapuro, Enhancement of value portfolio performance using data envelopment analysis, Studies in Economics and Finance, 2010, 27, 3, 223

    CrossRef

  78. 78
    Ravi Jagannathan, Georgios Skoulakis, Zhenyu Wang, Handbook of Financial Econometrics: Applications, 2010,

    CrossRef

  79. 79
    Mei-Ling Chen, Fu-Lai Lin, Mei-Chin Hung, Kai-Li Wang, Investment Preference and Strategies of Foreign Institutional Investors Across Different Industries in Taiwan, Review of Pacific Basin Financial Markets and Policies, 2009, 12, 04, 675

    CrossRef

  80. 80
    Kenneth Leong, Marco Pagani, Janis K. Zaima, Portfolio strategies using EVA, earnings ratio or book-to-market, Review of Accounting and Finance, 2009, 8, 1, 76

    CrossRef

  81. 81
    Pradosh Simlai, Stock returns, size, and book-to-market equity, Studies in Economics and Finance, 2009, 26, 3, 198

    CrossRef

  82. 82
    Don U.A. Galagedera, Michael E. Drew, Madhu Veeraraghavan, Min Ye, Do momentum strategies work? Australian evidence, Managerial Finance, 2007, 33, 10, 772

    CrossRef

  83. 83
    Le (Emily) Xu, IsV/Pa distinct anomaly?, Review of Accounting and Finance, 2007, 6, 4, 404

    CrossRef

  84. 84
    Ron Bird, Lorenzo Casavecchia, Value enhancement using momentum indicators: the European experience, International Journal of Managerial Finance, 2007, 3, 3, 229

    CrossRef

  85. 85
    S.P. Kothari, Jerold B. Warner, Handbook of Empirical Corporate Finance, 2007,

    CrossRef

  86. 86
    Sophie Nivoix, The Economic Relations Between Asia and Europe, 2007,

    CrossRef

  87. 87
    Kenneth A. Merchant, Measuring general managers' performances, Accounting, Auditing & Accountability Journal, 2006, 19, 6, 893

    CrossRef

  88. 88
    Kathryn A. Wilkens, Jean L. Heck, Steven J. Cochran, The effects of mean reversion on alternative investment strategies, Managerial Finance, 2006, 32, 1, 14

    CrossRef

  89. 89
    Cash Return on Capital Invested, 2006,

    CrossRef

  90. 90
    Asma Mobarek, A. Sabur Mollah, The General Determinants of Share Returns: An Empirical Investigation on the Dhaka Stock Exchange, Review of Pacific Basin Financial Markets and Policies, 2005, 08, 04, 593

    CrossRef

  91. 91
    Manolis G. Kavussanos, Stelios N. Marcoulis, 4. CROSS-INDUSTRY COMPARISONS OF THE BEHAVIOUR OF STOCK RETURNS IN SHIPPING, TRANSPORTATION AND OTHER INDUSTRIES, Research in Transportation Economics, 2004, 12, 107

    CrossRef

  92. 92
    Tony Kang, Quality of earnings inferred from the profitability of EP trading rules, Managerial Finance, 2004, 30, 11, 30

    CrossRef

  93. 93
    Manuel García-Ayuso, Factors explaining the inefficient valuation of intangibles, Accounting, Auditing & Accountability Journal, 2003, 16, 1, 57

    CrossRef

  94. 94
    G. William Schwert, Financial Markets and Asset Pricing, 2003,

    CrossRef

  95. 95
    Ben Amoako-Adu, Brian Smith, Analysis of P/E ratios and interest rates, Managerial Finance, 2002, 28, 4, 48

    CrossRef

  96. 96
    Begoña Giner Inchausti, Carmelo Reverte Maya, Miguel Arce Gisbert, El Papel del Análisis Fundamental en la Investigación del Mercado de Capitales: Análisis Crítico de su Evolución, Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad, 2002, 31, 114, 1111

    CrossRef

  97. 97
    Albert Corhay, Stanley Teo, Alireza Tourani Rad, The long run performance of Malaysian initial public offerings (IPO): value and growth effects, Managerial Finance, 2002, 28, 2, 52

    CrossRef

  98. 98
    Manuel García-Ayuso Covarsí, Juan Antonio Rueda Torres, Determinantes Fundamentales del Ratio Per: Análisis Teórico y Evidencia Empírica, Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad, 2001, 30, 107, 129

    CrossRef

  99. 99
    S. G. Badrinath, Omesh Kini, THE ROBUSTNESS OF ABNORMAL RETURNS FROM THE EARNINGS YIELD CONTRARIAN INVESTMENT STRATEGY, Journal of Financial Research, 2001, 24, 3
  100. 100
    Parvez Ahmed, Kristine Beck, Elizabeth Goldreyer, Can moving average technical trading strategies help in volatile and declining markets? a study of some emerging Asian markets, Managerial Finance, 2000, 26, 6, 49

    CrossRef

  101. 101
    Atul Sheel, Nattika Wattanasuttiwong, The Relevance of Financial Leverage for Equity Returns of Restaurant Firms—An Empirical Examination, The Journal of Hospitality Financial Management, 1998, 6, 1, 21

    CrossRef

  102. 102
    RAFAEL LA PORTA, JOSEF LAKONISHOK, ANDREI SHLEIFER, ROBERT VISHNY, Good News for Value Stocks: Further Evidence on Market Efficiency, The Journal of Finance, 1997, 52, 2
  103. 103
    TIM LOUGHRAN, JAY R. RITTER, Long-Term Market Overreaction: The Effect of Low-Priced Stocks, The Journal of Finance, 1996, 51, 5
  104. 104
    S. P. KOTHARI, JAY SHANKEN, RICHARD G. SLOAN, Another Look at the Cross-section of Expected Stock Returns, The Journal of Finance, 1995, 50, 1
  105. 105
    Werner F.M. De Bondt, Richard H. Thaler, Finance, 1995,

    CrossRef

  106. 106
    Gabriel Hawawini, Donald B. Keim, Finance, 1995,

    CrossRef

  107. You have free access to this content107
    JOSEF LAKONISHOK, ANDREI SHLEIFER, ROBERT W. VISHNY, Contrarian Investment, Extrapolation, and Risk, The Journal of Finance, 1994, 49, 5
  108. 108
    JAMES L. DAVIS, The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence, The Journal of Finance, 1994, 49, 5
  109. 109
    Robert W. Kolb, Theory Succession, the CAPM, and the APT, Managerial Finance, 1993, 19, 3/4, 1

    CrossRef

  110. You have free access to this content110
    EUGENE F. FAMA, Efficient Capital Markets: II, The Journal of Finance, 1991, 46, 5
  111. 111
    LOUIS K. C. CHAN, YASUSHI HAMAO, JOSEF LAKONISHOK, Fundamentals and Stock Returns in Japan, The Journal of Finance, 1991, 46, 5
  112. 112
    Wallace N. Davidson, Dipa Dutia, A NOTE ON THE BEHAVIOR OF SECURITY RETURNS: A TEST OF STOCK MARKET OVERREACTION AND EFFICIENCY, Journal of Financial Research, 1989, 12, 3
  113. 113
    Werner F. M. De Bondt, Richard H Thaler, Anomalies: A Mean-Reverting Walk Down Wall Street, Journal of Economic Perspectives, 1989, 3, 1, 189

    CrossRef

  114. 114
    JEFFREY JAFFE, DONALD B. KEIM, RANDOLPH WESTERFIELD, Earnings Yields, Market Values, and Stock Returns, The Journal of Finance, 1989, 44, 1
  115. 115
    Richard J. Dowen, Patterns of Error and Neglect in Security Analyst Forecasts, American Journal of Business, 1989, 4, 2, 55

    CrossRef

  116. 116
    Terry L. Zivney, Donald J. Thompson, THE EFFECT OF MARKET PROXY REBALANCING POLICIES ON DETECTING ABNORMAL PERFORMANCE, Journal of Financial Research, 1989, 12, 4
  117. 117
    GREGGORY A. BRAUER, Closed-End Fund Shares' Abnormal Returns and the Information Content of Discounts and Premiums, The Journal of Finance, 1988, 43, 1
  118. 118
    LAXMI CHAND BHANDARI, Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence, The Journal of Finance, 1988, 43, 2
  119. 119
    Peter Lusztig, Bernhard Schwab, Managerial Finance in a Canadian Setting, 1988,

    CrossRef

  120. 120
    ROLF W. BANZ, WILLIAM J. BREEN, Sample-Dependent Results Using Accounting and Market Data: Some Evidence, The Journal of Finance, 1986, 41, 4
  121. You have free access to this content121
    WERNER F. M. BONDT, RICHARD THALER, Does the Stock Market Overreact?, The Journal of Finance, 1985, 40, 3
  122. 122
    Wallace N. Davidson, THE EFFECT OF RATE CASES ON PUBLIC UTILITY STOCK RETURNS, Journal of Financial Research, 1984, 7, 1
  123. 123
    Walter L Eckardt, Bruce D. Bagamery, SHORT SELLING: THE MUTUAL FUND ALTERNATIVE, Journal of Financial Research, 1983, 6, 3
  124. 124
    RICHARD ROLL, A Possible Explanation of the Small Firm Effect, The Journal of Finance, 1981, 36, 4
  125. 125
    RICHARD ROLL, STEPHEN A. ROSS, An Empirical Investigation of the Arbitrage Pricing Theory, The Journal of Finance, 1980, 35, 5
  126. 126
    LAWRENCE KRYZANOWSKI, The Efficacy of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information, The Journal of Finance, 1979, 34, 5