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Efficient tests of stock return predictability

Campbell, John Y.; Yogo, Motohiro - In: Journal of financial economics 81 (2006) 1, pp. 27-60

Persistent link: https://www.econbiz.de/10003340663

Caught on tape : institutional trading, stock returns, and earnings announcements

Campbell, John Y.; Ramadorai, Tarun; Schwartz, Allie - In: Journal of financial economics 92 (2009) 1, pp. 66-91

Persistent link: https://www.econbiz.de/10003833681

The evolving relation between earnings, dividends, and stock repurchases

Skinner, Douglas J. - In: Journal of financial economics 87 (2008) 3, pp. 582-609

Persistent link: https://www.econbiz.de/10003720196

Are dividends disappearing? : Dividend concentration and the consolidation of earnings

DeAngelo, Harry; DeAngelo, Linda; Skinner, Douglas J. - In: Journal of financial economics 72 (2004) 3, pp. 425-456

Persistent link: https://www.econbiz.de/10002089402

In search of distress risk

Campbell, John Y. (contributor); Hilscher, Jens (contributor) - 2005

This paper explores the determinants of corporate failure and the pricing of financially distressed stocks using US data over the period 1963 to 2003. Firms with higher leverage, lower profitability, lower market capitalization, lower past stock returns, more volatile past stock returns, lower...