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The time-series relations among expected return, risk, and book-to-market
Lewellen, Jonathan - In: Journal of financial economics 54 (1999) 1, pp. 5-43
Persistent link: https://www.econbiz.de/10001407051
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Firm performance and focus : long-run stock market performance following spinoffs
Desai, Hemang; Jain, Prem C. - In: Journal of financial economics 54 (1999) 1, pp. 75-101
Persistent link: https://www.econbiz.de/10001407058
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Conditional market timing with benchmark investors
Becker, Connie (contributor) - In: Journal of financial economics 52 (1999) 1, pp. 119-148
Persistent link: https://www.econbiz.de/10001387780
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Investor flows and the assessed performance of open-end mutual funds
Edelen, Roger M. - In: Journal of financial economics 53 (1999) 3, pp. 439-466
Persistent link: https://www.econbiz.de/10001394645
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Long-term returns from equity carveouts
Vijh, Anand M. - In: Journal of financial economics 51 (1999) 2, pp. 273-308
Persistent link: https://www.econbiz.de/10001256192
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An analysis of mutual fund design : the case of investing in small-cap stocks
Keim, Donald B. - In: Journal of financial economics 51 (1999) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10001256196
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Global financial markets and the risk premium on US equity
Chan, K. C. - In: Journal of financial economics 32 (1992) 2, pp. 137-167
Persistent link: https://www.econbiz.de/10001135592
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NYSE vs NASDAQ returns : market microstructure or the poor performance of initial public offerings?
Loughran, Tim - In: Journal of financial economics 33 (1993) 2, pp. 241-260
Persistent link: https://www.econbiz.de/10001142589
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Event-study methodology under conditions of event-induced variance
Boehmer, Ekkehart - In: Journal of financial economics 30 (1991) 2, pp. 253-272
Persistent link: https://www.econbiz.de/10001121590
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Business conditions and expected returns on stocks and bonds
Fama, Eugene F. - In: Journal of financial economics 25 (1989) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10001086146