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Stock returns, aggregate earnings surprises, and behavioral finance
Kothari, S. P.; Lewellen, Jonathan; Warner, Jerold B. - In: Journal of financial economics 79 (2006) 3, pp. 537-568
Persistent link: https://www.econbiz.de/10003289294
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How much do firms hedge with derivatives?
Guay, Wayne R.; Kothari, S. P. - In: Journal of financial economics 70 (2003) 3, pp. 423-461
Persistent link: https://www.econbiz.de/10001837770
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Problems in measuring portfolio performance : an application to contrarian investment strategies
Ball, Ray - In: Journal of financial economics 38 (1995) 1, pp. 79-107
Persistent link: https://www.econbiz.de/10001178364
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Measuring long-horizon security price performance
Kothari, S. P. - In: Journal of financial economics 43 (1997) 3, pp. 301-339
Persistent link: https://www.econbiz.de/10001214676
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Book-to-market, dividend yield, and expected market returns : a time-series analysis
Kothari, S. P. - In: Journal of financial economics 44 (1997) 2, pp. 169-203
Persistent link: https://www.econbiz.de/10001222165
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Stock return variation and expected dividends : a time-series and cross-sectional analysis
Kothari, S. P. - In: Journal of financial economics 31 (1992) 2, pp. 177-210
Persistent link: https://www.econbiz.de/10001125825
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Nonstationary expected returns : implications for tests of market efficiency and serial correlation in returns
Ball, Ray - In: Journal of financial economics 25 (1989) 1, pp. 51-74
Persistent link: https://www.econbiz.de/10001086145
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The relation between the return interval and betas : implications for the size effect
Handa, Puneet - In: Journal of financial economics 1 (1989), pp. 79-100
Persistent link: https://www.econbiz.de/10001069379