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Tests of the conditional asset pricing model : further evidence from the cross-section of stock returns
Hyde, Stuart; Sherif, Mohamed - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 198-211
Persistent link: https://www.econbiz.de/10008702351
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Size and value effects in the Visegrad countries
Borys, Magdalena Morgese; Zemčik, Petr - In: Emerging markets finance & trade : a journal of the … 47 (2011) 3, pp. 50-68
Persistent link: https://www.econbiz.de/10009313729
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The relationship between return, price to earnings ratio, price to book value ratio, size and beta in different data period
Jatmiko, Dadang Prasetyo - In: Investment management and financial innovations 12 (2015) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10010515867
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Investors' judgments, asset pricing factors and sentiment
Shefrin, Hersh - In: European financial management : the journal of the … 21 (2015) 2, pp. 205-227
Persistent link: https://www.econbiz.de/10010516687
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Cross-sectional return patterns in New Zealand's registered and OTC stock markets
Anderson, Hamish D.; Marshall, Ben R.; Wang, Xiao - In: Pacific accounting review 27 (2015) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10010532569
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Determinants of stock returns : factors or systematic co-moments? ; crisis versus non-crisis periods
Hung, Chi-Hsiou D.; Azad, A. S. M. Sohel; Fang, Victor - In: Journal of international financial markets, … 31 (2014), pp. 14-29
Persistent link: https://www.econbiz.de/10011299361
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The impact of highter order moments added to the multiscale Carhart model for different investment periods
Trimech, Anyssa - In: International journal of decision sciences, risk and … 5 (2013/14) 3, pp. 263-276
Persistent link: https://www.econbiz.de/10011347007
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The role of shorting, firm size, and time on market anomalies
Israel, Ronen; Moskowitz, Tobias J. - In: Journal of financial economics 108 (2013) 2, pp. 275-301
Persistent link: https://www.econbiz.de/10009749340
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The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 26 (2013), pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
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The size effect in value and momentum factors : implications for the cross-section of international stock returns
Atanasov, Victoria; Nitschka, Thomas - 2013
capture patterns in returns on regional and global portfolios of stocks; (ii) size-effect models substantially outperform …
Persistent link: https://www.econbiz.de/10010224775