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Financial investment opportunities and the macroeconomy

Chen, Nai-fu - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 529-554

Persistent link: https://www.econbiz.de/10001108684

The new finance : overreaction, complexity, and their consequences

Haugen, Robert A. - 2010 - 4. ed.

Persistent link: https://www.econbiz.de/10003805971

The new finance : overreaction, complexity, and uniqueness

Haugen, Robert A. - 2004 - 3. ed.

Persistent link: https://www.econbiz.de/10001786555

The new finance : the case against efficient markets

Haugen, Robert A. - 1995

Persistent link: https://www.econbiz.de/10013474742

Correlations, trades and stock returns of the Pacific-Basin markets

Chen, Nai-fu - In: Pacific-Basin finance journal 5 (1997) 5, pp. 559-577

Persistent link: https://www.econbiz.de/10001234776

Structural and return characteristics of small and large firms

Chan, K. C. - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1467-1484

Persistent link: https://www.econbiz.de/10001112559

Risk and return of value stocks

Chen, Nai-fu - In: The journal of business : B 71 (1998) 4, pp. 501-535

Persistent link: https://www.econbiz.de/10001251945

Commonality in the determinants of expected stock returns

Haugen, Robert A. - In: Journal of financial economics 41 (1996) 3, pp. 401-439

Persistent link: https://www.econbiz.de/10001200403

The effect of volatility changes on the level of stock prices and subsequent expected returns

Haugen, Robert A. - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 985-1007

Persistent link: https://www.econbiz.de/10001110300

Low Risk Stocks Outperform within All Observable Markets of the World

Baker, Nardin L. - 2012

This article provides global evidence supporting the Low Volatility Anomaly: that low risk stocks consistently provide higher returns than high risk stocks. This study covers 33 different markets during the time period from 1990-2011. (Two previous studies by Haugen & Heins (1972) and Haugen &...

Persistent link: https://www.econbiz.de/10013106755