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The Dow Theory : William Peter Hamilton's track record re-considered

Brown, Stephen J.; Goetzmann, William N.; Kumar, Alok - 1998

Persistent link: https://www.econbiz.de/10000979726

The Dow Theory : William Peter Hamilton's track record reconsidered

Brown, Stephen J. - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1311-1333

Persistent link: https://www.econbiz.de/10001247199

Ertragsquellen von Hedgefonds unter besonderer Berücksichtigung der Kosten

Chen, Peng; Ibbotson, Roger G. - 2006

Persistent link: https://www.econbiz.de/10003377086

The Long-Run Drivers of Stock Returns : Total Payouts and the Real Economy

Straehl, Philip U. - 2017

We provide theoretical and empirical evidence over 1871–2014 that total payouts (dividends plus buybacks) are the key drivers of long-run stock market returns. We show that total payouts per share (adjusted for the share decrease from buybacks) grew in line with economic productivity, whereas...

Persistent link: https://www.econbiz.de/10012958652

The long-run drivers of stock returns : total payouts and the real economy

Straehl, Philip U.; Ibbotson, Roger G. - In: Financial analysts' journal : FAJ 73 (2017) 3, pp. 32-52

Persistent link: https://www.econbiz.de/10011878971

Systematic risk and the cross section of hedge fund returns

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009666668

Estimation risk and optimal portfolio choice

Bawa, Vijay S.; Brown, Stephen J.; Klein, Roger W. - 1979

Persistent link: https://www.econbiz.de/10012874006

A lottery-demand-based explanation of the beta anomaly

Bali, Turan G.; Brown, Stephen J.; Murray, Scott; Tang, Yi - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2369-2397

Persistent link: https://www.econbiz.de/10011929337

Is economic uncertainty priced in the cross-section of stock returns?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: Journal of financial economics 126 (2017) 3, pp. 471-489

Persistent link: https://www.econbiz.de/10011818201

Disagreement in economic forecasts and equity returns : risk or mispricing?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: China finance review international 13 (2023) 3, pp. 309-341

Persistent link: https://www.econbiz.de/10014362710