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Momentum and autocorrelation in stock returns

Lewellen, Jonathan - In: The review of financial studies 15 (2002) 2, pp. 533-563

Persistent link: https://www.econbiz.de/10001688841

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

The marketing role of IPOs : evidence from web traffic

Demers, Elizabeth; Lewellen, Katharina - In: Betriebswirtschaftliche Forschung und Praxis : BFuP 58 (2006) 5, pp. 468-480

Persistent link: https://www.econbiz.de/10003376259

The marketing role of IPOs : evidence from internet stocks

Demers, Elizabeth (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001617430

The marketing role of IPOs : evidence from internet stocks

Demers, Elizabeth; Lewellen, Katharina - In: Journal of financial economics 68 (2003) 3, pp. 413-437

Persistent link: https://www.econbiz.de/10001765583

The cross section of expected stock returns

Lewellen, Jonathan - 2014 - This version: August 2014

This paper studies the cross-sectional properties of return forecasts derived from Fama-MacBeth regressions. These forecasts mimic how an investor could, in real time, combine many firm characteristics to obtain a composite estimate of a stock's expected return. Empirically, the forecasts vary...

Persistent link: https://www.econbiz.de/10011566397

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

Discussion of "Momentum and autocorrelation in stock returns"

Chen, Joseph; Hong, Harrison G. - In: The review of financial studies 15 (2002) 2, pp. 565-573

Persistent link: https://www.econbiz.de/10001688856