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Evidence on the characteristics of cross sectional variation in stock returns
Daniel, Kent; Titman, Sheridan - 1996
Persistent link: https://www.econbiz.de/10000592269
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Market reactions to tangible and intangible information
Daniel, Kent; Titman, Sheridan - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1605-1643
Persistent link: https://www.econbiz.de/10003357783
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Explaining the cross-section of stock returns in Japan : factors of characteristics?
Daniel, Kent; Titman, Sheridan; Wei, K. C. John - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 743-766
Persistent link: https://www.econbiz.de/10001604137
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Market reactions to tangible and intangible information
Daniel, Kent; Titman, Sheridan - 2003
Persistent link: https://www.econbiz.de/10001762987
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Market efficiency in an irrational world
Daniel, Kent; Titman, Sheridan - 2000
Persistent link: https://www.econbiz.de/10001440686
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Evidence on the characteristics of cross sectional variation in stock returns
Daniel, Kent - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001217982
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Financing investment under asymmetric information
Daniel, Kent - In: Finance, (pp. 721-766). 1995
Persistent link: https://www.econbiz.de/10001317996
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Explaining the cross-section of stock returns in Japan : factors or characteristics?
Daniel, Kent; Titman, Sheridan; Wei, K. C. John - 1999
Persistent link: https://www.econbiz.de/10001399563
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Measuring mutual fund performance with characteristic-based benchmarks
Daniel, Kent; Grinblatt, Mark; Titman, Sheridan; … - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 1035-1058
Persistent link: https://www.econbiz.de/10001225617
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Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
Daniel, Kent D. - 2008
Firm size and book-to-market ratios are both highly correlated with the returns of common stocks. Fama and French (1993) have argued that the association between these firm characteristics and their stock returns arises because size and book-to-market ratios are proxies for non-diversifiable...
Persistent link: https://www.econbiz.de/10012774977