Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Ferson, Wayne E.
and
Harvey, Campbell R.
1999.
Conditioning Variables and the Cross Section of Stock Returns.
The Journal of Finance,
Vol. 54,
Issue. 4,
p.
1325.
Wallmeier, Martin
2000.
Determinanten erwarteter Renditen am deutschen Aktienmarkt — Eine empirische Untersuchung anhand ausgewählter Kennzahlen.
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung,
Vol. 52,
Issue. 1,
p.
27.
Nagel, Stefan
2001.
Accounting Information Free of Selection Bias: A New UK Database 1953-1999.
SSRN Electronic Journal ,
Yook, Ken C.
and
McCabe, George M.
2001.
MVA and the Cross-Section of Expected Stock Returns.
The Journal of Portfolio Management,
Vol. 27,
Issue. 3,
p.
75.
Barry, Christopher B
Goldreyer, Elizabeth
Lockwood, Larry
and
Rodriguez, Mauricio
2002.
Robustness of size and value effects in emerging equity markets, 1985–2000.
Emerging Markets Review,
Vol. 3,
Issue. 1,
p.
1.
Lau, Sie Ting
Lee, Chee Tong
and
McInish, Thomas H
2002.
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia.
Journal of Multinational Financial Management,
Vol. 12,
Issue. 3,
p.
207.
Ajili, Souad
2003.
Explaining the Cross-Section Returns in France: Characteristics or Covariances?.
SSRN Electronic Journal ,
Leledakis, George
Davidson, Ian
and
Karathanassis, George
2003.
Cross-sectional estimation of stock returns in small markets: The case of the Athens Stock Exchange.
Applied Financial Economics,
Vol. 13,
Issue. 6,
p.
413.
Kuroda, Akira
2003.
Asia and Europe in the New Global System.
p.
242.
Kaplanski, Guy
2004.
Traditional beta, downside risk beta and market risk premiums.
The Quarterly Review of Economics and Finance,
Vol. 44,
Issue. 5,
p.
636.
Grauer, Robert R.
and
Janmaat, Johannus A.
2004.
The unintended consequences of grouping in tests of asset pricing models.
Journal of Banking & Finance,
Vol. 28,
Issue. 12,
p.
2889.
Ajili, Souad
2004.
Size and Book to Market Effects vs. Co-skewness and Co-kurtosis in Explaining Stock Returns.
SSRN Electronic Journal,
Mobarek, Asma
and
Mollah, A. Sabur
2005.
The General Determinants of Share Returns: An Empirical Investigation on the Dhaka Stock Exchange.
Review of Pacific Basin Financial Markets and Policies,
Vol. 08,
Issue. 04,
p.
593.
Karanikas, Evangelos
Leledakis, George
and
Tzavalis, Elias
2006.
Structural Changes in Expected Stock Returns Relationships: Evidence from ASE.
Journal of Business Finance & Accounting,
Vol. 33,
Issue. 9-10,
p.
1610.
Wong, Kie Ann
Tan, Ruth Seow Kuan
and
Liu, Wei
2006.
The Cross-Section of Stock Returns on The Shanghai Stock Exchange.
Review of Quantitative Finance and Accounting,
Vol. 26,
Issue. 1,
p.
23.
Lajili-Jarjir, Souad
2007.
Explaining the Cross-section of Stock Returns in France: Characteristics or Risk Factors?.
The European Journal of Finance,
Vol. 13,
Issue. 2,
p.
145.
Jiang, Xiaoquan
and
Lee, Bong-Soo
2007.
Stock returns, dividend yield, and book-to-market ratio.
Journal of Banking & Finance,
Vol. 31,
Issue. 2,
p.
455.
Chang, Rosita
Guan, Liming
Hansen, Don R.
Leikam, Shannon L.
and
Shaw, J.
2007.
Stable betas, size, earnings‐to‐price, book‐to‐market and the validity of the capital asset pricing model.
Managerial Finance,
Vol. 33,
Issue. 8,
p.
595.
Hung, Chi-Hsiou
2007.
Return Explanatory Ability and Predictability of Non-Linear Market Models.
SSRN Electronic Journal,
Hung, Chi‐Hsiou
2008.
Return Predictability of Higher‐Moment CAPM Market Models.
Journal of Business Finance & Accounting,
Vol. 35,
Issue. 7-8,
p.
998.