4 results
New Evidence on Conditional Factor Models
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 54 / Issue 5 / October 2019
- Published online by Cambridge University Press:
- 20 December 2018, pp. 1975-2016
- Print publication:
- October 2019
-
- Article
- Export citation
Short-Term Interest Rates and Stock Market Anomalies
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 52 / Issue 3 / June 2017
- Published online by Cambridge University Press:
- 15 June 2017, pp. 927-961
- Print publication:
- June 2017
-
- Article
- Export citation
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 50 / Issue 1-2 / April 2015
- Published online by Cambridge University Press:
- 08 June 2015, pp. 33-60
- Print publication:
- April 2015
-
- Article
- Export citation
Interest Rate Risk and the Cross Section of Stock Returns
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 49 / Issue 2 / April 2014
- Published online by Cambridge University Press:
- 10 March 2014, pp. 483-511
- Print publication:
- April 2014
-
- Article
- Export citation