Capital markets research in accounting (2001)

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by S.P. Kothari
Citations:83 - 3 self

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UNDERSTANDING ASSET PRICES – n.n. - 2013
123 Asset pricing at the millennium – John Y. Campbell
44 Investor psychology in capital markets: evidence and policy implications – Kent Daniel , David Hirshleifer , Siew Hong Teoh - 2002
6 Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance – Wayne E. Ferson - 2003
Accounting Anomalies, Risk and Return – Stephen H. Penman, Julie Zhu, Scott Richardson For Helpful
16 Market frictions, price delay, and the cross-section of expected returns – Kewei Hou, Tobias J. Moskowitz, René Stulz, Bhaskaran Swaminathan, Richard Thaler, Annette Vissing-jørgensen - 2005
50 Differences of opinion and the cross section of stock returns – Karl B. Diether, Christopher J. Malloy, Anna Scherbina - 2002
ii REVIEWERS / ÉVALUATEURS – Craig Wilson, Craig Wilson, Sebouh Aintablian, Abdelouahid Assaïdi, Nizar Atrissi, Salma Ben Amor, Hamdi Ben Nasr, Richard Bozec, Mohammed Charmouh, Hai Feng Chen, Diego Cueto, Nabil El-meslmani, Iraj Fooladi, Hatem Ghouma, Omrane Guedhami, Haibo Jiang, Paul Kalyta, Jérémy Morvan, Wissam Nawfal, Alex Ng, Maria Pacurar, Arturo Rubalcava, Anis Samet
ASAC 2008 Halifax, Nova Scotia – Oumar Sy, Vihang Errunza
1 Corporate Investment, Book-to-Market, Firm Size and Stock Returns: Empirical Evidence – Christopher W. Anderson, Luis Garcia-Feijóo - 2002
Time Varying Risk Return Relationship: Evidence from Listed Pakistani Firms – Attiya Y. Javid
Federal Reserve Bank of New York Staff Reports Decomposing Short-Term Return Reversal – Zhi Da, Qianqiu Liu, Ernst Schaumburg, Zhi Da, Qianqiu Liu, Ernst Schaumburg, Xiaoxia Lou, Lucio Sarno, Jianfeng Shen, Tom Smith, Avanidhar Subrahamyam, Ashish Tiwari - 2011
Anomalies – Alon Brav, Christopher Geczy, Paul A. Gompers - 1999
31 The Capital Asset Pricing Model: Theory and Evidence – Eugene F. Fama, Kenneth R. French - 2004
24 Anomalies and Market Efficiency – G. William Schwert - 2002
Conditional Nonlinear Asset Pricing Kernels and the Size and Book-to-Market Effects – Stephen D. Burke - 2001
THE ACCRUAL ANOMALY: RISK OR MISPRICING? – David Hirshleifer, Kewei Hou, Siew Hong Teoh, Jel Classification M - 2006
Exact factor pricing in a European framework – John Crombez, Rudi Vander Vennet - 2000
3 Introduction to Asset Pricing Theory and Tests – Robert R. Grauer - 2001