Capital markets research in accounting (2001)

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by S.P. Kothari
Citations:78 - 3 self

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UNDERSTANDING ASSET PRICES compiled by the Economic Sciences Prize Committee of the Royal Swedish Academy of Sciences THE ROYAL SWEDISH ACADEMY OF SCIENCES has as its aim to promote the sciences and strengthen their influence in society. – unknown authors - 2013
123 Asset pricing at the millennium – John Y. Campbell
46 Investor psychology in capital markets: evidence and policy implications – Kent Daniel , David Hirshleifer , Siew Hong Teoh - 2002
Chapter 12 TESTS OF MULTIFACTOR PRICING MODELS, VOLATILITY BOUNDS AND PORTFOLIO PERFORMANCE – Wayne E. Ferson
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
53 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
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
Time Varying Risk Return Relationship: Evidence from Listed Pakistani Firms – Attiya Y. Javid
Anomalies – Alon Brav, Christopher Geczy, Paul A. Gompers - 1999
24 Anomalies and Market Efficiency – G. William Schwert - 2002
31 The Capital Asset Pricing Model: Theory and Evidence – Eugene F. Fama, Kenneth R. French - 2004
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
3 Introduction to Asset Pricing Theory and Tests – Robert R. Grauer - 2001