[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence. (2014). Huang, Lin ; Wang, Zijun.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:44:y:2014:i:c:p:219-232.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 79

References cited by this document

Cocites: 60

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537.

    Full description at Econpapers || Download paper

  2. Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach. (2018). Rakowski, David ; Yamani, Ehab.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:08:y:2018:i:03:n:s2010139218500027.

    Full description at Econpapers || Download paper

  3. Investment and profitability versus value and momentum: The price of residual risk. (2018). Li, Yuming.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:46:y:2018:i:c:p:1-10.

    Full description at Econpapers || Download paper

  4. The Role of U.S. Market on International Risk-Return Tradeoff Relations. (2017). Najand, Mohammad ; Sun, Licheng ; Meng, Liang.
    In: The Financial Review.
    RePEc:bla:finrev:v:52:y:2017:i:3:p:499-526.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abhakorn, P. ; Smith, P.N. ; Wickens, M.R. What do the Fama–French factors add to C-CAPM?. 2013 Journal of Empirical Finance. 22 113-127

  2. Anderson, C. ; Garcia-Feijoo, L. Empirical evidence on capital investment, growth options, and security returns. 2006 Journal of Finance. 61 171-194

  3. Baele, L. ; Bekaert, G. ; Inghelbrecht, K. The determinants of stock and bond return comovements. 2010 Review of Financial Studies. 23 2374-2428

  4. Baker, M. ; Stein, J. ; Wurgler, J. When does the stock market matter? Stock prices and the investment of equity-dependent firms. 2003 Quarterly Journal of Economics. 118 969-1006

  5. Baker, M. ; Wurgler, J. Market timing and capital structure. 2002 Journal of Finance. 57 1-32

  6. Bali, T.G. The intertemporal relation between expected returns and risk. 2008 Journal of Financial Economics. 87 101-131

  7. Bekaert, G. ; Engstrom, E. ; Xing, Y. Risk, uncertainty, and asset prices. 2009 Journal of Financial Economics. 91 59-82

  8. Belo, F. ; Lin, X. The inventory growth spread. 2012 Review of Financial Studies. 25 278-313

  9. Berglof, E. ; Perotti, E. The governance structure of the Japanese financial Keiretsu. 1994 Journal of Financial Economics. 36 259-284

  10. Berk, J. ; Naik, V. ; Green, R. Optimal investment, growth options, and security returns. 1999 Journal of Finance. 54 1,553-1,607

  11. Boons, M.F., 2012. State variable hedging and individual stocks: new evidence for the ICAPM. Working Paper, Tilburg University.
    Paper not yet in RePEc: Add citation now

  12. Campbell, J. Stock returns and the term structure. 1987 Journal of Financial Economics. 18 373-399

  13. Campbell, J. ; Vuolteenaho, T. Bad beta, good beta. 2004 American Economic Review. 94 1,249-1,275

  14. Carlson, M. ; Fisher, A. ; Giammarino, R. Corporate investment and asset price dynamics: implications for SEO event studies and long-run performance. 2006 Journal of Finance. 61 1,009-1,034

  15. Carlson, M. ; Fisher, A. ; Giammarino, R. Corporate investment and asset price dynamics: implications for the cross-section of returns. 2004 Journal of Finance. 59 2,577-2,603

  16. Chen, L., Novy-Marx, R., Zhang, L., 2011. An alternative three-factor model. Working Paper.
    Paper not yet in RePEc: Add citation now

  17. Christensen, B. ; Prabhala, N. The relation between implied and realized volatility. 1998 Journal of Financial Economics. 50 125-150

  18. Cochrane, J.H. A cross-sectional test of an investment-based asset pricing model. 1996 Journal of Political Economy. 104 572-621

  19. Cochrane, J.H. Discount rates. 2011 Journal of Finance. 66 1,047-1,108

  20. Cochrane, J.H. Production-based asset pricing and the link between stock returns and economic fluctuations. 1991 Journal of Finance. 46 207-234

  21. Cooper, I. ; Priestley, R. Real investment and risk dynamics. 2011 Journal of Financial Economics. 101 182-205

  22. Cooper, M. ; Schill, M. ; Gulen, H. Asset growth and the cross section of stock returns. 2008 Journal of Finance. 63 1,609-1,651

  23. Daniel, K. ; Titman, S. Evidence on the characteristics of crosssectional variation in common stock returns. 1997 Journal of Finance. 52 1-33
    Paper not yet in RePEc: Add citation now

  24. Daniel, K. ; Titman, S. ; Wei, K.C. The cross-section of stock returns in Japan: factors or characteristics?. 2001 Journal of Finance. 56 743-766

  25. Daniel, K., S. Titman, 2006. Testing factor-model explanation of market anomalies (manuscript).
    Paper not yet in RePEc: Add citation now

  26. Duffee, G. Time variation in the covariance between stock returns and consumption growth. 2005 Journal of Finance. 60 1,673-1,712

  27. Engle, R. ; Kroner, K. Multivariate simultaneous generalized ARCH. 1995 Econometric Theory. 11 122-150

  28. Fama, E. Efficient capital markets: II. 1991 Journal of Finance. 46 1,575-1,617

  29. Fama, E. ; French, K. Business conditions and expected returns on stocks and bonds. 1989 Journal of Financial Economics. 25 23-49

  30. Fama, E. ; French, K. Profitability, investment and average returns. 2006 Journal of Financial Economics. 82 491-518

  31. Fama, E. ; French, K. Size, value, and momentum in international stock returns. 2012 Journal of Financial Economics. 105 457-472

  32. Fama, E. ; French, K. Value versus growth: the international evidence. 1998 Journal of Finance. 53 1,975-1,999

  33. Ferris, S.P. ; Kumar, R. ; Sarin, A. The role of corporate groupings in controlling agency conflicts: the case of keiretsu. 1995 Pacific-Basin Finance Journal. 3 319-335

  34. Ferson, W. ; Harvey, C. Conditioning variables and the cross-section of stock returns. 1999 Journal of Finance. 54 1,325-1,360

  35. Fleming, J. The quality of market volatility forecasts implied by S&P 100 index option Prices. 1998 Journal of Empirical Finance. 5 317-345
    Paper not yet in RePEc: Add citation now

  36. Ghysels, E. ; Santa-Clara, P. ; Valkanov, R. Predicting volatility: getting the most out of return data sampled at different frequencies. 2006 Journal of Econometrics. 131 59-95

  37. Ghysels, E. ; Santa-Clara, P. ; Valkanov, R. There is a risk-return tradeoff after all. 2005 Journal of Financial Economics. 76 509-548

  38. Gomes, J. ; Kogan, L. ; Zhang, L. Equilibrium cross section of returns. 2003 Journal of Political Economy. 111 693-732

  39. González, M. ; Nave, J. ; Rubio, G. The cross section of expected returns with MIDAS betas. 2012 Journal of Financial and Quantitative Analysis. 47 115-135

  40. Guo, H. ; Savickas, R. ; Wang, Z. ; Yang, J. Is the value premium a proxy for time-varying investment opportunities: some time series evidence. 2009 Journal of Financial and Quantitative Analysis. 44 133-154

  41. Guo, H. ; Whitelaw, R. Uncovering the risk-return relation in the stock market. 2006 Journal of Finance. 61 1,433-1,463

  42. Hirshleifer, D. ; Hou, K. ; Teoh, S. The accrual anomaly: risk or mispricing?. 2012 Management Science. 58 320-335

  43. Hoshi, T. ; Kashyap, A.K. ; Scharfstein, D. Corporate structure, liquidity, and investment: evidence from Japanese industrial firms. 1991 Quarterly Journal of Economics. 106 33-60

  44. Jagannathan, R. ; Wang, Z. The conditional CAPM and the cross-section of expected returns. 1996 Journal of Finance. 51 3-53

  45. Kang, J.K. ; Stulz, R.M. Do banking shocks affect borrowing firm performance? An analysis of the Japanese Experience. 2000 Journal of Business. 73 1-23

  46. Kroner, K. ; Ng, V. Model asymmetric comovements of asset returns. 1998 Review of Financial Studies. 11 817-844

  47. Lanne, M. ; Saikkonen, P. Why is it so difficult to uncover the risk-return tradeoff in stock returns?. 2006 Economics Letters. 92 118-125

  48. Lettau, M. ; Ludvigson, S. Consumption, aggregate wealth, and expected stock returns. 2001 Journal of Finance. 56 815-849

  49. Lettau, M. ; Ludvigson, S. Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying. 2001 Journal of Political Economy. 109 1,238-1,287

  50. Lewellen, J. ; Nagel, S. ; Shanken, J. A skeptical appraisal of asset pricing tests. 2010 Journal of Financial Economics. 96 175-194

  51. Li, E.X. ; Livdan, D. ; Zhang, L. Anomalies. 2008 Review of Financial Studies. 22 4301-4334
    Paper not yet in RePEc: Add citation now

  52. Li, Q. ; Vassalou, M. ; Xing, Y. Sector investment growth rates and the cross-section of equity returns. 2006 Journal of Business. 79 1,637-1,665

  53. Liew, J. ; Vassalou, M. Can book-to-market, size and momentum be risk factors that predict economic growth?. 2000 Journal of Financial Economics. 57 221-245
    Paper not yet in RePEc: Add citation now

  54. Lin, X. ; Zhang, L. The investment manifesto. 2013 Journal of Monetary Economics. 60 351-366

  55. Lipson, M.L. ; Mortal, S. ; Schill, M.J. On the scope and drivers of the asset growth effect. 2011 Journal of Financial and Quantitative Analysis. 46 1651-1682

  56. Liu, L.X. ; Whited, T.M. ; Zhang, L. Investment-based expected stock returns. 2009 Journal of Political Economy. 117 1,105-1,139

  57. Lundblad, C. The risk return tradeoff in the long run: 1836–2003. 2007 Journal of Financial Economics. 85 123-150

  58. Lyandres, E. ; Sun, L. ; Zhang, L. The new issues puzzle: testing the investment-based explanation. 2008 Review of Financial Studies. 21 2,825-2,855

  59. Merton, R. An intertemporal capital asset pricing model. 1973 Econometrica. 41 867-887

  60. Nagel, S. ; Singleton, K.J. Estimation and evaluation of conditional asset pricing models. 2011 Journal of Finance. 66 873-909

  61. Nyberg, H. Risk-return tradeoff in U.S. stock returns over the business cycle. 2012 Journal of Financial and Quantitative Analysis. 47 137-158

  62. Pástor, L. ; Stambaugh, R.F. Liquidity risk and expected stock returns. 2003 Journal of Political Economy. 111 642-685

  63. Petkova, R. ; Zhang, L. Is value riskier than growth?. 2005 Journal of Financial Economics. 78 187-202

  64. Prombutr, W. ; Phengpis, C. ; Zhang, Y. What explains the investment growth anomaly?. 2012 Journal of Banking and Finance. 36 2532-2542

  65. Richardson, S. ; Tuna, I. ; Wysocki, P. Accounting anomalies and fundamental analysis: a review of recent research advances. 2010 Journal of Accounting and Economics. 50 410-454

  66. Scruggs, J. Resolving the puzzling intertemporal relation between the market risk premium and conditional market variance: a two factor approach. 1998 Journal of Finance. 53 575-603

  67. Scruggs, J. ; Glabadanidis, P. Risk Premia and the dynamic covariance between stock and bond returns. 2003 Journal of Financial and Quantitative Analysis. 38 295-316

  68. Stein, J. Rational capital budgeting in an irrational world. 1996 Journal of Business. 69 429-455

  69. Titman, S. ; Wei, K.C.J. ; Xie, F. Capital investments and stock returns in Japan. 2009 International Review of Finance. 9 111-131

  70. Titman, S. ; Wei, K.C.J. ; Xie, F. Capital investments and stock returns. 2004 Journal of Financial and Quantitative Analysis. 39 677-700

  71. Titman, S. ; Wei, K.C.J. ; Xie, F. Market development and the asset growth effect: international evidence. 2013 Journal of Financial and Quantitative Analysis. 48 1405-1432

  72. Wang, Z. Do the investment and return-on-equity factors proxy for economic risks?. 2013 Financial Management. 42 183-209

  73. Watanabe, A. ; Xu, Y. ; Yao, T. ; Yu, T. The asset growth effect: insights from international equity markets. 2013 Journal of Financial Economics. 108 529-563

  74. Wu, J. ; Zhang, L. ; Zhang, X.F. The q-theory approach to understanding the accrual anomaly. 2010 Journal of Accounting Research. 48 177-223

  75. Wu, X. ; Xu, L. The value information of financing decisions and corporate governance during and after the Japanese Deregulation. 2005 Journal of Business. 78 243-280

  76. Xing, Y. Interpreting the value effect through the Q-theory: an empirical investigation. 2008 Review of Financial Studies. 21 1,767-1,795

  77. Yu, J. ; Yuan, Y. Investor sentiment and the mean–variance relation. 2011 Journal of Financial Economics. 100 367-381

  78. Zhang, L. The value premium. 2005 Journal of Finance. 60 67-103

  79. Zhang, L., 2005b. Anomalies. NBER Working Paper w11322.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed. (2021). Kohrs, Hendrik ; Schuhmacher, Frank ; Auer, Benjamin R.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:12:p:7812-7824.

    Full description at Econpapers || Download paper

  2. Optimisation of Time-Varying Asset Pricing Models with Penetration of Value at Risk and Expected Shortfall. (2021). Mata, Pedro Neves ; Khan, Kanwal Iqbal ; Martins, Jessica Nunes ; Nasir, Adeel.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:4:p:394-:d:500481.

    Full description at Econpapers || Download paper

  3. Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin.
    In: Working Papers.
    RePEc:igi:igierp:627.

    Full description at Econpapers || Download paper

  4. Corporate investment, short-term return reversal, and stock liquidity. (2018). Kang, Moonsoo ; Khaksari, S ; Nam, Kiseok.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:39:y:2018:i:c:p:68-83.

    Full description at Econpapers || Download paper

  5. Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1885.

    Full description at Econpapers || Download paper

  6. Why do firms decide to stop their share repurchase programs?. (2017). Mietzner, Mark.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:11:y:2017:i:4:d:10.1007_s11846-016-0206-z.

    Full description at Econpapers || Download paper

  7. Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?. (2017). Hsu, Yu-Chin ; Vincent, Kendro ; Lin, Hsiou-Wei.
    In: IEAS Working Paper : academic research.
    RePEc:sin:wpaper:17-a003.

    Full description at Econpapers || Download paper

  8. Capital Investment Decisions of Micro, Small and Medium Enterprises: The Case of Digos City. (2017). Diasana, Sarah Jean ; Sumayang, Mildred ; Relativo, Jona Princess ; Murcia, John Vianne .
    In: MPRA Paper.
    RePEc:pra:mprapa:79574.

    Full description at Econpapers || Download paper

  9. Replicating Anomalies. (2017). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23394.

    Full description at Econpapers || Download paper

  10. The Investment CAPM. (2017). Zhang, Lu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23226.

    Full description at Econpapers || Download paper

  11. Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns. (2017). Bhamra, Harjoat ; Shim, Kyung Hwan .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:168:y:2017:i:c:p:400-431.

    Full description at Econpapers || Download paper

  12. Noisy prices and the Fama–French five-factor asset pricing model in China. (2017). Lin, QI.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:141-163.

    Full description at Econpapers || Download paper

  13. Exploring the transitional behavior among value and growth stocks. (2016). Chiang, Gengnan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0511-7.

    Full description at Econpapers || Download paper

  14. Can stochastic discount factor models explain the cross-section of equity returns?. (2016). Smith, Peter ; Abhakorn, Pongrapeeporn ; Wickens, Michael R.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:28:y:2016:i:c:p:56-68.

    Full description at Econpapers || Download paper

  15. Does systematic distress risk drive the investment growth anomaly?. (2016). Su, Xuan-Qi.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:240-248.

    Full description at Econpapers || Download paper

  16. Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns. (2015). Bhamra, Harjoat ; Shim, Kyung .
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1494.

    Full description at Econpapers || Download paper

  17. Growth options, option exercise and firms’ systematic risk. (2015). Koussis, Nicos ; Makrominas, Michalis.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:44:y:2015:i:2:p:243-267.

    Full description at Econpapers || Download paper

  18. A Study to Check the Applicability of Fama and French, Three-Factor Model on KSE 100-Index from 2004-2014. (2015). Sumrani, Zain ; Aziz, Rabia ; Abbas, Nahzat ; Khan, Jahanzeb.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:6:y:2015:i:1:p:90-100.

    Full description at Econpapers || Download paper

  19. What explains the dynamics of 100 anomalies?. (2015). Jacobs, Heiko.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:65-85.

    Full description at Econpapers || Download paper

  20. The relation between asset growth and the cross-section of stock returns: Evidence from the Chinese stock market. (2015). Wang, Yifeng ; Lee, Jen-Sin ; Liu, Cheyuan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:59-67.

    Full description at Econpapers || Download paper

  21. How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics. (2015). Wickens, Michael.
    In: Manchester School.
    RePEc:bla:manchs:v:83:y:2015:i::p:60-82.

    Full description at Econpapers || Download paper

  22. How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. (2014). Wickens, Michael.
    In: Discussion Papers.
    RePEc:yor:yorken:14/17.

    Full description at Econpapers || Download paper

  23. Over-investment in corporate R&D, risk, and stock returns. (2014). Zantout, Zaher ; Saad, Mohsen.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:3:p:438-460.

    Full description at Econpapers || Download paper

  24. . . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Liu, Yan ; Zhu, Heqing .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20592.

    Full description at Econpapers || Download paper

  25. Dissecting and connecting the growth and accounting distortion components of accruals. (2014). Li, Donglin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:1:p:1-28.

    Full description at Econpapers || Download paper

  26. Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence. (2014). Huang, Lin ; Wang, Zijun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:219-232.

    Full description at Econpapers || Download paper

  27. Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns. (2014). MORANA, CLAUDIO.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:64-79.

    Full description at Econpapers || Download paper

  28. How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. (2014). Wickens, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10197.

    Full description at Econpapers || Download paper

  29. Overinvestment, Underinvestment, Efficient Investment Decrease, and Efficient Investment Increase. (2014). Shen, Yuqing ; Chiang, Yao-Min ; Tang, Hairong.
    In: International Journal of Asian Social Science.
    RePEc:asi:ijoass:2014:p:752-766.

    Full description at Econpapers || Download paper

  30. The Impact of Investment in Creative Activities on Turnover Stock Ratio: An Empirical Evidence of Jordanian Banking. (2013). Al-saidat, Ziad ; ALShubiri, faris ; Al-Shubiri, Faris Nasif.
    In: International Journal of Business Administration.
    RePEc:jfr:ijba11:v:4:y:2013:i:6:p:134-139.

    Full description at Econpapers || Download paper

  31. The asset growth effect: Insights from international equity markets. (2013). Xu, Yan ; Yu, Tong ; Yao, Tong ; Watanabe, Akiko.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:529-563.

    Full description at Econpapers || Download paper

  32. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18554.

    Full description at Econpapers || Download paper

  33. Digesting Anomalies: An Investment Approach. (2012). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18435.

    Full description at Econpapers || Download paper

  34. A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks. (2012). Papanikolaou, Dimitris ; Kogan, Leonid.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17975.

    Full description at Econpapers || Download paper

  35. Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

    Full description at Econpapers || Download paper

  36. CAPM for estimating the cost of equity capital: Interpreting the empirical evidence. (2012). Jagannathan, Ravi ; Da, Zhi ; Guo, Re-Jin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:1:p:204-220.

    Full description at Econpapers || Download paper

  37. What explains the investment growth anomaly?. (2012). Zhang, Ying ; Prombutr, Wikrom ; Phengpis, Chanwit.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:9:p:2532-2542.

    Full description at Econpapers || Download paper

  38. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9227.

    Full description at Econpapers || Download paper

  39. Corporate governance attributes and remediation of internal control material weaknesses reported under SOX Section 404. (2011). Mitra, Santanu ; Hossain, Mahmud.
    In: Review of Accounting and Finance.
    RePEc:eme:rafpps:v:10:y:2011:i:1:p:395-423.

    Full description at Econpapers || Download paper

  40. Real investment and risk dynamics. (2011). priestley, richard ; Cooper, Ilan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:182-205.

    Full description at Econpapers || Download paper

  41. Information in balance sheets for future stock returns: Evidence from net operating assets. (2011). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, Georgios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:5:p:269-282.

    Full description at Econpapers || Download paper

  42. Are investment and financing anomalies two sides of the same coin?. (2011). Sullivan, Michael ; Zhang, Andrew.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:616-633.

    Full description at Econpapers || Download paper

  43. On the Scope and Drivers of the Asset Growth Effect. (2011). Mortal, Sandra ; Schill, Michael J. ; Lipson, Marc L..
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:46:y:2012:i:06:p:1651-1682_00.

    Full description at Econpapers || Download paper

  44. Cash Flow Multipliers and Optimal Investment Decisions. (2010). Kraft, Holger ; Schwartz, Eduardo S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15807.

    Full description at Econpapers || Download paper

  45. The implications of retained and distributed earnings for future profitability and stock returns. (2010). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, Georgios.
    In: Review of Accounting and Finance.
    RePEc:eme:rafpps:v:9:y:2010:i:4:p:395-423.

    Full description at Econpapers || Download paper

  46. Does q-theory with investment frictions explain anomalies in the cross section of returns?. (2010). Zhang, Lu ; li, dongmei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:2:p:297-314.

    Full description at Econpapers || Download paper

  47. Accounting anomalies and fundamental analysis: A review of recent research advances. (2010). Wysocki, Peter ; Richardson, Scott ; Tuna, Irem.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:410-454.

    Full description at Econpapers || Download paper

  48. Exploring an efficient investment regime: The case of SP100 companies. (2010). Chiang, Gengnan ; Chang, Tsangyao ; Kang, Shuchen .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:2:p:134-139.

    Full description at Econpapers || Download paper

  49. Predicting systematic risk: Implications from growth options. (2010). Titman, Sheridan ; Jacquier, Eric ; Yalin, Atakan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:991-1005.

    Full description at Econpapers || Download paper

  50. What do dividend reductions signal?. (2010). Miller, Robert E. ; Lundstrum, Leonard L. ; Jensen, Gerald R..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:16:y:2010:i:5:p:736-747.

    Full description at Econpapers || Download paper

  51. CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence. (2009). Jagannathan, Ravi ; Da, Zhi ; Guo, Re-Jin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14889.

    Full description at Econpapers || Download paper

  52. Capital Investments and Stock Returns in Japan*. (2009). Xie, Feixue ; Titman, Sheridan ; K. C. John Wei, .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:9:y:2009:i:1-2:p:111-131.

    Full description at Econpapers || Download paper

  53. Asset Growth and the Cross‐Section of Stock Returns. (2008). Gulen, Huseyin ; COOPER, MICHAEL ; Schill, Michael J..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:63:y:2008:i:4:p:1609-1651.

    Full description at Econpapers || Download paper

  54. Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation. (2007). Thomakos, Dimitrios ; Wang, Tao ; Hardouvelis, Gikas ; Papanastasopoulos, George .
    In: Working Paper series.
    RePEc:rim:rimwps:47_07.

    Full description at Econpapers || Download paper

  55. The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing. (2007). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, George .
    In: Working Paper series.
    RePEc:rim:rimwps:46_07.

    Full description at Econpapers || Download paper

  56. The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing. (2007). Thomakos, Dimitrios ; Wang, Tao ; Papanastasopoulos, George.
    In: Working Paper series.
    RePEc:rim:rimwps:46-07.

    Full description at Econpapers || Download paper

  57. Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets. (2007). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, George .
    In: Working Paper series.
    RePEc:rim:rimwps:45_07.

    Full description at Econpapers || Download paper

  58. Understanding the Accrual Anomaly. (2007). Zhang, Lu ; Wu, Jin Ginger .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13525.

    Full description at Econpapers || Download paper

  59. Neoclassical Factors. (2007). Zhang, Lu ; Chen, Long.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13282.

    Full description at Econpapers || Download paper

  60. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-07-23 06:32:25 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2024. Contact: Jose Manuel Barrueco.