Lee's online archive

'Summary Files/Papers'에 해당되는 글 66건

1. 2019.04.06 Ang et al. (2006) The Cross-Section of Volatility and Expected Returns
2. 2019.04.06 Avramov and Chordia (2006) Asset Pricing Models and Financial Market Anomalies
3. 2019.04.06 Baker and Wurgler (2006) Investor Sentiment and the Cross-Section of Stock Returns
4. 2019.04.06 Barnes and Hughes (2002) A Quantile Regression Analysis of the Cross Section of Stock Market Returns
5. 2019.04.06 Bernard and Thomas (1989) Post-Earnings-Announcement Drift; Delayed Price Response or Risk Premium
6. 2019.04.06 Blume and Stambaugh (1983) Biases in Computed Returns; An Application to the Size Effect
7. 2019.04.06 Boehme et al. (2006) Short-Sale Constraints, Difference of Opinion, and Overvaluation
8. 2019.04.06 Brennan et al. (1998) Alternative Factor Specifications, Security Characteristics, and the Cross-Section of Expected Stock Returns
9. 2019.04.06 Campbell et al. (2001) Have Individual Stocks Become More Volatile; An Empirical Exploration of Idiosyncratic Risk
10. 2019.04.06 Campbell et al. (2008) In Search of Distress Risk
11. 2019.04.06 Canova and Ciccarelli (2013) Panel Vector Autoregressive Models; A Survey
12. 2019.04.06 Chava and Purnanadam (2010) Is Default Risk Negatively Related to Stock Returns
13. 2019.04.06 Chen et al. (1986) Economic Forces and the Stock Market
14. 2019.04.06 Chordia and Shivakumar (2002) Momentum, Business Cycle, and Time-Varying Expected Returns
15. 2019.04.06 Conrad and Kaul (1993) Long-Term Market Overreaction or Biases in Computed Returns
16. 2019.04.06 Conrad and Kaul (1998) An Anatomy of Trading Strategies
17. 2019.04.06 Cooper et al. (2008) Asset Growth and the Cross-Section of Stock Returns
18. 2019.04.06 Daniel and Titman (1997) Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
19. 2019.04.06 DeBondt and Thaler (1985) Does the Stock Market Overreact
20. 2019.04.06 Dichev (1998) Is the Risk of Bankruptcy a Systematic Risk
21. 2019.04.06 Diether et al. (2002) Differences of Opinion and the Cross Section of Stock Returns
22. 2019.04.06 Fama and French (1992) The Cross-Section of Expected Stock Returns
23. 2019.04.06 Fama and French (1993) Common Risk Factors in the Returns on Stocks and Bonds
24. 2019.04.06 Fama and French (1996) Multifactor Explanations of Asset Pricing Anomalies
25. 2019.04.06 Fama and French (2006) Profitability, Investment, and Average Returns
26. 2019.04.06 Fama and French (2015) A Five-Factor Asset Pricing Model
27. 2019.04.06 Fama and MacBeth (1973) Risk, Return, and Equilibrium; Empirical Tests
28. 2019.04.06 Ferson and Harvey (1999) Conditioning Variables and the Cross Section of Stock Returns
29. 2019.04.06 Ferson et al. (1999) The Alpha Factor Asset Pricing Model; A Parable
30. 2019.04.06 Fu (2009) Idiosyncratic Risk and the Cross-Section of Expected Stock Returns