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Continental and National Differences in the Financial Ratios of Investment Banking Companies: An Application of the Altman Z Model.
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- Journal of Accounting & Finance (2158-3625), 2016, v. 16, n. 3, p. 37
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- Article
The Use of Accounting Screens for Separating Winners from Losers Among the S&P 500 Stocks.
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- Journal of Accounting & Finance (2158-3625), 2016, v. 16, n. 1, p. 45
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- Article
Directors' and Officers' Liability Insurance and Firm Performance: Evidence from Taiwan.
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- Asia-Pacific Journal of Risk & Insurance, 2018, v. 12, n. 2, p. 1, doi. 10.1515/apjri-2017-0025
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- Article
Intangible assets and the book‐to‐market effect.
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- European Financial Management, 2019, v. 25, n. 1, p. 207, doi. 10.1111/eufm.12148
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- Article
Portfolio Overlapping Bias in Tests of the Fama-French Three-Factor Model.
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- European Financial Management, 2016, v. 22, n. 3, p. 367, doi. 10.1111/eufm.12064
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- Article
Can Investment Shocks Explain the Cross Section of Equity Returns?
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- Management Science, 2017, v. 63, n. 11, p. 3829, doi. 10.1287/mnsc.2016.2542
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- Article
Does Short Selling Amplify Price Declines or Align Stocks with Their Fundamental Values?
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- Management Science, 2014, v. 60, n. 9, p. 2324, doi. 10.1287/mnsc.2013.1872
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- Article
Firm-Level Productivity, Risk, and Return.
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- Management Science, 2014, v. 60, n. 8, p. 2073, doi. 10.1287/mnsc.2013.1852
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- Article
International Diversification with Factor Funds.
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- Management Science, 2010, v. 56, n. 9, p. 1500, doi. 10.1287/mnsc.1100.1191
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- Article
Evaluating the SDC Mergers and Acquisitions Database.
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- Financial Review, 2014, v. 49, n. 4, p. 793, doi. 10.1111/fire.12057
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- Article
INFORMATIC MODEL USED FOR THE EVALUATION OF TITLES ON STOCK.
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- Knowledge Horizons / Orizonturi ale Cunoasterii, 2018, v. 10, n. 1, p. 63
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- Article
FUNDAMENTAL ANOMALIES CONNECTED WITH THE VALUE OF MARKET MULTIPLES AND FIRM SIZE.
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- Acta Scientiarum Polonorum. Oeconomia, 2016, v. 15, n. 1, p. 99
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- Article
REIT Momentum and Characteristic-Related REIT Returns.
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- Journal of Real Estate Finance & Economics, 2013, v. 47, n. 3, p. 564, doi. 10.1007/s11146-012-9371-2
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- Article
Intertemporal Asset Pricing: Preliminary Evidence from an Emerging Economy.
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- Lahore Journal of Business, 2013, v. 1, n. 2, p. 27, doi. 10.35536/ljb.2013.v1.i2.a2
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- Article
Fama-French Model and the Time Variation in Systematic Risk.
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- IUP Journal of Financial Risk Management, 2017, v. 14, n. 3, p. 32
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- Article
Takeovers and the Size Effect.
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- Quarterly Journal of Finance & Accounting, 2014, v. 52, n. 3/4, p. 53
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- Article
Practical Applications of Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets.
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- Journal of Portfolio Management, 2014, p. 20
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- Article
Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets.
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- Journal of Portfolio Management, 2013, v. 39, n. 2, p. 101, doi. 10.3905/jpm.2013.39.2.101
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- Article
DEBT IPO WAVES, INVESTOR SENTIMENT, MARKET CONDITIONS, AND ISSUE QUALITY.
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- Journal of Financial Research, 2013, v. 36, n. 4, p. 435, doi. 10.1111/jfir.12018
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- Article
THE SHRINKING SPACE FOR ANOMALIES.
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- Journal of Financial Research, 2013, v. 36, n. 3, p. 299, doi. 10.1111/j.1475-6803.2013.12012.x
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- Article
Shareholder say on pay and CEO compensation: three strikes and the board is out.
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- Accounting & Finance, 2017, v. 57, n. 3, p. 701, doi. 10.1111/acfi.12176
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- Article
Correlated implied volatility with jump and cross section of stock returns.
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- Accounting & Finance, 2016, v. 56, n. 4, p. 1187, doi. 10.1111/acfi.12111
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- Article
Analysing the market-book value relation in large Australian and US firms: implications for fundamental analysis and the market-book ratio.
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- Accounting & Finance, 2016, v. 56, n. 4, p. 1017, doi. 10.1111/acfi.12117
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- Article
Value versus growth: Australian evidence.
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- Accounting & Finance, 2013, v. 53, n. 2, p. 393, doi. 10.1111/j.1467-629X.2012.00474.x
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- Article
ASSET ALLOCATION USING THE FAMA-FRENCH VALUE FACTOR.
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- Journal of Technical Analysis, 2016, n. 69, p. 92
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- Article
Asset Pricing and Share Reforms: An Anatomy of China's Investable Stocks.
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- Asia-Pacific Financial Markets, 2014, v. 21, n. 1, p. 15, doi. 10.1007/s10690-013-9174-3
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- Article
Reexamining the Robustness of the Market Value of Equity.
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- Asia-Pacific Financial Markets, 2001, v. 8, n. 2, p. 61, doi. 10.1023/A:1011988915768
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- Article
LIQUIDITY AND STOCK RETURNS: NEW EVIDENCE FROM JOHANNESBURG STOCK EXCHANGE.
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- Journal of Developing Areas, 2019, v. 53, n. 2, p. 79, doi. 10.1353/jda.2019.0022
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- Article
Dynamic risk, accounting-based valuation and firm fundamentals.
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- Review of Accounting Studies, 2013, v. 18, n. 4, p. 899, doi. 10.1007/s11142-013-9227-x
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- Article
AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL.
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- Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S2010495214500031
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- Article
THE "FIRM-SPECIFIC RETURN VARIATION": A MEASURE OF PRICE INFORMATIVENESS OR INFORMATION ASYMMETRY?
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- Annals of Financial Economics, 2005, v. 1, n. 1, p. -1, doi. 10.1142/S2010495205500041
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- Article
HİSSE SENEDİ DEĞERLENDİRME YÖNTEMLERİNİN YATIRIM KARARLARINDAKİ BAŞARISININ DEĞERLENDİRİLMESİ.
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- International Journal of Economic & Administrative Studies, 2014, v. 7, n. 13, p. 155
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- Article
Decomposing Value.
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- Review of Financial Studies, 2018, v. 31, n. 5, p. 1825, doi. 10.1093/rfs/hhx118
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- Article
Where’s the Kink? Disappointment Events in Consumption Growth and Equilibrium Asset Prices.
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- Review of Financial Studies, 2017, v. 30, n. 8, p. 2851, doi. 10.1093/rfs/hhx012
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- Article
The Human Capital That Matters: Expected Returns and High-Income Households.
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- Review of Financial Studies, 2016, v. 29, n. 9, p. 2523, doi. 10.1093/rfs/hhw048
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- Article
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments.
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- Review of Financial Studies, 2015, v. 28, n. 7, p. 2128, doi. 10.1093/rfs/hhu075
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- Article
Asset Growth and Idiosyncratic Return Volatility.
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- Review of Finance, 2016, v. 20, n. 3, p. 1235, doi. 10.1093/rof/rfv033
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- Article
Don’t Fight the Fed!*.
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- Review of Finance, 2014, v. 18, n. 2, p. 623, doi. 10.1093/rof/rft005
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- Article
Implied Price Risk and Momentum Strategy*.
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- Review of Finance, 2014, v. 18, n. 2, p. 591, doi. 10.1093/rof/rft019
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- Article
Nonparametric testing for anomaly effects in empirical asset pricing models.
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- Empirical Economics, 2015, v. 48, n. 1, p. 9, doi. 10.1007/s00181-014-0846-2
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- Article
Determinants of the length of time a firm's book-to-market ratio is greater than one.
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- Review of Quantitative Finance & Accounting, 2015, v. 45, n. 3, p. 509, doi. 10.1007/s11156-014-0445-5
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- Article
Growth/Value, Market Cap, and Momentum.
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- Journal of Investing, 2014, v. 23, n. 1, p. 33, doi. 10.3905/joi.2014.23.1.033
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- Article
ON THE ROBUSTNESS OF THE EXTENDED FAMA-FRENCH THREE FACTOR MODEL.
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- Indonesian Capital Market Review, 2017, v. 9, n. 2, p. 1
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- Article
Risk, Uncertainty, and Expected Returns.
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- Journal of Financial & Quantitative Analysis, 2016, v. 51, n. 3, p. 707, doi. 10.1017/S0022109016000417
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- Article
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 5/6, p. 1133, doi. 10.1017/S0022109014000489
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- Article
The Role of Growth Options in Explaining Stock Returns.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. 749, doi. 10.1017/S0022109014000118
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- Article
Modeling the Cross Section of Stock Returns: A Model Pooling Approach.
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- Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 6, p. 1331, doi. 10.1017/S0022109012000518
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- Article
Investment style of Jordanian mutual funds.
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- International Journal of Economic Sciences & Applied Research, 2012, v. 5, n. 2, p. 113
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- Article
The Relationship between Idiosyncratic Risk and Returns in the Brazilian Stock Market.
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- Revista Contabilidade & Finanças - USP, 2012, v. 23, n. 60, p. 246
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- Article
Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta.
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- Finance a Uver: Czech Journal of Economics & Finance, 2015, v. 65, n. 2, p. 167
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- Article