SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Expected P/E, Residual P/E, and Stock Return Reversal: Time-Varying Fundamentals or Investor Overreaction?
16 references·0 citing·19 second hopsampled
Expected P/E, Residual P/E, and Stock Return Reversal: Time-Varying Fundamentals or Investor Overreaction? (2007)Expected P/E, Residual P/E, and Stock Ret…Valuation Ratios and the Long-Run Stock Market Outlook (1998)Valuation Ratios and the Long…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Predicting Stock Returns in an Efficient Market (1990)Predicting Stock Returns in a…Earnings Yields, Market Values, and Stock Returns (1989)Earnings Yields, Market Value…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…SIZE AND EARNINGS/PRICE RATIO ANOMALIES: ONE EFFECT OR TWO? (1984)SIZE AND EARNINGS/PRICE RATIO…The relationship between earnings' yield, market value and return for NYSE common stocks (1983)The relationship between earn…The relationship between return and market value of common stocks (1981)The relationship between retu…Misspecification of capital asset pricing (1981)Misspecification of capital a…What Determines Price-Earnings Ratios? (1978)What Determines Price-Earning…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Efficient Capital Markets: II (1991)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Capital Market Equilibrium with Restricted Borrowing (1972)The General Theory of Employment, Interest and Money. (1936)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)Industry costs of equity (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1981The relationship between return and market value of common stocks5,999 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,600 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
  • 1981Misspecification of capital asset pricing1,327 cited
  • 1998Valuation Ratios and the Long-Run Stock Market Outlook788 cited
  • 1989Earnings Yields, Market Values, and Stock Returns497 cited
  • 1990Predicting Stock Returns in an Efficient Market327 cited
  • 1978What Determines Price-Earnings Ratios?275 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1984
SIZE AND EARNINGS/PRICE RATIO ANOMALIES: ONE EFFECT OR TWO?
173 cited

Cited by

No citing works inside the corpus for this window.