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ArticleRisk and return

Seha M. Tiniç1984

Article1984

Risk and return

317 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1981The relationship between return and market value of common stocks 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS 1983The relationship between earnings' yield, market value and return for NYSE common stocks 1981Misspecification of capital asset pricing 1980An Empirical Investigation of the Arbitrage Pricing Theory 1976Capital market seasonality: The case of stock returns 1977Foundations of Finance.

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2007Seasonality in the cross-section of stock returns☆1993The seasonal behavior of the liquidity premium in asset pricing 1997Institutions and Individuals at the Turn-of-the-Year 1989Portfolio Rebalancing and the Turn-Of-The-Year Effect 1995Calendar effects in the London Stock Exchange FT–SE indices 1986Risk, Return, and Equilibrium: A Revisit

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1995Chapter 17 On the predictability of common stock returns: World-wide evidencechapter · 10 shared references 1983Size and stock returns, and other empirical regularitiesarticle · 9 shared references 1984Volume and turn-of-the-year behaviorarticle · 8 shared references 1986Risk, Return, and Equilibrium: A Revisitarticle · 7 shared references 1989Stock market anomaliesarticle · 7 shared references 1987Stock Return Anomalies and the Tests of the APTarticle · 7 shared references

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Year1984

Typearticle

Published1984-12-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations317

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(84)90016-3

openalex_workW1590844819

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1989Potential gains from international portfolio diversification and inter-temporal stability and seasonality in international stock market relationships

2005Seasonality in stock returns and volatility: The Ramadan effect