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MVA and the Cross-Section of Expected Stock Returns
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MVA and the Cross-Section of Expected Stock Returns (2001)MVA and the Cross-Section of Expected Sto…Does EVA® beat earnings? Evidence on associations with stock returns and firm values (1997)Does EVA® beat earnings? Evid…Book-to-market, dividend yield, and expected market returns: A time-series analysis (1997)Book-to-market, dividend yiel…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Valuation: Measuring and managing the value of companies (1992)Valuation: Measuring and mana…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Fundamentals and Stock Returns in Japan (1991)Fundamentals and Stock Return…Creating shareholder value : the new standard for business performance (1986)Creating shareholder value : …Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…The relationship between earnings' yield, market value and return for NYSE common stocks (1983)The relationship between earn…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…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…Financial Managemen:t Theory and Practice (1979)Financial Managemen:t Theory …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Noise (1986)Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Chapter 18 A survey of behavioral finance (2003)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Capital Market Equilibrium with Restricted Borrowing (1972)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Efficient Capital Markets: II (1991)Momentum Strategies (1996)Accounting valuation, market expectation, and cross-sectional stock returns (1998)Characteristics, Covariances, and Average Returns: 1929 to 1997 (2000)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Transformative capacity: Continual structuring by intertemporal technology transfer (1994)Is performance driven by industry‐or firm‐specific factors? A new look at the evidence (2002)Does Corporate Social Responsibility Influence Firm Performance of Indian Companies? (2010)Editor's Choice Digesting Anomalies: An Investment ApproachInvestor Psychology and Asset Pricing (2001)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1992Valuation: Measuring and managing the value of companies2,261 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
  • 1991Fundamentals and Stock Returns in Japan1,380 cited
  • 1994Contrarian Investment, Extrapolation, and Risk1,354 cited
  • 1981Misspecification of capital asset pricing1,286 cited
  • 1979Financial Managemen:t Theory and Practice1,139 cited
  • 1986Creating shareholder value : the new standard for business performance1,029 cited
  • 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
  • 1997

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Does EVA® beat earnings? Evidence on associations with stock returns and firm values
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