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Industry Cost of Equity Capital: UK Evidence
16 references·3 citing·25 second hopsampled
Industry Cost of Equity Capital: UK Evidence (2009)Industry Cost of Equity Capital: UK Evide…The Worldwide Equity Premium: A Smaller Puzzle (2008)The Worldwide Equity Premium:…A liquidity-augmented capital asset pricing model (2006)A liquidity-augmented capital…Triumph of the optimists: 101 years of global investment returns (2003)Triumph of the optimists: 101…The illusory nature of momentum profits (2003)The illusory nature of moment…Triumph of the Optimists (2002)Triumph of the OptimistsProfitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Industry costs of equity (1997)Industry costs of equityThe Conditional CAPM and the Cross-Section of Expected Returns (1996)The Conditional CAPM and the …Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Another Look at the Cross-Section of Expected Stock Returns (1995)Another Look at the Cross-Sec…On the Cross-Sectional Relation between Expected Returns and Betas (1994)On the Cross-Sectional Relati…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The role of reconciliation quality in limiting mispricing of non-GAAP earnings announcements by EURO STOXX firms (2014)The role of reconciliation qu…Long Term Performance and Choice of SEO Method by UK Firms (2011)Long Term Performance and Cho…The Fama-French and Momentum Portfolios and Factors in the UK (2009)The Fama-French and Momentum …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Does the Stock Market Overreact? (1985)An Intertemporal Capital Asset Pricing Model (1973)Judgment under Uncertainty: Heuristics and Biases (1974)Differences of Opinion and the Cross Section of Stock Returns (2002)An Engine, Not a Camera (2006)Information Uncertainty and Stock Returns (2006)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Is the Risk of Bankruptcy a Systematic Risk? (1998)What Drives Firm‐Level Stock Returns? (2002)Predicting returns with financial ratios (2004)Investor Psychology and Security Market Under‐ and Overreactions (1998)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)… and the Cross-Section of Expected Returns (2015)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1997Industry costs of equity5,793 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1995Another Look at the Cross-Section of Expected Stock Returns1,007 cited
  • 2006A liquidity-augmented capital asset pricing model891 cited
  • 2002Triumph of the Optimists659 cited
  • 2003The illusory nature of momentum profits657 cited
  • 2003Triumph of the optimists: 101 years of global investment returns585 cited
  • 1994On the Cross-Sectional Relation between Expected Returns and Betas408 cited
  • 2008

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The Worldwide Equity Premium: A Smaller Puzzle
251 cited

Cited by

  • 2009The Fama-French and Momentum Portfolios and Factors in the UK41 cited
  • 2014The role of reconciliation quality in limiting mispricing of non-GAAP earnings announcements by EURO STOXX firms27 cited
  • 2011Long Term Performance and Choice of SEO Method by UK Firms23 cited