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A Respecified Fama French Three‐Factor Model for the New European Union Member States
16 references·4 citing·28 second hop
A Respecified Fama French Three‐Factor Model for the New European Union Member States (2013)A Respecified Fama French Three‐Factor Mo…Financial reporting incentives for conservative accounting: The influence of legal and political institutions (2006)Financial reporting incentive…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…Multifactor models do not explain deviations from the CAPM (1995)Multifactor models do not exp…Detecting Earnings Management. (1995)Detecting Earnings Management.A Critique of Size-Related Anomalies (1995)A Critique of Size-Related An…The Effects of Accounting Diversity: Evidence from the European Union (1994)The Effects of Accounting Div…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…Beta and Return (1993)Beta and ReturnEarnings Management During Import Relief Investigations (1991)Earnings Management During Im…The effect of bonus schemes on accounting decisions (1985)The effect of bonus schemes o…Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…The relationship between return and market value of common stocks (1981)The relationship between retu…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Publication trends in the Journal of International Financial Management and Accounting: A retrospective review (2023)Publication trends in the Jou…Informal institutions and firm valuation (2019)Informal institutions and fir…Testing Factor Models in Indonesia (2018)Testing Factor Models in Indo…The four-factor asset pricing model on the Polish stock market (2014)The four-factor asset pricing…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)The economic implications of corporate financial reporting (2005)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)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)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Users of the world, unite! The challenges and opportunities of Social Media (2009)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Towards a Positive Theory of the Determination of Accounting Standards. (1978)Agency Problems and the Theory of the Firm (1980)A Review of the Earnings Management Literature and Its Implications for Standard Setting (1999)Earnings management and investor protection: an international comparison (2003)Earnings Management through Real Activities Manipulation (2003)Performance matched discretionary accrual measures (2005)The Pricing of Options and Corporate Liabilities (1973)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1991Earnings Management During Import Relief Investigations8,369 cited
  • 1995Detecting Earnings Management.6,532 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1985The effect of bonus schemes on accounting decisions3,311 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 2006Financial reporting incentives for conservative accounting: The influence of legal and political institutions1,117 cited
  • 1995A Critique of Size-Related Anomalies763 cited
  • 1993Beta and Return588 cited
  • 1995Multifactor models do not explain deviations from the CAPM571 cited
  • 1994

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The Effects of Accounting Diversity: Evidence from the European Union
397 cited

Cited by

  • 2014The four-factor asset pricing model on the Polish stock market40 cited
  • 2019Informal institutions and firm valuation26 cited
  • 2018Testing Factor Models in Indonesia26 cited
  • 2023Publication trends in the Journal of International Financial Management and Accounting: A retrospective review10 cited