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Value Versus Growth
8 references·16 citing·38 second hop
Value Versus Growth (2003)Value Versus GrowthExplaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? (2001)Explaining the Cross‐Section …Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…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…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Overcoming Cognitive Biases: A Heuristic for Making Value Investing Decisions (2015)Overcoming Cognitive Biases: …Managerial ability and tax avoidance: evidence from Korea (2015)Managerial ability and tax av…Investing in a Global World (2013)Investing in a Global WorldEmpirical Cross-Sectional Asset Pricing (2013)Empirical Cross-Sectional Ass…A Critical Review of Capital Structure Theories (2012)A Critical Review of Capital …The Efficient-Market Hypothesis and the Financial Crisis (2011)The Efficient-Market Hypothes…My Life in Finance (2011)My Life in FinanceValue versus growth stock returns and the value premium: The Canadian experience 1985–2005 (2009)Value versus growth stock ret…Foreign Investments of U.S. Individual Investors: Causes and Consequences (2008)Foreign Investments of U.S. I…An empirical methodology for developing stockmarket trading systems using artificial neural networks (2008)An empirical methodology for …Risks of investing in the Russian stock market: Lessons of the first decade (2006)Risks of investing in the Rus…The Economic Value of Corporate Eco-Efficiency (2005)The Economic Value of Corpora…DIVIDEND POLICY, TRADING CHARACTERISTICS AND SHARE PRICES: EMPIRICAL EVIDENCE FROM EGYPTIAN FIRMS (2004)DIVIDEND POLICY, TRADING CHAR…Evaluating style analysis (2003)Evaluating style analysisCAPM Over the Long-Run: 1926-2001 (2003)CAPM Over the Long-Run: 1926-…A Test of the Errors‐in‐Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts (2002)A Test of the Errors‐in‐Expec…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)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)The Behavior of Stock-Market Prices (1965)The relationship between return and market value of common stocks (1981)Utilizing artificial neural networks and genetic algorithms to build an algo-trading model for intra-day foreign exchange speculation (2013)An intelligent short term stock trading fuzzy system for assisting investors in portfolio management (2015)A survey on machine learning models for financial time series forecasting (2022)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Size and book to market effects and the Fama French three factor asset pricing model: evidence from the Australian stockmarket (2004)Limits-to-arbitrage, investment frictions, and the asset growth anomaly (2011)The Accrual Anomaly: Risk or Mispricing? (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Is the abnormal return following equity issuances anomalous? (2000)Online Investors: Do the Slow Die First? (2002)Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns (2004)Does the Stock Market Overreact? (1985)Arbitrage Risk and Stock Mispricing (2008)Removing predictable analyst forecast errors to improve implied cost of equity estimates (2013)Stakeholder relations and stock returns: On errors in investors' expectations and learning (2013)Inefficient Markets (2000)Are Insider Trades Informative? (2001)The Value Premium (2005)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)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Do Industries Explain Momentum? (1999)The Stock Market Valuation of Research and Development Expenditures (2001)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
  • 1994Contrarian Investment, Extrapolation, and Risk1,354 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns773 cited
  • 2001Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?335 cited

Cited by

  • 2002A Test of the Errors‐in‐Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts171 cited
  • 2008An empirical methodology for developing stockmarket trading systems using artificial neural networks147 cited
  • 2005The Economic Value of Corporate Eco-Efficiency121 cited
  • 2015Managerial ability and tax avoidance: evidence from Korea103 cited
  • 2003Evaluating style analysis102 cited
  • 2008Foreign Investments of U.S. Individual Investors: Causes and Consequences90 cited
  • 2004

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

DIVIDEND POLICY, TRADING CHARACTERISTICS AND SHARE PRICES: EMPIRICAL EVIDENCE FROM EGYPTIAN FIRMS
72 cited
  • 2015Overcoming Cognitive Biases: A Heuristic for Making Value Investing Decisions72 cited
  • 2003CAPM Over the Long-Run: 1926-200169 cited
  • 2013Empirical Cross-Sectional Asset Pricing65 cited
  • 2012A Critical Review of Capital Structure Theories62 cited
  • 2013Investing in a Global World61 cited
  • 2011My Life in Finance52 cited
  • 2009Value versus growth stock returns and the value premium: The Canadian experience 1985–200551 cited
  • 2006Risks of investing in the Russian stock market: Lessons of the first decade51 cited
  • 2011The Efficient-Market Hypothesis and the Financial Crisis50 cited