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The relationship between asset growth and the cross-section of stock returns · Study

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ArticleThe relationship between asset growth and the cross-section of stock returns

Philip K. Gray2010

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Articlegreen2010

The relationship between asset growth and the cross-section of stock returns

Philip K. Gray · Jessica Johnson

90 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1981The relationship between return and market value of common stocks 1994Contrarian Investment, Extrapolation, and Risk

Cited by

2017Explaining Anomalies in Australia with a Five‐factor Asset Pricing Model 2016Asset Growth and Stock Performance: Evidence from REITs 2015A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia 2015A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia 2012Dissecting anomalies in the Australian stock market 2019Firm profitability and expected stock returns: Evidence from Latin America

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Details

Year2010

Typearticle

Published2010-06-20

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations90

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2010.06.005

openalex_workW2015314851

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2018Review of New Trends in the Literature on Factor Models and Mutual Fund Performance

2015The Impact of Financial Leverage and Market Size on Stock Returns on the Dhaka Stock Exchange: Evidence from Selected Stocks in the Manufacturing Sector