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INVITED EDITORIAL COMMENT
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INVITED EDITORIAL COMMENT (2016)INVITED EDITORIAL COMMENTHow Can 'Smart Beta' Go Horribly Wrong? (2016)How Can 'Smart Beta' Go Horri…Quality Minus Junk (2013)Quality Minus JunkThe Value Spread (2003)The Value SpreadStyle Timing (2000)Style TimingPredicting Stock Returns Using Industry-Relative Firm Characteristics (2000)Predicting Stock Returns Usin…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…Factor investing and asset allocation strategies: a comparison of factor versus sector optimization (2021)Factor investing and asset al…The Impact of Crowding in Alternative Risk Premia Investing (2019)The Impact of Crowding in Alt…The Promises and Pitfalls of Factor Timing (2018)The Promises and Pitfalls of …Smart beta, smart money (2018)Smart beta, smart moneyCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993). . . and the Cross-Section of Expected Returns (2014)Factor Momentum Everywhere (2019)The Cross-Section of Risk and Returns (2020)On Persistence in Mutual Fund Performance (1997)Price Momentum and Trading Volume (2000)Economic Links and Predictable Returns (2008)Time Series Momentum (2011)Contrarian Investment, Extrapolation, and Risk (1994)New Paradigm or Same Old Hype in Equity Investing? (2000)Style Investing and Institutional Investors (2008)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Agency costs of free cash flow, corporate finance, and takeovers (1996)Low-Risk Investing Without Industry Bets (2013)Fact, Fiction, and Value Investing (2015)On Comparing Asset Pricing Models (2019)INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)Illiquidity and stock returns: cross-section and time-series effects (2002)Factor Timing with Cross-Sectional and Time-Series Predictors (2017)Optimal Timing and Tilting of Equity Factors (2018)The Volatility Effect Revisited (2019)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The cost of capital, corporation finance and the theory of investment (2008)Improving Time-Series Momentum Strategies: The Role of Trading Signals and Volatility Estimators (2012)Mutual Fund Flows and Performance in Rational Markets (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Risk, Return, and Equilibrium: Empirical Tests (1973)Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation (2007)Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (2009)Accruals, cash flows, and operating profitability in the cross section of stock returns (2016)
this work references cited by second hop

References

  • 1999Do Industries Explain Momentum?1,770 cited
  • 2003The Value Spread463 cited
  • 2000Style Timing159 cited
  • 2000Predicting Stock Returns Using Industry-Relative Firm Characteristics153 cited
  • 2013Quality Minus Junk132 cited
  • 2016How Can 'Smart Beta' Go Horribly Wrong?51 cited

Cited by

  • 2018The Promises and Pitfalls of Factor Timing31 cited
  • 2019The Impact of Crowding in Alternative Risk Premia Investing26 cited
  • 2021Factor investing and asset allocation strategies: a comparison of factor versus sector optimization24 cited
  • 2018Smart beta, smart money22 cited

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