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Book-to-Market Equity, Financial Leverage, and the Cross-Section of Stock Returns
16 references·6 citing·33 second hop
Book-to-Market Equity, Financial Leverage, and the Cross-Section of Stock Returns (2013)Book-to-Market Equity, Financial Leverage…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…In Search of Distress Risk (2008)In Search of Distress RiskHow Does Financing Impact Investment? The Role of Debt Covenants (2008)How Does Financing Impact Inv…Testing the pecking order theory of capital structure (2002)Testing the pecking order the…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…The Econometrics of Financial Markets (1997)The Econometrics of Financial…What Do We Know about Capital Structure? Some Evidence from International Data (1995)What Do We Know about Capital…What Do We Know about Capital Structure? Some Evidence from International Data (1995)What Do We Know about Capital…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Recursive Methods in Economic Dynamics (1989)Recursive Methods in Economic…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Determinants of corporate borrowing (1977)Determinants of corporate bor…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Google search and stock returns in emerging markets (2019)Google search and stock retur…Investment Dynamics and Earnings‐Return Properties: A Structural Approach (2018)Investment Dynamics and Earni…Investment and the Cross‐Section of Equity Returns (2018)Investment and the Cross‐Sect…A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book‐to‐price (2018)A framework for identifying a…Financial distress and equity returns: A leverage-augmented three-factor model (2016)Financial distress and equity…What explains the value premium? The case of adjustment costs, operating leverage and financial leverage (2015)What explains the value premi…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)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)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Ownership Around the World (1999)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1995What Do We Know about Capital Structure? Some Evidence from International Data6,527 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 2002Testing the pecking order theory of capital structure2,642 cited
  • 1995What Do We Know about Capital Structure? Some Evidence from International Data2,443 cited
  • 2008In Search of Distress Risk2,232 cited
  • 2008

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How Does Financing Impact Investment? The Role of Debt Covenants
2,077 cited

Cited by

  • 2019Google search and stock returns in emerging markets58 cited
  • 2016Financial distress and equity returns: A leverage-augmented three-factor model44 cited
  • 2018A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book‐to‐price43 cited
  • 2018Investment and the Cross‐Section of Equity Returns41 cited
  • 2018Investment Dynamics and Earnings‐Return Properties: A Structural Approach39 cited
  • 2015What explains the value premium? The case of adjustment costs, operating leverage and financial leverage34 cited