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A Cross-Sectional Test of an Investment-Based Asset Pricing Model
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  • 2011On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications53 cited
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  • 2015Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation38 cited
  • 2018Valuing streams of risky cashflows with risk-value models38 cited
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  • 2009Sin Stock Returns Over the Business Cycle34 cited
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  • 2005Investment-Based Underperformance Following Seasoned Equity Offerings29 cited
  • 2006The New Issues Puzzle: Testing the Investment-Based Explanation

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29 cited
  • 2010Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns26 cited
  • 2012A New Asset Pricing Model Based on the Zero-Beta CAPM: Theory and Evidence25 cited