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Equity Is Cheap for Large Financial Institutions
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 2009This Time Is Different3,448 cited
  • 2008Bank governance, regulation and risk taking3,267 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 2000Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?2,089 cited
  • 2013Betting against beta2,027 cited
  • 2008Corporate Governance and Risk‐Taking1,816 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1988Deposit Insurance, Risk, and Market Power in Banking1,782 cited
  • 2010This time is different: eight centuries of financial folly1,776 cited
  • 1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
  • 2008

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High idiosyncratic volatility and low returns: International and further U.S. evidence
1,440 cited

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  • 2018Resolving 'Too Big to Fail'30 cited