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A comparison of some aspects of the U.S. and Japanese equity markets
10 references·10 citing·37 second hop
A comparison of some aspects of the U.S. and Japanese equity markets (1993)A comparison of some aspects of the U.S. …The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Fundamentals and Stock Returns in Japan (1991)Fundamentals and Stock Return…Fundamentals and Stock Returns in Japan (1991)Fundamentals and Stock Return…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Disentangling Equity Return Regularities: New Insights and Investment Opportunities (1988)Disentangling Equity Return R…Combining Economic Forecasts (1986)Combining Economic ForecastsModern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Financial Anomalies in Portfolio Construction and Management (2021)Financial Anomalies in Portfo…A further analysis of robust regression modeling and data mining corrections testing in global stocks (2020)A further analysis of robust …The Fundamental Law of Active Management: Redux (2015)The Fundamental Law of Active…The role of effective corporate decisions in the creation of efficient portfolios (2014)The role of effective corpora…Global Stock Selection Modeling and Efficient Portfolio Construction and Management (2013)Global Stock Selection Modeli…Efficient global portfolios: Big data and investment universes (2013)Efficient global portfolios: …Investing with Momentum: The Past, Present, and Future (2012)Investing with Momentum: The …An Empirical Case Study of Factor Alignment Problems Using the USER Model (2012)An Empirical Case Study of Fa…Methodologies for Isolating and Assessing the Portfolio Performance Potential of Stock Return Forecast Models with an Illustration (2009)Methodologies for Isolating a…THE OPTIMIZATION OF EFFICIENT PORTFOLIOS: THE CASE FOR AN R&D QUADRATIC TERM (2004)THE OPTIMIZATION OF EFFICIENT…Expert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)25 years of time series forecasting (2006)Chapter 4 Forecast Combinations (2006)The Combination of Forecasts (1969)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Improved methods of combining forecasts (1984)Why are Gambling Markets Organised so Differently from Financial Markets? (2004)Combining expert forecasts: Can anything beat the simple average? (2012)Some Contributions of Integrated Assessment Models of Global Climate Change (2017)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Momentum Strategies (1996)Accounting valuation, market expectation, and cross-sectional stock returns (1998)Characteristics, Covariances, and Average Returns: 1929 to 1997 (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Combination forecasts of output growth in a seven‐country data set (2004)Handbook of Economic Forecasting (2013)Foundations of Portfolio Theory (1991)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Calendar Anomalies: Abnormal Returns at Calendar Turning Points (1988)Is There a Cost to Being Socially Responsible in Investing? (1997)The profitability of moving average trading rules in South Asian stock markets (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Evaluating the performance of value versus glamour stocks The impact of selection bias (1995)Risk and Return of Value Stocks (1998)Is size dead? A review of the size effect in equity returns (2011)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 1991Fundamentals and Stock Returns in Japan1,380 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 1991Fundamentals and Stock Returns in Japan353 cited
  • 1986Combining Economic Forecasts341 cited
  • 1988Disentangling Equity Return Regularities: New Insights and Investment Opportunities186 cited

Cited by

  • 2013Efficient global portfolios: Big data and investment universes62 cited
  • 2012Investing with Momentum: The Past, Present, and Future53 cited
  • 2004THE OPTIMIZATION OF EFFICIENT PORTFOLIOS: THE CASE FOR AN R&D QUADRATIC TERM48 cited
  • 2020A further analysis of robust regression modeling and data mining corrections testing in global stocks41 cited
  • 2012An Empirical Case Study of Factor Alignment Problems Using the USER Model

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34 cited
  • 2014The role of effective corporate decisions in the creation of efficient portfolios31 cited
  • 2009Methodologies for Isolating and Assessing the Portfolio Performance Potential of Stock Return Forecast Models with an Illustration28 cited
  • 2021Financial Anomalies in Portfolio Construction and Management24 cited
  • 2015The Fundamental Law of Active Management: Redux24 cited
  • 2013Global Stock Selection Modeling and Efficient Portfolio Construction and Management22 cited