SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Fundamentals and Stock Returns in Japan
0 references·16 citing·38 second hopsampled
Fundamentals and Stock Returns in Japan (1991)Fundamentals and Stock Returns in JapanNationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations (2014)Nationalism and Economic Exch…Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach (2012)Identifying Expectation Error…Is size dead? A review of the size effect in equity returns (2011)Is size dead? A review of the…Corporate governance and risk-taking: Evidence from Japanese firms (2011)Corporate governance and risk…Investor sentiment as conditioning information in asset pricing (2008)Investor sentiment as conditi…International Differences in Conditional Conservatism – The Role of Unconditional Conservatism and Income Smoothing (2006)International Differences in …Determinants of board composition in New Zealand: a simultaneous equations approach (2002)Determinants of board composi…The Underreaction Hypothesis and the New Issue Puzzle: Evidence from Japan (1999)The Underreaction Hypothesis …Risk and Return of Value Stocks (1998)Risk and Return of Value Stoc…Relationship between Labor‐Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market (1998)Relationship between Labor‐In…Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets (1998)Book-to-market, firm size, an…The Performance of Japanese Mutual Funds (1997)The Performance of Japanese M…The investment and operating performance of Japanese initial public offerings (1997)The investment and operating …Fundamental determinants of national equity market returns: A perspective on conditional asset pricing (1997)Fundamental determinants of n…Dividend policy and stock price volatility: Australian evidence (1996)Dividend policy and stock pri…Evaluating the performance of value versus glamour stocks The impact of selection bias (1995)Evaluating the performance of…CAPITAL 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)Asset Pricing and the Illiquidity Premium (2005)Liquidity and asset pricing: Evidence from the Hong Kong stock market (2011)Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models (2021)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Does the Stock Market Overreact? (1985)The New Issues Puzzle (1995)Performance of Malaysian IPOs: Underwriters reputation and management earnings forecasts (2001)Managerial ownership and firm performance: Evidence from China's privatizations (2007)Boom and Bust (2020)Economic Forces and the Stock Market (1986)Multifactor Explanations of Asset Pricing Anomalies (1996)Robustness of size and value effects in emerging equity markets, 1985–2000 (2002)Financial distress: Lifecycle and corporate restructuring (2015)Empirical Asset Pricing: The Cross Section of Stock Returns (2016)Corporate financing and investment decisions when firms have information that investors do not have (1984)Dividend Policy and Stock Price Volatility: Evidence from Bangladesh (2008)Factors Affecting Stock Prices in the UAE Financial Markets (2011)Analysis of Factors Affecting Share Prices: The Case of Bahrain Stock Exchange (2015)Competitive Strategy: Techniques for Analyzing Industries and Competitors (1980)Risk aversion in family firms: what do we really know? (2012)Ownership structure and risk-taking behaviour in conventional and Islamic banks: Evidence for MENA countries (2013)Board structure and corporate risk taking in the UK financial sector (2017)The Corporate Cost of Capital and the Return on Corporate Investment (1999)A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts? (2013)Uncovering Expected Returns: Information in Analyst Coverage Proxies (2016)Predicting Future Earnings Changes Using Machine Learning and Detailed Financial Data (2022)What Factors Drive Global Stock Returns? (2006)Factor Investing in the Corporate Bond Market (2014)Size matters, if you control your junk (2018)Legal Determinants of the Return on Equity (2000)An Analysis of Covariance Risk and Pricing Anomalies (2003)Combined DEMATEL technique with a novel MCDM model for exploring portfolio selection based on CAPM (2010)An Empirical Analysis of the Risk Properties of Human Capital Returns (2003)Model Comparison Using the Hansen-Jagannathan Distance (2008)Does the Fama and French Five‐Factor Model Work Well in Japan? (2017)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 1998Risk and Return of Value Stocks308 cited
  • 2011Is size dead? A review of the size effect in equity returns302 cited
  • 1995Evaluating the performance of value versus glamour stocks The impact of selection bias226 cited
  • 1998Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets219 cited
  • 2012Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach218 cited
  • 2011Corporate governance and risk-taking: Evidence from Japanese firms212 cited
  • 1997The investment and operating performance of Japanese initial public offerings171 cited
  • 1997Fundamental determinants of national equity market returns: A perspective on conditional asset pricing165 cited
  • 1996Dividend policy and stock price volatility: Australian evidence151 cited
  • 1998Relationship between Labor‐Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market145 cited
  • 2006International Differences in Conditional Conservatism – The Role of Unconditional Conservatism and Income Smoothing144 cited
  • 2008Investor sentiment as conditioning information in asset pricing140 cited
  • 2014Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations137 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2002
Determinants of board composition in New Zealand: a simultaneous equations approach
134 cited
  • 1999The Underreaction Hypothesis and the New Issue Puzzle: Evidence from Japan125 cited
  • 1997The Performance of Japanese Mutual Funds125 cited