1

Common risk factors in the returns on stocks and bonds

Year:
1993
Language:
english
File:
PDF, 3.32 MB
english, 1993
2

A five-factor asset pricing model

Year:
2015
Language:
english
File:
PDF, 759 KB
english, 2015
3

The Capital Asset Pricing Model: Theory and Evidence

Year:
2004
Language:
english
File:
PDF, 2.44 MB
english, 2004
4

The Cross-Section of Expected Stock Returns

Year:
1992
Language:
english
File:
PDF, 2.05 MB
english, 1992
5

International tests of a five-factor asset pricing model

Year:
2016
Language:
english
File:
PDF, 4.05 MB
english, 2016
6

Multifactor Explanations of Asset Pricing Anomalies

Year:
1996
Language:
english
File:
PDF, 693 KB
english, 1996
7

The Value Premium and the CAPM

Year:
2006
Language:
english
File:
PDF, 2.65 MB
english, 2006
8

The Corporate Cost of Capital and the Return on Corporate Investment

Year:
1999
Language:
english
File:
PDF, 404 KB
english, 1999
9

Size, value, and momentum in international stock returns

Year:
2012
Language:
english
File:
PDF, 363 KB
english, 2012
10

Dividend yields and expected stock returns

Year:
1988
Language:
english
File:
PDF, 1.39 MB
english, 1988
11

Size and Book-to-Market Factors in Earnings and Returns

Year:
1995
Language:
english
File:
PDF, 485 KB
english, 1995
12

The Capital Asset Pricing Model: Theory and Evidence

Year:
2004
Language:
english
File:
PDF, 131 KB
english, 2004
13

Volatility Lessons

Year:
2018
Language:
english
File:
PDF, 970 KB
english, 2018
14

The CAPM is Wanted, Dead or Alive

Year:
1996
Language:
english
File:
PDF, 785 KB
english, 1996
15

Dissecting Anomalies

Year:
2008
Language:
english
File:
PDF, 146 KB
english, 2008
17

Permanent and Temporary Components of Stock Prices

Year:
1988
Language:
english
File:
PDF, 480 KB
english, 1988
18

Long-Horizon Returns

Year:
2018
Language:
english
File:
PDF, 277 KB
english, 2018
19

Value versus Growth: The International Evidence

Year:
1998
Language:
english
File:
PDF, 121 KB
english, 1998
20

Expected stock returns and volatility

Year:
1987
Language:
english
File:
PDF, 1.63 MB
english, 1987
21

Financing decisions: who issues stock?

Year:
2005
Language:
english
File:
PDF, 323 KB
english, 2005
22

The Cross-Section of Expected Stock Returns

Year:
1992
Language:
english
File:
PDF, 866 KB
english, 1992
23

Profitability, investment and average returns

Year:
2006
Language:
english
File:
PDF, 280 KB
english, 2006
24

Taxes, Financing Decisions, and Firm Value

Year:
1998
Language:
english
File:
PDF, 136 KB
english, 1998
25

Luck versus Skill in the Cross-Section of Mutual Fund Returns

Year:
2010
Language:
english
File:
PDF, 302 KB
english, 2010
26

Stock returns and the weekend effect

Year:
1980
Language:
english
File:
PDF, 889 KB
english, 1980
28

The Anatomy of Value and Growth Stock Returns

Year:
2007
Language:
english
File:
PDF, 2.00 MB
english, 2007
29

Forecasting Profitability and Earnings

Year:
2000
Language:
english
File:
PDF, 144 KB
english, 2000
31

Choosing Factors

Year:
2018
Language:
english
File:
PDF, 3.69 MB
english, 2018
32

Comparing Cross-Section and Time-Series Factor Models

Year:
2019
Language:
english
File:
PDF, 681 KB
english, 2019
33

Characteristics, Covariances, and Average Returns: 1929 to 1997

Year:
2000
Language:
english
File:
PDF, 103 KB
english, 2000
34

Disagreement, tastes, and asset prices

Year:
2007
Language:
english
File:
PDF, 278 KB
english, 2007
35

Business conditions and expected returns on stocks and bonds

Year:
1989
Language:
english
File:
PDF, 1.70 MB
english, 1989
36

The Equity Premium

Year:
2002
Language:
english
File:
PDF, 155 KB
english, 2002
39

Industry costs of equity

Year:
1997
Language:
english
File:
PDF, 2.82 MB
english, 1997
40

Geography of American rap: rap diffusion and rap centers

Year:
2017
Language:
english
File:
PDF, 892 KB
english, 2017
41

Presidential Address: The Cost of Active Investing

Year:
2008
Language:
english
File:
PDF, 1.40 MB
english, 2008
42

Multifactor Explanations of Asset Pricing Anomalies

Year:
1996
Language:
english
File:
PDF, 1.89 MB
english, 1996
44

Value versus Growth: The International Evidence

Year:
1998
Language:
english
File:
PDF, 748 KB
english, 1998
47

The Value Premium and the CAPM

Year:
2006
Language:
english
File:
PDF, 264 KB
english, 2006
48

Luck versus Skill in the Cross-Section of Mutual Fund Returns

Year:
2010
Language:
english
File:
PDF, 2.68 MB
english, 2010
49

Capital Structure Choices

Year:
2011
Language:
english
File:
PDF, 485 KB
english, 2011