1. Estimating and testing investment-based asset pricing models. (2024). Salomao, Juliana ; Deng, Yao ; Belo, Frederico.
   In: Journal of Financial Economics.
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2. Synergy frontier of multi-factor stock selection model. (2023). Yeh, I-Cheng.
   In: OPSEARCH.
   RePEc:spr:opsear:v:60:y:2023:i:1:d:10.1007_s12597-022-00615-y.

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3. Long-run Stock Return of IPO Firms in India: Examining Investment and Profitability Hypothesis. (2023). Shaw, Tara Shankar ; Shukla, Avdhesh Kumar.
   In: Vikalpa: The Journal for Decision Makers.
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4. Anomalies in U.S. REIT Returns: Evidence for and against the Q-theory. (2023). Zhang, Ying ; Prombutr, Wikrom ; Phengpis, Chanwit.
   In: International Real Estate Review.
   RePEc:ire:issued:v:26:n:01:2023:p:43-71.

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5. Elliptical Capital Asset Pricing Models: Formulation, Diagnostics, Case Study with Chilean Data, and Economic Rationale. (2023). Leiva, Victor ; Jimenez, Rodrigo ; Riquelme, Marco ; Leal, Danilo.
   In: Mathematics.
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6. Cross-Section of Returns, Predictors Credibility, and Method Issues. (2023). Yu, Zhimin.
   In: JRFM.
   RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:34-:d:1025770.

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7. An investment-based explanation of currency excess returns. (2023). Jamali, Ibrahim ; Yamani, Ehab ; Smallwood, Aaron D.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311.

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8. Quarterly investment spikes, stock returns, and the investment factor. (2023). Altieri, Michela ; Schnitzler, Jan.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000332.

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9. Nonlinear asset pricing in Chinese stock market: A deep learning approach. (2023). Xie, Ying ; Wang, Yiming ; Long, Suwan ; Pan, Shuiyang.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001436.

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10. Capital mobility and the long-run return–risk trade-offs of industry portfolios. (2023). Xu, Xin ; Yao, Tong ; Chen, Jia.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:70:y:2023:i:c:p:123-143.

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11. CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Huang, Yanhuang ; Li, Xingjian ; Wang, Jian ; Feng, Hongrui.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028.

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12. The profitability effect: An evaluation of alternative explanations. (2022). Chen, Li-Wen ; Yu, Hsin-Yi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000063.

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13. The cross-section of investment and profitability: Implications for asset pricing. (2022). ben Zhang, Miao ; Kilic, Mete ; Yang, Louis.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:3:p:706-724.

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14. Risk-adjusted capital allocation and misallocation. (2022). Zeke, David ; David, Joel ; Schmid, Lukas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:3:p:684-705.

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15. Decomposing firm value. (2022). Gala, Vito D ; Vitorino, Maria Ana ; Salomao, Juliana ; Belo, Frederico.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:2:p:619-639.

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16. Profitability, asset investment, and aggregate stock returns. (2022). Chue, Timothy K ; Xu, Jin Karen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001935.

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17. What drives the dispersion anomaly?. (2022). Qiu, Buhui ; Roh, Tai-Yong ; Min, Byoung-Kyu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200005x.

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18. Understanding idiosyncratic momentum in the Chinese stock market. (2022). Lin, QI.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100175x.

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19. Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

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20. Consumption-Based Asset Pricing When Consumers Make Mistakes. (2021). Anderson, Christopher.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-15.

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21. Determinants and predictability of commodity producer returns. (2021). Balvers, Ronald ; Wang, Qiao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s037842662100234x.

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22. The q5 model and its consistency with the intertemporal CAPM. (2021). Lin, QI.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000546.

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23. Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models. (2020). Rojo-Suarez, Javier ; Alonso-Conde, Ana Belen.
    In: PLOS ONE.
    RePEc:plo:pone00:0241318.

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24. Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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25. Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo ; Melone, Alessandro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14417.

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26. Betas versus characteristics: A practical perspective. (2020). Sy, Oumar ; Pacurar, Maria ; Nazaire, Gregory.
    In: European Financial Management.
    RePEc:bla:eufman:v:26:y:2020:i:5:p:1385-1413.

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27. Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro.
    In: European Financial Management.
    RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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28. Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI.
    In: European Financial Management.
    RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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29. Which Factors?. (2019). Zhang, Lu ; Hou, Kewei ; Mo, Haitao ; Xue, Chen.
    In: Review of Finance.
    RePEc:oup:revfin:v:23:y:2019:i:1:p:1-35..

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30. A large-scale approach for evaluating asset pricing models. (2019). Barras, Laurent.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:134:y:2019:i:3:p:549-569.

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31. Investment-related anomalies in Australia: Evidence and explanations. (2019). Cao, Viet Nga ; Gray, Philip ; Zhong, Angel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:97-109.

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32. Expected profitability and the cross-section of stock returns. (2019). Lin, XI.
    In: Economics Letters.
    RePEc:eee:ecolet:v:183:y:2019:i:c:4.

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33. A Supply and Demand Approach to Equity Pricing. (2019). Calvet, Laurent ; Betermier, Sebastien ; Jo, Evan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13974.

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34. The relation between bank credit growth and the expected returns of bank stocks. (2018). Gandhi, Priyank.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:4:p:610-649.

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35. There are two very different accruals anomalies. (2018). Schaberl, Philipp ; Strauss, Jack ; Detzel, Andrew.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609.

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36. The profitability effect: Insights from international equity markets. (2018). Xie, Feixue ; Chen, Tefeng ; Sun, Lei ; John, K C.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:4:p:545-580.

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37. The Investment CAPM. (2017). Zhang, Lu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23226.

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1. Managerial discretion over initial earnings forecasts €œForthcoming in Pacific-Basin Finance Journal€. (2022). Iwasaki, Takuya ; Kitagawa, Norio ; Shuto, Akinobu.
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6. Technical, fundamental, and combined information for separating winners from losers. (2016). Lee, Cheng Few ; Shih, Wei K ; Chen, Hong-Yi.
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7. Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets. (2016). Shen, Jianfu ; Allen, Chi Cheong.
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8. Efficient Market Hypothesis and Fundamental Analysis: An Empirical Test in the European Securities Market. (2016). Mustilli, Mario ; Campanella, Francesco ; Dangelo, Eugenio.
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9. The Piotroski F-Score: A fundamental value strategy revisited from an investors perspective. (2015). Beerstecher, Daniel ; Krauss, Christopher ; Kruger, Tom .
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10. Improving profitability forecasts with information on earnings quality. (2015). Demmer, Matthias.
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11. Can we consistently forecast a firm’s earnings? Using combination forecast methods to predict the EPS of Dow firms. (2015). Bansal, Naresh ; Strauss, Jack ; Nasseh, Alireza.
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12. What explains the dynamics of 100 anomalies?. (2015). Jacobs, Heiko.
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13. Interactions between analysts’ and managers’ earnings forecasts. (2015). Zhou, Ling ; Brown, Lawrence D..
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14. Credibility of management earnings forecasts and future returns. (2015). Kitagawa, Norio ; Shuto, Akinobu.
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15. The Impact of Recession on the Value-relevance of Accounting Information. (2015). Velury, Uma ; Leece, Ryan D ; Kane, Gregory D ; Richardson, Frederick M.
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17. Managerial Discretion over Their Initial Earnings Forecasts. (2013). SHUTO, Akinobu ; Iwasaki, Takuya ; Kitagawa, Norio.
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18. Credibility of Management Earnings Forecasts and Future Returns. (2013). SHUTO, Akinobu ; Kitagawa, Norio.
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19. The Relationship Between Abnormal Inventory Growth and Future Earnings for U.S. Public Retailers. (2013). Mani, Vidya ; Kesavan, Saravanan.
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20. The influence of strategic patterns of internationalization on the accuracy and bias of earnings forecasts by financial analysts. (2013). de Figueiredo, Joo Neiva ; Lin, Jing ; Mauri, Alfredo J..
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21. Value relevance of financial reporting on the Warsaw Stock Exchange. (2012). Kubik-Kwiatkowska, Monika .
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22. Value relevance and the dot-com bubble of the 1990s. (2012). Alam, Pervaiz ; Morris, John J..
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23. The implied cost of capital: A new approach. (2012). van Dijk, Mathijs ; Hou, Kewei ; Zhang, Yinglei.
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24. Research in accounting for income taxes. (2012). Shackelford, Douglas ; Graham, John R. ; Raedy, Jana S..
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25. Fundamental Analysis and Relative Efficiency of Maritime Firms: Dry Bulk vs Tanker Firms. (2011). Panayides, Photis ; Lambertides, Neophytos.
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26. Information in balance sheets for future stock returns: Evidence from net operating assets. (2011). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, Georgios.
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27. Research in Accounting for Income Taxes. (2010). Shackelford, Douglas ; Graham, John ; Raedy, Jana .
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28. Disaggregated Earnings and Stock Prices: Evidence from International Listed Shipping Firms. (2010). Apergis, Nicholas ; Sorros, John.
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29. Predicting Japanese bank stock performance with a composite relative efficiency metric: A new investment tool. (2010). Avkiran, Necmi K. ; Morita, Hiroshi.
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30. The hot-growth companies: How well do analysts predict their performance?. (2010). Yu, Susana ; Lord, Richard A. ; Webb, Gwendolyn.
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31. Accounting anomalies and fundamental analysis: A review of recent research advances. (2010). Wysocki, Peter ; Richardson, Scott ; Tuna, Irem.
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32. Understanding earnings quality: A review of the proxies, their determinants and their consequences. (2010). Ge, Weili ; Dechow, Patricia ; Schrand, Catherine.
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33. Residual income, non-earnings information, and information content. (2009). Lin, Yi-Mien ; Tsay, Ruey S. ; Wang, Hsiao-Wen.
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34. Voluntary Information Disclosure and Corporate Governance : The Empirical Evidence on Earnings Forecasts. (2009). Abe, Naohito ; Chung, Yessica C. Y., .
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35. Earnings volatility and earnings predictability. (2009). TANG, WEI ; Dichev, Ilia D..
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36. The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Ramnath, Sundaresh ; Rock, Steve ; Shane, Philip.
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37. Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation. (2007). Thomakos, Dimitrios ; Wang, Tao ; Hardouvelis, Gikas ; Papanastasopoulos, George .
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38. Electric power industry restructuring and ROE: The case of Korea Electric Power Corporation. (2007). Won, Gu-Hwan.
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39. Fundamentals and stock returns on the Warsaw Stock Exchange. The application of panel data models. (2006). Witkowska, Monika.
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40. Selective Hedging, Information Asymmetry, and Futures Prices. (2006). Nejadmalayeri, Ali ; Knill, April ; Minnick, Kristina.
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41. Value Implications of Investments in Information Technology. (2006). Ravindran, Sury ; Banker, Rajiv D. ; Anderson, Mark C..
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42. Do investors overvalue firms with bloated balance sheets?. (2004). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David ; Zhang, Yinglei.
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43. Do Investors Overvalue Firms with Bloated Balance Sheets?. (2004). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David ; Zhang, Yinglei.
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44. Limited attention, information disclosure, and financial reporting. (2003). Teoh, Siew Hong ; Hirshleifer, David.
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45. Internet downturn: finding valuation factors in Spring 2000. (2003). Lys, Thomas Z. ; Magee, Robert P. ; Keating, Elizabeth K..
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46. Investor psychology in capital markets: evidence and policy implications. (2002). Teoh, Siew Hong ; Hirshleifer, David ; Daniel, Kent.
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47. Capital markets research in accounting. (2001). KOTHARI, S. P..
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48. Fundamental Analysis and the Valuation of IPOs in the Construction Industry. (2000). Iriotis, Nikolaos ; Walker, Martin ; Ghicas, Dimitrios C. ; Papadaki, Aphroditi .
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49. A test of the markets mispricing of domestic and foreign earnings. (1999). Thomas, Wayne B..
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50. The effect of reporting restructuring charges on analysts forecast revisions and errors. (1999). Chaney, Paul K. ; Jeter, Debra C. ; Hogan, Chris E..
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