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   RePEc:eee:dyncon:v:31:y:2007:i:7:p:2263-2292.

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2. The equity premium in Brocks asset pricing model. (2005). Dechert, W. D. ; Akdeniz, L..
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   RePEc:att:wimass:20053.

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1. The Sources of Country and Industry Variations in ASEAN Stock Returns. (2017). Hooy, Chee-Wooi ; CHONG, Terence Tai Leung ; Lee, Meng-Horng.
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2. Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton.
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3. The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia. (2015). Hassan, M. Kabir ; Hippler, William J ; Merdad, Hesham Jamil.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:34:y:2015:i:c:p:293-314.

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4. Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model. (2015). Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar.
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5. Earnings Response Coefficient as a Measure of Market Expectations: Evidence from Tunis Stock Exchange. (2015). Mahjoubi, Mohamed Naceur ; Abaoub, Ezzeddine.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2015-02-07.

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6. Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011. (2013). Svingou, Argiro .
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7. The role of data limitations, seasonality and frequency in asset pricing models. (2012). Murtazashvili, Irina ; Vozlyublennaia, Nadia .
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:22:y:2012:i:3:p:555-574.

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8. Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange. (2012). Sanabria, Elioth ; Gomez-Gonzalez, Jose ; Sanabria-Buenaventura, Elioth Mirsha .
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9. Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market. (2012). Shah, Mohamed ; Hudson, Robert ; Ebrahim, M. Shahid ; Girm, Sourafel .
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10. Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange. (2012). Sanabria, Elioth ; Gomez-Gonzalez, Jose ; Sanabria-Buenaventura, Elioth Mirsha .
    In: Borradores de Economia.
    RePEc:bdr:borrec:697.

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11. An evolutionary explanation of the value premium puzzle. (2011). Schenk-Hoppé, Klaus ; Lensberg, Terje ; Hens, Thorsten ; Wohrmann, Peter ; Schenk-Hoppe, Klaus.
    In: Journal of Evolutionary Economics.
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12. Validity of capital asset pricing model: evidence from Karachi stock exchange. (2011). Raza, Syed ; Jawaid, Syed Tehseen ; Arif, Imtiaz ; Ali, Raza Syed ; Fahim, qazi ; Tehseen, Jawaid Syed ; Imtiaz, arif .
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13. A STRATEGIC FRAMEWORK FOR VALUE ENHANCING ENTERPRISE RISK MANAGEMENT. (2011). Azizan, Noor Azlinna ; M. Fazilah Abdul Samad, ; Woon, Lai Fong.
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14. Non-parametric and semi-parametric asset pricing. (2011). Ormos, Mihály ; Erdos, Peter ; Zibriczky, David.
    In: Economic Modelling.
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15. Pemilihan Model Asset Pricing. (2010). Pasaribu, Rowland Bismark Fernando, .
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    RePEc:pra:mprapa:36978.

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16. Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation. (2010). Lustig, Hanno ; Gandhi, Priyank.
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17. Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns. (2010). Guo, Hui ; Savickas, Robert.
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18. Kinerja Pasar dan Informasi Akuntansi sebagai Pembentuk Portfolio Saham. (2009). Pasaribu, Rowland Bismark Fernando, .
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    RePEc:pra:mprapa:36982.

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19. CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence. (2009). Jagannathan, Ravi ; Da, Zhi ; Guo, Re-Jin.
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20. Sample selection and event study estimation. (2009). Ahern, Kenneth.
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21. The value effect and the market for Chinese stocks. (2009). Jun, Derek ; Malkiel, Burton.
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    RePEc:eee:ememar:v:10:y:2009:i:4:p:227-241.

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22. What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data. (2008). Lo, Andrew ; Khandani, Amir E..
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23. Asset pricing with loss aversion. (2008). Semmler, Willi ; Grune, Lars.
    In: Journal of Economic Dynamics and Control.
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24. Asset pricing with dynamic programming. (2007). Semmler, Willi.
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    RePEc:kap:compec:v:29:y:2007:i:3:p:233-265.

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25. Investigating value and growth: what labels hide?. (2007). Shapovalova, Kateryna ; Subbotin, Alexander.
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26. Are stock prices too volatile to be justified by the dividend discount model?. (2007). Salih, Aslihan ; Ok, Suleyman Tulu ; Akdeniz, Levent.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:376:y:2007:i:c:p:433-444.

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27. The equity premium in Brocks asset pricing model. (2007). Akdeniz, Levent ; Dechert, Davis W..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:7:p:2263-2292.

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28. Return Differences Between Family and Non-Family Firms: Absolute and Index Differences. (2006). Mukherjee, Suranjita ; Padgett, Carol.
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    RePEc:rdg:icmadp:icma-dp2006-11.

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29. Downside Risk. (2005). Xing, Yuhang ; Ang, Andrew ; Chen, Joseph.
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30. Are the dynamic linkages between the macroeconomy and asset prices time-varying?. (2005). Guidolin, Massimo ; Ono, Sadayuki.
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31. Common risk factors in returns in Asian emerging stock markets. (2005). Shum, Wai Cheong ; Tang, Gordon Y. N., .
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32. The equity premium in Brocks asset pricing model. (2005). Dechert, W. D. ; Akdeniz, L..
    In: Working papers.
    RePEc:att:wimass:20053.

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33. Asset Pricing with Delayed Consumption Decisions. (2004). Semmler, Willi ; Grne, Lars.
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34. The Conditional Relationship Between Portfolio Beta and Return: Evidence from Latin America. (2004). Saens, Rodrigo ; Sandoval, Eduardo.
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    RePEc:ioe:cuadec:v:41:y:2004:i:122:p:65-89.

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35. Bad Beta, Good Beta. (2004). Campbell, John ; Vuolteenaho, Tuomo.
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    RePEc:hrv:faseco:3122489.

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36. Analysis of hedge fund performance. (2004). Hübner, Georges ; Capocci, Daniel ; Hubner, Georges.
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37. Are calculated betas good for anything?. (2004). Fernandez, Pablo ; natalia, natalia.
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38. Bad Beta, Good Beta. (2004). Campbell, John ; Vuolteenaho, Tuomo.
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39. The explaining role of the Earning-Price Ratio in the Spanish Stock Market. (2003). Gil-Alana, Luis ; DePea, Javier.
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40. Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno. (2002). Walker, Eduardo ; Marshall, Pablo.
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41. Anomalies and Market Efficiency. (2002). Schwert, G..
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42. Market timing strategies that worked. (2002). Shen, PU.
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43. A conditional multifactor analysis of return momentum. (2002). Wu, Xueping.
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44. The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market. (2002). Lam, Keith S. K., .
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    RePEc:eee:glofin:v:13:y:2002:i:2:p:163-179.

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45. An empirical analysis of the determinants of the P/E ratio in emerging markets. (2002). Ramcharran, Harri.
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    RePEc:eee:ememar:v:3:y:2002:i:2:p:165-178.

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46. Breadth of Ownership and Stock Returns. (2001). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
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47. Forecasting correlation among equity mutual funds. (2001). Ahmed, Parvez.
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    RePEc:eee:jbfina:v:25:y:2001:i:6:p:1187-1208.

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48. Risk and return in a dynamic general equilibrium model. (2000). Akdeniz, Levent.
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49. The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. (1999). Keim, Donald ; hawawini, gabriel.
    In: Rodney L. White Center for Financial Research Working Papers.
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50. Do the spreads between the E/P ratio and interest rates contain information on future equity market movements?. (1999). Rolph, Douglas ; Shen, PU.
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    RePEc:fip:fedkrw:99-03.

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51. Cross-sectional relationships between stock returns and market beta, trading volume, and sales-to-price in Taiwan. (1998). Wu, Soushan ; Ku, Kuang-Ping ; Sheu, Her-Jiun.
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    RePEc:eee:finana:v:7:y:1998:i:1:p:1-18.

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52. Post-takeover returns: The UK evidence. (1998). Elliott, Jamie ; Higson, Chris .
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    RePEc:eee:empfin:v:5:y:1998:i:1:p:27-46.

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53. Estimation of risk on the Brussels Stock Exchange: Methodological issues and empirical results. (1997). Beer, Francisca Marie.
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    RePEc:eee:glofin:v:8:y:1997:i:1:p:83-94.

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54. Factors affecting returns across stock markets. (1997). Wiley, Marilyn ; Madura, Jeff ; Tucker, Alan L..
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    RePEc:eee:glofin:v:8:y:1997:i:1:p:1-14.

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55. Comovements of earnings, dividends, and stock prices. (1996). Lee, Bong-Soo.
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56. The Stockmarkets Perception Of Accounting Information. (1991). Easton, Peter.
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