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2. Asymmetric positive feedback trading and stock pricing in China. (2022). Liu, Xufeng ; Wan, Die.
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3. What lies behind the asset growth effect?. (2021). Varela, Oscar ; Abdoh, Hussein.
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4. Does asset redeployability affect corporate investment and equity value?. (2020). Rong, Yuen ; Zheng, Xinwei ; Li, Lifang ; Tian, Cunzhi.
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   RePEc:eee:reveco:v:70:y:2020:i:c:p:479-492.

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5. Firm’s quality increases and the cross-section of stock returns: Evidence from China. (2020). Yin, Libo ; Liao, Huiyi.
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   RePEc:eee:reveco:v:66:y:2020:i:c:p:228-243.

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6. Institutional ownership, cross‐shareholdings and corporate cash reserves in Japan. (2020). Rahman, Nahid ; Nguyen, Pascal.
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   RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1175-1207.

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7. Noisy prices and the Fama–French five-factor asset pricing model in China. (2017). Lin, QI.
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8. Testing for stock return predictability in a large Chinese panel. (2015). Westerlund, Joakim ; Narayan, Paresh ; Zheng, Xinwei.
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1. Corporate investment, short-term return reversal, and stock liquidity. (2018). Kang, Moonsoo ; Khaksari, S ; Nam, Kiseok.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:39:y:2018:i:c:p:68-83.

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2. Why do firms decide to stop their share repurchase programs?. (2017). Mietzner, Mark.
   In: Review of Managerial Science.
   RePEc:spr:rvmgts:v:11:y:2017:i:4:d:10.1007_s11846-016-0206-z.

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3. Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?. (2017). Hsu, Yu-Chin ; Vincent, Kendro ; Lin, Hsiou-Wei.
   In: IEAS Working Paper : academic research.
   RePEc:sin:wpaper:17-a003.

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4. Capital Investment Decisions of Micro, Small and Medium Enterprises: The Case of Digos City. (2017). Diasana, Sarah Jean ; Sumayang, Mildred ; Relativo, Jona Princess ; Murcia, John Vianne .
   In: MPRA Paper.
   RePEc:pra:mprapa:79574.

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5. Replicating Anomalies. (2017). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:23394.

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

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7. Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns. (2017). Bhamra, Harjoat ; Shim, Kyung Hwan .
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:168:y:2017:i:c:p:400-431.

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8. Noisy prices and the Fama–French five-factor asset pricing model in China. (2017). Lin, QI.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:31:y:2017:i:c:p:141-163.

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9. Exploring the transitional behavior among value and growth stocks. (2016). Chiang, Gengnan.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0511-7.

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10. Does systematic distress risk drive the investment growth anomaly?. (2016). Su, Xuan-Qi.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:240-248.

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11. Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns. (2015). Bhamra, Harjoat ; Shim, Kyung .
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1494.

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12. Growth options, option exercise and firms’ systematic risk. (2015). Koussis, Nicos ; Makrominas, Michalis.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:44:y:2015:i:2:p:243-267.

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13. A Study to Check the Applicability of Fama and French, Three-Factor Model on KSE 100-Index from 2004-2014. (2015). Sumrani, Zain ; Aziz, Rabia ; Abbas, Nahzat ; Khan, Jahanzeb.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:6:y:2015:i:1:p:90-100.

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14. What explains the dynamics of 100 anomalies?. (2015). Jacobs, Heiko.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:65-85.

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15. The relation between asset growth and the cross-section of stock returns: Evidence from the Chinese stock market. (2015). Wang, Yifeng ; Lee, Jen-Sin ; Liu, Cheyuan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:59-67.

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16. Over-investment in corporate R&D, risk, and stock returns. (2014). Zantout, Zaher ; Saad, Mohsen.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:3:p:438-460.

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17. . . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Liu, Yan ; Zhu, Heqing .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20592.

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18. Dissecting and connecting the growth and accounting distortion components of accruals. (2014). Li, Donglin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:1:p:1-28.

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19. Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence. (2014). Huang, Lin ; Wang, Zijun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:219-232.

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20. Overinvestment, Underinvestment, Efficient Investment Decrease, and Efficient Investment Increase. (2014). Shen, Yuqing ; Chiang, Yao-Min ; Tang, Hairong.
    In: International Journal of Asian Social Science.
    RePEc:asi:ijoass:2014:p:752-766.

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21. The Impact of Investment in Creative Activities on Turnover Stock Ratio: An Empirical Evidence of Jordanian Banking. (2013). Al-saidat, Ziad ; ALShubiri, faris ; Al-Shubiri, Faris Nasif.
    In: International Journal of Business Administration.
    RePEc:jfr:ijba11:v:4:y:2013:i:6:p:134-139.

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22. The asset growth effect: Insights from international equity markets. (2013). Xu, Yan ; Yu, Tong ; Yao, Tong ; Watanabe, Akiko.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:529-563.

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23. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18554.

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24. Digesting Anomalies: An Investment Approach. (2012). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18435.

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25. A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks. (2012). Papanikolaou, Dimitris ; Kogan, Leonid.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17975.

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26. Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

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27. CAPM for estimating the cost of equity capital: Interpreting the empirical evidence. (2012). Jagannathan, Ravi ; Da, Zhi ; Guo, Re-Jin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:1:p:204-220.

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28. What explains the investment growth anomaly?. (2012). Zhang, Ying ; Prombutr, Wikrom ; Phengpis, Chanwit.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:9:p:2532-2542.

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29. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9227.

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30. Corporate governance attributes and remediation of internal control material weaknesses reported under SOX Section 404. (2011). Mitra, Santanu ; Hossain, Mahmud.
    In: Review of Accounting and Finance.
    RePEc:eme:rafpps:v:10:y:2011:i:1:p:395-423.

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31. Real investment and risk dynamics. (2011). priestley, richard ; Cooper, Ilan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:182-205.

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32. Information in balance sheets for future stock returns: Evidence from net operating assets. (2011). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, Georgios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:5:p:269-282.

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33. Are investment and financing anomalies two sides of the same coin?. (2011). Sullivan, Michael ; Zhang, Andrew.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:616-633.

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34. On the Scope and Drivers of the Asset Growth Effect. (2011). Mortal, Sandra ; Schill, Michael J. ; Lipson, Marc L..
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:46:y:2012:i:06:p:1651-1682_00.

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35. Cash Flow Multipliers and Optimal Investment Decisions. (2010). Kraft, Holger ; Schwartz, Eduardo S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15807.

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36. The implications of retained and distributed earnings for future profitability and stock returns. (2010). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, Georgios.
    In: Review of Accounting and Finance.
    RePEc:eme:rafpps:v:9:y:2010:i:4:p:395-423.

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37. Does q-theory with investment frictions explain anomalies in the cross section of returns?. (2010). Zhang, Lu ; li, dongmei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:2:p:297-314.

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38. Accounting anomalies and fundamental analysis: A review of recent research advances. (2010). Wysocki, Peter ; Richardson, Scott ; Tuna, Irem.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:410-454.

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39. Exploring an efficient investment regime: The case of SP100 companies. (2010). Chiang, Gengnan ; Chang, Tsangyao ; Kang, Shuchen .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:2:p:134-139.

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40. Predicting systematic risk: Implications from growth options. (2010). Titman, Sheridan ; Jacquier, Eric ; Yalin, Atakan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:991-1005.

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41. What do dividend reductions signal?. (2010). Miller, Robert E. ; Lundstrum, Leonard L. ; Jensen, Gerald R..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:16:y:2010:i:5:p:736-747.

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42. CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence. (2009). Jagannathan, Ravi ; Da, Zhi ; Guo, Re-Jin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14889.

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43. Capital Investments and Stock Returns in Japan*. (2009). Xie, Feixue ; Titman, Sheridan ; K. C. John Wei, .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:9:y:2009:i:1-2:p:111-131.

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44. Asset Growth and the Cross‐Section of Stock Returns. (2008). Gulen, Huseyin ; COOPER, MICHAEL ; Schill, Michael J..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:63:y:2008:i:4:p:1609-1651.

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45. Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation. (2007). Thomakos, Dimitrios ; Wang, Tao ; Hardouvelis, Gikas ; Papanastasopoulos, George .
    In: Working Paper series.
    RePEc:rim:rimwps:47_07.

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46. The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing. (2007). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, George .
    In: Working Paper series.
    RePEc:rim:rimwps:46_07.

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47. The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing. (2007). Thomakos, Dimitrios ; Wang, Tao ; Papanastasopoulos, George.
    In: Working Paper series.
    RePEc:rim:rimwps:46-07.

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48. Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets. (2007). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, George .
    In: Working Paper series.
    RePEc:rim:rimwps:45_07.

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49. Understanding the Accrual Anomaly. (2007). Zhang, Lu ; Wu, Jin Ginger .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13525.

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50. Neoclassical Factors. (2007). Zhang, Lu ; Chen, Long.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13282.

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