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1. Regulation and De-Risking: Theoretical and Empirical Insights. (2023). Haar, Lawrence ; Gregoriou, Andros.
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2. The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects. (2022). Urbaski, Stanisaw ; Zarzecki, Dariusz.
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3. The value of audit qualifications in China. (2010). Wang, YI ; Green, Wendy ; Czernkowski, Robert.
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4. Why Do REITs Repurchase Stock? Extricating the Effect of Managerial Signaling in Open Market Share Repurchase Announcements. (2006). Brau, James C. ; Holmes, Andrew.
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5. Time Varying Sensitivities on a GRID architecture. (2005). d'Addona, Stefano ; Ciprian, Mattia.
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6. Concurrent capital expenditure and the stock market reaction to corporate alliance announcements. (2005). Burton, Bruce.
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7. CAPM Over the Long Run: 1926-2001. (2005). Ang, Andrew ; Chen, Joseph.
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8. Expected Returns, Yield Spreads, and Asset Pricing Tests. (2005). Zhang, Lu ; Chen, Long ; Campello, Murillo.
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9. Momentum Profits in Alternative Stock Market Structures. (2005). Chelley-Steeley, Patricia ; Siganos, Antonios.
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10. Prospect Theory and the Size and Value Premium Puzzles. (2005). De Giorgi, Enrico ; Hens, Thorsten ; Post, Thierry.
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11. Making Prospect Theory Fit for Finance. (2005). De Giorgi, Enrico ; Hens, Thorsten.
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15. Investment Strategies, Fund Performance and Portfolio Characteristics. (2004). Engstrom, Stefan.
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16. Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach. (2004). Karlsson, Sune ; Parmler, Johan.
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17. Are calculated betas good for anything?. (2004). Fernandez, Pablo ; natalia, natalia.
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18. The explaining role of the Earning-Price Ratio in the Spanish Stock Market. (2003). Gil-Alana, Luis ; DePea, Javier.
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21. What Factors Determine International Real Estate Security Returns?. (2002). Hoesli, Martin ; Hamelink, Foort.
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22. The extreme bounds of the cross-section of expected stock returns. (2002). Durham, J. Benson.
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23. A quantile regression analysis of the cross section of stock market returns. (2002). Barnes, Michelle ; Hughes, Anthony W..
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24. Momentum and Turnover: Evidence from the German Stock Market. (2002). Weber, Martin ; Glaser, Markus.
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25. Common Risk Factors in Explaining Canadian Equity Returns. (2001). .
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26. Estimation of global systematic risk for securities listed in multiple markets. (2001). Prakash, Arun ; Gauri L. Ghai, Maria E. De Boyrie, Shahid Hamid, A, .
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27. Corporate Governance Policy and Company Performance: The Case of Portugal. (2001). Mendes, Victor ; Alves, Carlos.
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28. What Drives Firm-Level Stock Returns?. (2001). Vuolteenaho, Tuomo.
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29. Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998. (2001). Graflund, Andreas .
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30. A cointegration approach to the lead-lag effect among size-sorted equity portfolios. (2001). Kouretas, Georgios ; Kanas, Angelos.
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31. News Related to Future GDP Growth as a Risk Factor in Equity Returns. (2001). Vassalou, Maria .
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32. Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability. (2000). Lynch, Anthony W..
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33. Market Microstructure and Asset Pricing: A Survey. (1999). HEIDLE, HANS GERHARD.
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34. Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks. (1999). Engle, Robert ; Cho, Young-Hye.
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35. Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?. (1999). Titman, Sheridan ; Daniel, Kent ; K. C. John Wei, .
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36. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
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37. New Facts in Finance. (1999). Cochrane, John.
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38. Profitability of Momentum Strategies: An Evaluation of Alternative Explanations. (1999). Titman, Sheridan ; Jegadeesh, Narasimhan.
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39. The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. (1999). Keim, Donald ; hawawini, gabriel.
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40. New facts in finance. (1999). Cochrane, John.
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41. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
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42. Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth. (1999). Vassalou, Maria ; Liew, Jimmy .
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43. Macroeconomic Variables, Firm-Specific Variables and Returns to REITs. (1998). Vines, Timothy W. ; Chen, Su-Jane ; Chiou, Shur-Nuaan ; Hsieh, Chengho.
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44. A Spline Analysis of the Small Firm Effect: Does Size Really Matter?. (1996). Horowitz, Joel ; Loughran, Tim ; Savin, N. E..
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45. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. (1996). Titman, Sheridan ; Daniel, Kent.
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46. The conditional CAPM and the cross-section of expected returns. (1996). Wang, Zhenyu ; Jagannathan, Ravi.
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48. Property Type, Size, and REIT Value. (1995). Capozza, Dennis ; Lee, Sohan.
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49. The CAPM debate. (1995). McGrattan, Ellen ; Jagannathan, Ravi ; Jagnnathan, Ravi.
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50. An Examination of the Small-Firm Effect within the REIT Industry. (1991). Liang, Youguo ; McIntosh, Willard ; Tompkins, Daniel L..
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51. Data-Snooping Biases in Tests of Financial Asset Pricing Models. (1989). Lo, Andrew ; MacKinlay, Craig A..
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52. What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
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