1. Perceived Behavioral Factors and Individual Investor Stock Market Investment Decision: Multigroup Analysis and Major Stock Markets Perspectives. (2024). Rasool, Yasir ; Jan, Naveed ; Shahzad, Muhammad Asim ; Jianguo, DU.
   In: SAGE Open.
   RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241256210.

   Full description at Econpapers || Download paper

2. Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory. (2024). Srivastava, Sweksha ; Bansal, Pooja ; Aggarwal, Abha.
   In: Computational Economics.
   RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10334-7.

   Full description at Econpapers || Download paper

3. Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory. (2023). Kaucic, Massimiliano ; Valentinuz, Giorgio ; Sbaiz, Gabriele ; Piccotto, Filippo.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:13:y:2023:i:4:f:13_4_4.

   Full description at Econpapers || Download paper

4. An evolutionary finance model with short selling and endogenous asset supply. (2022). AMIR, Rabah ; Hens, Thorsten ; Belkov, Sergei ; Evstigneev, Igor V.
   In: Economic Theory.
   RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-020-01269-x.

   Full description at Econpapers || Download paper

5. Modeling multicriteria group decision making as games from enhanced pairwise comparisons. (2021). Autran, Luiz Flavio ; Leoneti, Alexandre Bevilacqua.
   In: Operations Research Perspectives.
   RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000166.

   Full description at Econpapers || Download paper

6. A novel version of the TODIM method based on the exponential model of prospect theory: The ExpTODIM method. (2021). Autran, Luiz Flavio ; Leoneti, Alexandre Bevilacqua.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:295:y:2021:i:3:p:1042-1055.

   Full description at Econpapers || Download paper

7. Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011). (2019). Meyer, Steffen ; Hackethal, Andreas ; Jakusch, Sven Thorsten .
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:146.

   Full description at Econpapers || Download paper

8. Prospect theory in a dynamic game: Theory and evidence from online pay-per-bid auctions. (2019). Skiera, Bernd ; Brünner, Tobias ; Brunner, Tobias ; Natter, Martin ; Reiner, Jochen.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:164:y:2019:i:c:p:215-234.

   Full description at Econpapers || Download paper

9. Behavioral portfolio selection and optimization: an application to international stocks. (2018). Simo-Kengne, Beatrice Desiree ; Mba, Jules Clement ; Koumba, UR ; Ababio, Kofi A.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0313-8.

   Full description at Econpapers || Download paper

10. The compensation portfolio. (2018). Rohner, Philippe ; Uhl, Matthias W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:27:y:2018:i:c:p:60-64.

    Full description at Econpapers || Download paper

11. On the applicability of maximum likelihood methods: From experimental to financial data. (2017). Jakusch, Sven Thorsten .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:148.

    Full description at Econpapers || Download paper

12. A Simple Skewed Distribution with Asset Pricing Applications. (2017). Karehnke, Paul ; de Roon, Frans.
    In: Review of Finance.
    RePEc:oup:revfin:v:21:y:2017:i:6:p:2169-2197..

    Full description at Econpapers || Download paper

13. Explaining the energy efficiency gap - Expected Utility Theory versus Cumulative Prospect Theory. (2017). Trankler, Timm ; Pfosser, Stefan ; Hackel, Bjorn.
    In: Energy Policy.
    RePEc:eee:enepol:v:111:y:2017:i:c:p:414-426.

    Full description at Econpapers || Download paper

14. Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). He, Xuedong ; Guo, Jing.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:76:y:2017:i:c:p:86-108.

    Full description at Econpapers || Download paper

15. Portfolio optimization with disutility-based risk measure. (2016). Fulga, Cristinca.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:251:y:2016:i:2:p:541-553.

    Full description at Econpapers || Download paper

16. Portfolio optimization under loss aversion. (2016). Fulga, Cristinca.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:251:y:2016:i:1:p:310-322.

    Full description at Econpapers || Download paper

17. Downside loss aversion: Winner or loser?. (2015). Hlouskova, Jaroslava ; Fortin, Ines.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:81:y:2015:i:2:p:181-233.

    Full description at Econpapers || Download paper

18. The Business Value of IT in Light of Prospect Theory. (2015). Afflerbach, Patrick.
    In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK.
    RePEc:spr:binfse:v:57:y:2015:i:5:p:299-310.

    Full description at Econpapers || Download paper

19. Until the Bitter End: On Prospect Theory in a Dynamic Context. (2015). Strack, Philipp ; Ebert, Sebastian.
    In: American Economic Review.
    RePEc:aea:aecrev:v:105:y:2015:i:4:p:1618-33.

    Full description at Econpapers || Download paper

20. Portfolio Selection Optimization under Cumulative Prospect Theory – a parameter sensibility analysis. (2014). Coelho, Luís ; Luis A. G. Coelho, .
    In: CEFAGE-UE Working Papers.
    RePEc:cfe:wpcefa:2014_06.

    Full description at Econpapers || Download paper

21. Rationalizing Investors Choice. (2014). Vanduffel, Steven ; Chen, Jit Seng ; Bernard, Carole.
    In: Papers.
    RePEc:arx:papers:1302.4679.

    Full description at Econpapers || Download paper

22. Prospect Theory, Liquidation, and the Disposition Effect. (2012). Henderson, Vicky.
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:2:p:445-460.

    Full description at Econpapers || Download paper

23. Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study. (2012). Polasek, Wolfgang ; Ma, Tiefeng ; Liu, Shuangzhe.
    In: Economics Series.
    RePEc:ihs:ihsesp:294.

    Full description at Econpapers || Download paper

24. Optimal Asset Allocation under Quadratic Loss Aversion. (2012). Hlouskova, Jaroslava ; Fortin, Ines.
    In: Economics Series.
    RePEc:ihs:ihsesp:291.

    Full description at Econpapers || Download paper

25. Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences. (2012). Gottlieb, Daniel ; Azevedo, Eduardo.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:147:y:2012:i:3:p:1291-1299.

    Full description at Econpapers || Download paper

26. On the potential for observational equivalence in experiments on risky choice when a power value function is assumed. (2012). Peel, David ; Zhang, Jie.
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:1:p:8-10.

    Full description at Econpapers || Download paper

27. Cumulative prospect theory challenges traditional expected utility theory. (2011). .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:21:p:1581-1586.

    Full description at Econpapers || Download paper

28. Solving the St. Petersburg Paradox in cumulative prospect theory: the right amount of probability weighting. (2011). pfiffelmann, marie.
    In: Theory and Decision.
    RePEc:kap:theord:v:71:y:2011:i:3:p:325-341.

    Full description at Econpapers || Download paper

29. Optimal asset allocation under linear loss aversion. (2011). Hlouskova, Jaroslava ; Fortin, Ines.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2974-2990.

    Full description at Econpapers || Download paper

30. Prospect theory and hedging risks. (2010). Wong, Wing-Keung ; Egozcue, Martin ; Broll, Udo ; Zitikis, Ri Ardas.
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:0510.

    Full description at Econpapers || Download paper

31. Behavioral Finance and Investment Advice. (2010). Hens, Thorsten ; Bachmann, Kremena.
    In: Chapters.
    RePEc:elg:eechap:13629_15.

    Full description at Econpapers || Download paper

32. On lottery sales, jackpot sizes and irrationality: A cautionary note. (2010). Peel, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:109:y:2010:i:3:p:161-163.

    Full description at Econpapers || Download paper

33. Static Portfolio Choice under Cumulative Prospect Theory. (2009). Ghossoub, Mario ; Bernard, Carole.
    In: MPRA Paper.
    RePEc:pra:mprapa:15446.

    Full description at Econpapers || Download paper

34. The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory. (2009). Zhang, Jie ; Peel, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:105:y:2009:i:3:p:326-329.

    Full description at Econpapers || Download paper

35. A Behavioural Approach To Financial Puzzles. (2008). ROGER, Patrick ; MERLI, Maxime ; Broihanne, Marie-Hélène.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2008-01.

    Full description at Econpapers || Download paper

36. Strategic asset allocation for a country: the Norwegian case. (2007). Døskeland, Trond ; Dskeland, Trond.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:2:p:167-201.

    Full description at Econpapers || Download paper

37. Do venture capitalists imitate portfolio size?. (2007). Gygax, André ; Griffiths, Anna.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:1:p:69-94.

    Full description at Econpapers || Download paper

38. Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory. (2007). Law, David.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:4:y:2007:i:26:p:1-10.

    Full description at Econpapers || Download paper

39. Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory. (2007). Peel, David ; Law, David.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-07d00007.

    Full description at Econpapers || Download paper

40. Which Optimal Design For LLDAs?. (2006). pfiffelmann, marie.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2006-06.

    Full description at Econpapers || Download paper

1. Banz R.W. (1981) The relationship between return and market value of common stocks. J. Financial Econ. 9, 3–18.

2. Barberis N., Huang M., Santos T. (2001) Prospect theory and asset prices. Q. J. Econ. 116(1): 1–53.

3. Barberis, H., Xiong, W. What drives the disposition effect? An analysis of a long-standing preference-based explanation. mimeo Yale University and Princeton University (2006).

4. Barberis, N., Huang, M. Stocks as lotteries: the implications of probability weighting for security prices. In: AFA 2005 Philadelphia Meetings Paper. Available at SSRN: http://ssrn.com/abstract=649421 (2005).
   Paper not yet in RePEc: Add citation now
   

5. Basu S. (1977) Investment performance of common stocks in relationship to their price-earnings ratios: a test of the efficient market hypothesis. J. Finance 32(3): 663–682.

6. Berkelaar A., Kouwenberg R., Post T. (2004) Optimal portfolio choice under loss aversion. Rev. Econ. Statist. 86(4): 973–987.

7. Bernoulli, D. Specimen theoriae de mensura sortis. In: Commentarii Academniae Scientiarum Imperialis Petropolitanae (Proceedings of the Imperial Academy of Science, St. Petersburg, vol. V), pp. 175–192. Translation in English. Exposition of a New Theory on the Measurement of Risk. Econometrica 54(1), 23–36 (1738). Benartzi S., Thaler R.H. (1995) Myopic loss aversion and the equity premium puzzle. Q. J. Econ. 110(1): 73–92.

8. Blavatskyy P.R. (2005) Back to the St. Petersburg Paradox? Manag. Sci. 51(4): 677–678.

9. Bosch-Domenech, A., Silvestre, J. Reflections on gains and losses: a 2 × 2 × 2 × 7 experiment. Working Paper, Universitat Pompeu Fabra and University of California at Davis, (2005).

10. De Giorgi, E., Hens, T. Infinite leverage and prospect theory. mimeo University of Zurich (2005).
    Paper not yet in RePEc: Add citation now
    

11. De Giorgi, E., Hens, T., Mayer, J. A behavioral foundation of reward-risk portfolio selection and the asset allocation puzzle. Working paper, University of Lugano and University of Zurich. Available at SSRN: http://ssrn.com/abstract=899273, (2006).

12. De Giorgi, E., Hens, T., Mayer, J. Computational aspect of prospect theory with asset pricing applications. Working paper, University of Lugano and University of Zurich. Available at SSRN: http://ssrn.com/abstract=878086, (2006).

13. De Giorgi, E., Hens, T., Post, T. Prospect theory and the size and value premium puzzles. Working paper, University of Lugano and University of Zurich, (2005).

14. Fama E.F., French K.R. (1992) The cross-section of expected stock returns. J. Finance 47(2): 427–465.

15. Fama E.F., French K.R. (1993) Common risk-factors in the returns on stocks and bonds. J. Finan. Econ. 33(1): 3–56.

16. Gomes F.J. (2005) Portfolio choice and trading volume with loss-averse investors. J. Business 78(2): 675–706.

17. Hens, T., Mayer, J., Rieger, M.-O. Robustness of prospect theory when lotteries are derived from data. mimeo University of Zurich, (2005).
    Paper not yet in RePEc: Add citation now
    

18. Hens, T., Vlcek, M. Does prospect theory explain the disposition effect? NCCR-Finrisk working paper No.247, (2005).

19. Horst R., Pardalos P.M. (1995) Handbook of Global Optimization. Kluwer, Dordrecht.
    Paper not yet in RePEc: Add citation now
    
20. Jin, H., Zhou, X.Y. Behavioural portfolio selection in continuous time. Working paper, Department of Systems Engineering and Engeneering Management, The Chinese University of Hong Kong, (2006).
    Paper not yet in RePEc: Add citation now
    

21. Kahneman D., Tversky A. (1979) Prospect theory: an analysis of decision under risk. Econometrica 47(2): 263–291.

22. Kyle, A.S., Ou-Yang, H., Xiong, W. Prospect theory and liquidation decisions. J. Econ. Theory (in press). Lucas R. (1978) Asset prices in an exchange economy. Econometrica 46(6): 1429–1445.

23. Markowitz H. (1952) Portfolio selection. J. Finance 7(1): 77–91.
    Paper not yet in RePEc: Add citation now
    

24. Mehra R., Prescott E.C. (1985) The equity premium: a puzzle. J. Monetary Econ. 15(2): 145–161.

25. Mehra, R. The equity risk premium. In: Ziemba, W.T. (ed) Handbook of Finance. North Holland, (2006).

26. Odean T. (1998) Are investors reluctant to realize their losses? J. Finance 53(5): 1775–1798.

27. Rieger M-O., Wang M. (2006) Cumulative prospect theory and the St. Petersburg Paradox. Econ. Theory 28(3): 665–679.

28. Samuelson P. (1969) Lifetime portfolio selection by dynamic stochastic programming. Rev. Econ. Statist. 51(3): 239–246.

29. Shefrin H., Statman M. (1985) The disposition to sell winners too early and ride losers too long: theory and evidence. J. Finance 40(3): 777–790.

30. Siegel J.J. (1988) Stocks for the Long Run. McGraw-Hill, Newyork.
    Paper not yet in RePEc: Add citation now
    

31. Thaler R., Johnson E.J. (1990) Gambling with the house money and trying to break even: the effects of prior outcomes on risky choice. Manage. Sci. 36(6): 643–660.

32. Tversky A., Kahneman D. (1992) Advances in prospect theory: cumulative representation of uncertainty. J. Risk and Uncertainty 5, 297–323.

33. Weber M., Camerer F. (1998) The disposition effect in securities trading: an experimental analysis. J. Econ. Behav. & Organization 33(2): 167–184.

1. The value of audit qualifications in China. (2010). Wang, YI ; Green, Wendy ; Czernkowski, Robert.
   In: Managerial Auditing Journal.
   RePEc:eme:majpps:v:25:y:2010:i:5:p:404-426.

   Full description at Econpapers || Download paper

2. Why Do REITs Repurchase Stock? Extricating the Effect of Managerial Signaling in Open Market Share Repurchase Announcements. (2006). Brau, James C. ; Holmes, Andrew.
   In: Journal of Real Estate Research.
   RePEc:jre:issued:v:28:n:1:2006:p:1-24.

   Full description at Econpapers || Download paper

3. Time Varying Sensitivities on a GRID architecture. (2005). d'Addona, Stefano ; Ciprian, Mattia.
   In: Finance.
   RePEc:wpa:wuwpfi:0511007.

   Full description at Econpapers || Download paper

4. Concurrent capital expenditure and the stock market reaction to corporate alliance announcements. (2005). Burton, Bruce.
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:15:y:2005:i:10:p:715-729.

   Full description at Econpapers || Download paper

5. CAPM Over the Long Run: 1926-2001. (2005). Ang, Andrew ; Chen, Joseph.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:11903.

   Full description at Econpapers || Download paper

6. Expected Returns, Yield Spreads, and Asset Pricing Tests. (2005). Zhang, Lu ; Chen, Long ; Campello, Murillo.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:11323.

   Full description at Econpapers || Download paper

7. Momentum Profits in Alternative Stock Market Structures. (2005). Chelley-Steeley, Patricia ; Siganos, Antonios.
   In: Money Macro and Finance (MMF) Research Group Conference 2005.
   RePEc:mmf:mmfc05:63.

   Full description at Econpapers || Download paper

8. Prospect Theory and the Size and Value Premium Puzzles. (2005). De Giorgi, Enrico ; Hens, Thorsten ; Post, Thierry.
   In: Discussion Papers.
   RePEc:hhs:nhhfms:2005_020.

   Full description at Econpapers || Download paper

9. Making Prospect Theory Fit for Finance. (2005). De Giorgi, Enrico ; Hens, Thorsten.
   In: Discussion Papers.
   RePEc:hhs:nhhfms:2005_019.

   Full description at Econpapers || Download paper

10. Size and value anomalies under regime shifts. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-007.

    Full description at Econpapers || Download paper

11. A survey on risk-return analysis. (2004). Galagedera, Don.
    In: Finance.
    RePEc:wpa:wuwpfi:0406010.

    Full description at Econpapers || Download paper

12. Equity Style Returns and Institutional Investor Flows. (2004). Froot, Kenneth ; Teo, Melvyn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10355.

    Full description at Econpapers || Download paper

13. Investment Strategies, Fund Performance and Portfolio Characteristics. (2004). Engstrom, Stefan.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0554.

    Full description at Econpapers || Download paper

14. Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach. (2004). Karlsson, Sune ; Parmler, Johan.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0524.

    Full description at Econpapers || Download paper

15. Are calculated betas good for anything?. (2004). Fernandez, Pablo ; natalia, natalia.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0555.

    Full description at Econpapers || Download paper

16. The explaining role of the Earning-Price Ratio in the Spanish Stock Market. (2003). Gil-Alana, Luis ; DePea, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0303.

    Full description at Econpapers || Download paper

17. The stable long-run CAPM and the cross-section of expected returns. (2002). Kim, Jeong-Ryeol.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4170.

    Full description at Econpapers || Download paper

18. The long-horizon returns behaviour of the Portuguese stock market1. (2002). Nelson Manuel P. B. C. Areal, ; Manuel Jose da Rocha Armada, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:1:p:93-122.

    Full description at Econpapers || Download paper

19. What Factors Determine International Real Estate Security Returns?. (2002). Hoesli, Martin ; Hamelink, Foort.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0007.

    Full description at Econpapers || Download paper

20. The extreme bounds of the cross-section of expected stock returns. (2002). Durham, J. Benson.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2002-34.

    Full description at Econpapers || Download paper

21. A quantile regression analysis of the cross section of stock market returns. (2002). Barnes, Michelle ; Hughes, Anthony W..
    In: Working Papers.
    RePEc:fip:fedbwp:02-2.

    Full description at Econpapers || Download paper

22. Momentum and Turnover: Evidence from the German Stock Market. (2002). Weber, Martin ; Glaser, Markus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3353.

    Full description at Econpapers || Download paper

23. Common Risk Factors in Explaining Canadian Equity Returns. (2001). .
    In: Working Papers.
    RePEc:tor:tecipa:berk-00-01.

    Full description at Econpapers || Download paper

24. Estimation of global systematic risk for securities listed in multiple markets. (2001). Prakash, Arun ; Gauri L. Ghai, Maria E. De Boyrie, Shahid Hamid, A, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:7:y:2001:i:2:p:117-130.

    Full description at Econpapers || Download paper

25. Corporate Governance Policy and Company Performance: The Case of Portugal. (2001). Mendes, Victor ; Alves, Carlos.
    In: FEP Working Papers.
    RePEc:por:fepwps:112.

    Full description at Econpapers || Download paper

26. What Drives Firm-Level Stock Returns?. (2001). Vuolteenaho, Tuomo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8240.

    Full description at Econpapers || Download paper

27. Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998. (2001). Graflund, Andreas .
    In: Working Papers.
    RePEc:hhs:lunewp:2001_008.

    Full description at Econpapers || Download paper

28. A cointegration approach to the lead-lag effect among size-sorted equity portfolios. (2001). Kouretas, Georgios ; Kanas, Angelos.
    In: Working Papers.
    RePEc:crt:wpaper:0101.

    Full description at Econpapers || Download paper

29. News Related to Future GDP Growth as a Risk Factor in Equity Returns. (2001). Vassalou, Maria .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3057.

    Full description at Econpapers || Download paper

30. Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability. (2000). Lynch, Anthony W..
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-073.

    Full description at Econpapers || Download paper

31. Market Microstructure and Asset Pricing: A Survey. (1999). HEIDLE, HANS GERHARD.
    In: Discussion Papers.
    RePEc:rif:dpaper:691.

    Full description at Econpapers || Download paper

32. Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks. (1999). Engle, Robert ; Cho, Young-Hye.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7330.

    Full description at Econpapers || Download paper

33. Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?. (1999). Titman, Sheridan ; Daniel, Kent ; K. C. John Wei, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7246.

    Full description at Econpapers || Download paper

34. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7208.

    Full description at Econpapers || Download paper

35. New Facts in Finance. (1999). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7169.

    Full description at Econpapers || Download paper

36. Profitability of Momentum Strategies: An Evaluation of Alternative Explanations. (1999). Titman, Sheridan ; Jegadeesh, Narasimhan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7159.

    Full description at Econpapers || Download paper

37. 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.
    RePEc:fth:pennfi:08-99.

    Full description at Econpapers || Download paper

38. New facts in finance. (1999). Cochrane, John.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:1999:i:qiii:p:36-58:n:v.23no.3.

    Full description at Econpapers || Download paper

39. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2211.

    Full description at Econpapers || Download paper

40. Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth. (1999). Vassalou, Maria ; Liew, Jimmy .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2180.

    Full description at Econpapers || Download paper

41. Macroeconomic Variables, Firm-Specific Variables and Returns to REITs. (1998). Vines, Timothy W. ; Chen, Su-Jane ; Chiou, Shur-Nuaan ; Hsieh, Chengho.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:16:n:3:1998:p:269-278.

    Full description at Econpapers || Download paper

42. A Spline Analysis of the Small Firm Effect: Does Size Really Matter?. (1996). Horowitz, Joel ; Loughran, Tim ; Savin, N. E..
    In: Econometrics.
    RePEc:wpa:wuwpem:9608001.

    Full description at Econpapers || Download paper

43. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. (1996). Titman, Sheridan ; Daniel, Kent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5604.

    Full description at Econpapers || Download paper

44. The conditional CAPM and the cross-section of expected returns. (1996). Wang, Zhenyu ; Jagannathan, Ravi.
    In: Staff Report.
    RePEc:fip:fedmsr:208.

    Full description at Econpapers || Download paper

45. The cross-section of stock returns : evidence from emerging markets. (1995). Dasgupta, Susmita ; Claessens, Stijn ; Glen, Jack.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1505.

    Full description at Econpapers || Download paper

46. Property Type, Size, and REIT Value. (1995). Capozza, Dennis ; Lee, Sohan.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:10:n:5:1994:p:363-380.

    Full description at Econpapers || Download paper

47. The CAPM debate. (1995). McGrattan, Ellen ; Jagannathan, Ravi ; Jagnnathan, Ravi.
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:1995:i:fall:p:2-17:n:v.19no.4.

    Full description at Econpapers || Download paper

48. An Examination of the Small-Firm Effect within the REIT Industry. (1991). Liang, Youguo ; McIntosh, Willard ; Tompkins, Daniel L..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:6:n:1:1991:p:9-18.

    Full description at Econpapers || Download paper

49. Data-Snooping Biases in Tests of Financial Asset Pricing Models. (1989). Lo, Andrew ; MacKinlay, Craig A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3001.

    Full description at Econpapers || Download paper

50. What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: CRSP working papers.
    RePEc:wop:chispw:496.

    Full description at Econpapers || Download paper

Report date: 2025-10-04 20:36:06 || Missing content? Let us know