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Asset pricing in the Brazilian financial market: five-factor GAMLSS modeling. (2023). Bernardino, Wilton ; Regis, Renan O ; Ospina, Raydonal ; Cribari-Neto, Francisco.
In: Empirical Economics.
RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02316-3.

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  1. Asset pricing in the Brazilian financial market: five-factor GAMLSS modeling. (2023). Bernardino, Wilton ; Regis, Renan O ; Ospina, Raydonal ; Cribari-Neto, Francisco.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02316-3.

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  2. Enhancement of value investing strategies based on financial statement variables: the German evidence. (2018). Pätäri, Eero ; Leivo, Timo H ; Samuli, J V ; Hulkkonen, Janne ; Patari, Eero J.
    In: Review of Quantitative Finance and Accounting.
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  3. Value at risk and expected shortfall based on Gram-Charlier-like expansions. (2018). Zoia, Maria ; Biffi, Paola ; Nicolussi, Federica.
    In: Journal of Banking & Finance.
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  4. Are Derivatives Implicated in the Recent Financial Crisis? Evidence from Banks in Emerging Countries. (2017). Keffala, Mohamed Rochdi.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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  5. Option pricing under non-normality: a comparative analysis. (2013). Mozumder, Sharif ; Dowd, Kevin ; Sorwar, Ghulam.
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  6. Stochastic dominance analysis of CTA funds. (2013). Wong, Wing-Keung ; Lean, Hooi Hooi ; Phoon, Kok .
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  7. The value of audit qualifications in China. (2010). Wang, YI ; Green, Wendy ; Czernkowski, Robert.
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  8. 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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  9. Time Varying Sensitivities on a GRID architecture. (2005). d'Addona, Stefano ; Ciprian, Mattia.
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  10. Concurrent capital expenditure and the stock market reaction to corporate alliance announcements. (2005). Burton, Bruce.
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  12. Expected Returns, Yield Spreads, and Asset Pricing Tests. (2005). Zhang, Lu ; Chen, Long ; Campello, Murillo.
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  39. 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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  40. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: NBER Working Papers.
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  41. New Facts in Finance. (1999). Cochrane, John.
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  42. Profitability of Momentum Strategies: An Evaluation of Alternative Explanations. (1999). Titman, Sheridan ; Jegadeesh, Narasimhan.
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  43. 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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  44. New facts in finance. (1999). Cochrane, John.
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  45. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: CEPR Discussion Papers.
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  46. Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth. (1999). Vassalou, Maria ; Liew, Jimmy .
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  47. 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.
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  48. A Spline Analysis of the Small Firm Effect: Does Size Really Matter?. (1996). Horowitz, Joel ; Loughran, Tim ; Savin, N. E..
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  49. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. (1996). Titman, Sheridan ; Daniel, Kent.
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  50. The conditional CAPM and the cross-section of expected returns. (1996). Wang, Zhenyu ; Jagannathan, Ravi.
    In: Staff Report.
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  51. The cross-section of stock returns : evidence from emerging markets. (1995). Dasgupta, Susmita ; Claessens, Stijn ; Glen, Jack.
    In: Policy Research Working Paper Series.
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  52. Property Type, Size, and REIT Value. (1995). Capozza, Dennis ; Lee, Sohan.
    In: Journal of Real Estate Research.
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  53. The CAPM debate. (1995). McGrattan, Ellen ; Jagannathan, Ravi ; Jagnnathan, Ravi.
    In: Quarterly Review.
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  54. 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.
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  55. Data-Snooping Biases in Tests of Financial Asset Pricing Models. (1989). Lo, Andrew ; MacKinlay, Craig A..
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  56. What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: CRSP working papers.
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