The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 34 (1979)
Issue (Month): 3 (June)
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- Jong-Seo Choi & Chongwoo Choe, 1996.
"Explanatory Factors for Trading Volume Responses to Annual Earnings Announcements: Evidence from the Korean Stock Market,"
1996.07, School of Economics, La Trobe University.
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- Elshandidy, Tamer & Fraser, Ian & Hussainey, Khaled, 2013. "Aggregated, voluntary, and mandatory risk disclosure incentives: Evidence from UK FTSE all-share companies," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 320-333.
- Heinrichs, Nicolas & Hess, Dieter & Homburg, Carsten & Lorenz, Michael & Sievers, Soenke, 2011. "Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions," CFR Working Papers 11-11, University of Cologne, Centre for Financial Research (CFR).
- Karel Hrazdil, 2010. "S&P 500 index inclusion announcements: does the S&P committee tell us something new," Managerial Finance, Emerald Group Publishing, vol. 36(5), pages 368-393, May.
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