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A Model to Explain Shareholder Returns: Marketing Implications

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  • Kumar, V.
  • Ramaswami, Sridhar N.
  • Srivastava, Rajendra K.
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    File URL: http://www.sciencedirect.com/science/article/B6V7S-419BGKP-4/2/e4a6d19025538ce772c93e7d18bee71a
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Business Research.

    Volume (Year): 50 (2000)
    Issue (Month): 2 (November)
    Pages: 157-167

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    Handle: RePEc:eee:jbrese:v:50:y:2000:i:2:p:157-167

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    Web page: http://www.elsevier.com/locate/jbusres

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Carol J. Simon & Mary W. Sullivan, 1993. "The Measurement and Determinants of Brand Equity: A Financial Approach," Marketing Science, INFORMS, vol. 12(1), pages 28-52.
    2. Oldfield, George S, Jr & Rogalski, Richard J, 1981. "Treasury Bill Factors and Common Stock Returns," Journal of Finance, American Finance Association, vol. 36(2), pages 337-50, May.
    3. Dhrymes, Phoebus J & Friend, Irwin & Gultekin, N Bulent, 1984. " A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 39(2), pages 323-46, June.
    4. Willem Thorbecke, 1994. "Trade Deficit News, Systematic Risk and the Crash of 1987," Eastern Economic Journal, Eastern Economic Association, vol. 20(1), pages 97-106, Winter.
    5. Huang, Roger D. & Jo, Hoje, 1995. "Data frequency and the number of factors in stock returns," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 987-1003, September.
    6. Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-65, June.
    7. Fertuck, Leonard, 1975. "A Test of Industry Indices Based on SIC Codes," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(05), pages 837-848, December.
    8. Chen, Nai-Fu & Roll, Richard & Ross, Stephen A, 1986. "Economic Forces and the Stock Market," The Journal of Business, University of Chicago Press, vol. 59(3), pages 383-403, July.
    9. Chen, Nai-fu, 1983. " Some Empirical Tests of the Theory of Arbitrage Pricing," Journal of Finance, American Finance Association, vol. 38(5), pages 1393-1414, December.
    10. Shanken, Jay, 1992. " The Current State of the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 47(4), pages 1569-74, September.
    11. Roll, Richard & Ross, Stephen A, 1984. " A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply," Journal of Finance, American Finance Association, vol. 39(2), pages 347-50, June.
    12. Fogler, H Russell & John, Kose & Tipton, James, 1981. "Three Factors, Interest Rate Differentials and Stock Groups," Journal of Finance, American Finance Association, vol. 36(2), pages 323-35, May.
    13. Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
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    Cited by:
    1. Ganesh, Gopala & Paswan, Audhesh K., 2010. "Teaching basic marketing accountability using spreadsheets: An exploratory perspective," Journal of Business Research, Elsevier, vol. 63(2), pages 182-190, February.
    2. Liao, Tsai-Ling & Huang, Chih-Jen & Wu, Chieh-Yuan, 2011. "Do fund managers herd to counter investor sentiment?," Journal of Business Research, Elsevier, vol. 64(2), pages 207-212, February.

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