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Vassalou, Maria
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File URL: http://www.sciencedirect.com/science/article/B6VBX-47F1278-4/2/0f41505335d38607a3944eb0eb058057
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 68 (2003)
Issue (Month): 1 (April)
Pages: 47-73
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Handle: RePEc:eee:jfinec:v:68:y:2003:i:1:p:47-73

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  3. John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," NBER Working Papers 11389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Lettau, Martin & Wachter, Jessica, 2005. "Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium," CEPR Discussion Papers 4921, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. Laura X.L. Liu & Jerold B. Warner & Lu Zhang, 2005. "Momentum Profits and Macroeconomic Risk," NBER Working Papers 11480, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research. [Downloadable!]
  7. Tano Santos & Pietro Veronesi, 2005. "Cash-Flow Risk, Discount Risk, and the Value Premium," NBER Working Papers 11816, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Yu Ren & Katsumi Shimotsu, 2007. "Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test," Working Papers 1126, Queen's University, Department of Economics. [Downloadable!]
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  9. Lundtofte, Frederik, 2005. "Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?," Working Papers 2005:18, Lund University, Department of Economics. [Downloadable!]
  10. Javier Gómez Biscarri & Germán López Espinosa, . "Fundamentals and the accruals puzzle," Faculty Working Papers 02/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  11. George M. Korniotis & Alok Kumar, 2008. "Do behavioral biases adversely affect the macro-economy?," Finance and Economics Discussion Series 2008-49, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  12. Jonathan Lewellen & Stefan Nagel & Jay Shanken, 2006. "A Skeptical Appraisal of Asset-Pricing Tests," NBER Working Papers 12360, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. Javier Gómez Biscarri & Germán López Espinosa, . "The accounting dimension in financial integration: International pricing under different accounting standards," Faculty Working Papers 03/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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