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Capital Structure, Macroeconomic Variables & Stock Returns. Evidence from Greece

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  • Panayiotis Artikis

    ()

  • Georgia Nifora

    ()

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File URL: http://hdl.handle.net/10.1007/s11294-011-9334-z
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Bibliographic Info

Article provided by Springer in its journal International Advances in Economic Research.

Volume (Year): 18 (2012)
Issue (Month): 1 (February)
Pages: 87-101

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Handle: RePEc:kap:iaecre:v:18:y:2012:i:1:p:87-101

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Web page: http://www.springerlink.com/link.asp?id=112112

Related research

Keywords: Asset pricing; Fama-French; Leverage; Beta; Price earnings ratio; Book-to-market ratio; Size; Momentum; Market risk premium; Athens stock exchange; G11; G12; G32;

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References

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  1. Josef Lakonishok & Robert W. Vishny & Andrei Shleifer, 1993. "Contrarian Investment, Extrapolation, and Risk," NBER Working Papers 4360, National Bureau of Economic Research, Inc.
  2. Hamada, Robert S, 1969. "Portfolio Analysis, Market Equilibrium and Corporation Finance," Journal of Finance, American Finance Association, vol. 24(1), pages 13-31, March.
  3. Raghuram G. Rajan & Luigi Zingales, 1994. "What Do We Know About Capital Structure? Some Evidence from International Data," NBER Working Papers 4875, National Bureau of Economic Research, Inc.
  4. Eugene F. Fama & Kenneth R. French, . "The Corporate Cost of Capital and the Return on Corporate Investment," CRSP working papers 355, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  5. Masulis, Ronald W, 1983. " The Impact of Capital Structure Change on Firm Value: Some Estimates," Journal of Finance, American Finance Association, vol. 38(1), pages 107-26, March.
  6. Eugene F. Fama & Kenneth R. French, . "Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”," CRSP working papers 506, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  7. Fred D. Arditti, 1967. "Risk And The Required Return On Equity," Journal of Finance, American Finance Association, vol. 22(1), pages 19-36, 03.
  8. Wolfgang Drobetz & Pascal Pensa, 2007. "Capital Structure and Stock Returns: The European Evidence," Working papers 2007/18, Faculty of Business and Economics - University of Basel.
  9. Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
  10. Antoniou, Antonios & Guney, Yilmaz & Paudyal, Krishna, 2008. "The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(01), pages 59-92, March.
  11. Brounen, Dirk & de Jong, Abe & Koedijk, Kees, 2006. "Capital structure policies in Europe: Survey evidence," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1409-1442, May.
  12. Maria Psillaki & Nikolaos Daskalakis, 2009. "Are the determinants of capital structure country or firm specific?," Small Business Economics, Springer, vol. 33(3), pages 319-333, October.
  13. Eli Schwartz, 1959. "Theory Of The Capital Structure Of The Firm," Journal of Finance, American Finance Association, vol. 14(1), pages 18-39, 03.
  14. Joao F. Gomes & Lukas Schmid, 2010. "Levered Returns," Journal of Finance, American Finance Association, vol. 65(2), pages 467-494, 04.
  15. George, Thomas J. & Hwang, Chuan-Yang, 2010. "A resolution of the distress risk and leverage puzzles in the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 96(1), pages 56-79, April.
  16. de Jong, A. & Kabir, R. & Nguyen, T.T., 2007. "Capital Structure around the World: The Roles of Firm- and Country-Specific Determinants," ERIM Report Series Research in Management ERS-2007-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
  17. 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.
  18. Lorenzo Garlappi & Hong Yan, 2011. "Financial Distress and the Cross‐section of Equity Returns," Journal of Finance, American Finance Association, vol. 66(3), pages 789-822, 06.
  19. Alves, Paulo F. Pereira & Ferreira, Miguel A., 2011. "Capital structure and law around the world," Journal of Multinational Financial Management, Elsevier, vol. 21(3), pages 119-150, July.
  20. Fama, Eugene F & French, Kenneth R, 1996. " Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March.
  21. STEPHEN H. PENMAN & SCOTT A. RICHARDSON & İREM TUNA, 2007. "The Book-to-Price Effect in Stock Returns: Accounting for Leverage," Journal of Accounting Research, Wiley Blackwell, vol. 45(2), pages 427-467, 05.
  22. Franck Bancel & Usha R. Mittoo, 2004. "Cross-Country Determinants of Capital Structure Choice: A Survey of European Firms," Financial Management, Financial Management Association, vol. 33(4), Winter.
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