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Firm Characteristics, Relative Efficiency, and Equity Returns

Citations

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Cited by:

  1. Giovanni Calice & Levent Kutlu & Ming Zeng, 2021. "Understanding US firm efficiency and its asset pricing implications," Empirical Economics, Springer, vol. 60(2), pages 803-827, February.
  2. Nuno Ferreira & Francisca Mendonça Souza & Adriano Mendonça Souza, 2014. "PSI-20 Portfolio Efficiency Analysis with SFA," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 4(3), pages 785-785.
  3. Tang, Ning & Gao, Mengyao & Zhou, Yixun & Zhou, Fangzhao & Zhu, Jichen, 2024. "Firm-level productivity and stock return: New evidence from China," International Review of Economics & Finance, Elsevier, vol. 96(PA).
  4. Bazdresch, Santiago, 2011. "Product differentiation and systematic risk: theory and empirical evidence," MPRA Paper 35504, University Library of Munich, Germany, revised 01 Nov 2011.
  5. Ferreira & Oliveira, 2016. "Portfolio efficiency analysis with SFA: the case of PSI-20 companies," Applied Economics, Taylor & Francis Journals, vol. 48(1), pages 1-6, January.
  6. Bayar, Tumennasan & Cornett, Marcia Millon & Erhemjamts, Otgontsetseg & Leverty, Ty & Tehranian, Hassan, 2018. "An examination of the relation between strategic interaction among industry firms and firm performance," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 248-263.
  7. Cornett, Marcia Millon & Erhemjamts, Otgontsetseg & Tehranian, Hassan, 2019. "Competitive environment and innovation intensity," Global Finance Journal, Elsevier, vol. 41(C), pages 44-59.
  8. Ding, Zhiguo & Qi, Ji & Tang, Yun & Zhao, Xuankai, 2025. "Unveiling low productivity premium: A tale from emerging market," International Review of Economics & Finance, Elsevier, vol. 103(C).
  9. Manzur Quader & Karl Taylor, 2018. "Corporate efficiency, credit status and investment," The European Journal of Finance, Taylor & Francis Journals, vol. 24(6), pages 439-457, April.
  10. Hiroki, Takashi & Iwatsubo, Kentaro & Watkins, Clinton, 2022. "Does firm-level productivity predict stock returns?," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
  11. Richard Chung & Scott Fung & Szu-Yin Hung, 2012. "Institutional Investors and Firm Efficiency of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 171-211, June.
  12. Chrysovalantis Gaganis & Iftekhar Hasan & Fotios Pasiouras, 2013. "Efficiency and stock returns: evidence from the insurance industry," Journal of Productivity Analysis, Springer, vol. 40(3), pages 429-442, December.
  13. Isik, Ihsan & Topuz, John C., 2017. "Meet the “born efficient” financial institutions: Evidence from the boom years of US REITs," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 70-99.
  14. Syed Manzur Quader & Mohammad Nayeem Abdullah, 2020. "How financial market in Bangladesh appraises efficiency?," Economic Change and Restructuring, Springer, vol. 53(3), pages 475-494, August.
  15. Xu, Liang, 2021. "Stock price informativeness and managerial inefficiency," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 348-364.
  16. Neukirchen, Daniel & Engelhardt, Nils & Krause, Miguel & Posch, Peter N., 2022. "Firm efficiency and stock returns during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 44(C).
  17. Joshua Livnat & Duo Selina Pei & Dan Segal, 2026. "Assessing technical efficiency: effects on future profits and returns," Journal of Productivity Analysis, Springer, vol. 65(2), pages 1-26, June.
  18. Dafydd Mali & Hyoung‐joo Lim, 2021. "Do Relatively More Efficient Firms Demand Additional Audit Effort (Hours)?," Australian Accounting Review, CPA Australia, vol. 31(2), pages 108-127, June.
  19. Mai, Nhat Chi, 2020. "Impact of Residual State Ownership on Privatised Firm Performance: Evidence from Vietnamese Listed Firms," OSF Preprints j78fy, Center for Open Science.
  20. Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2010. "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1899-1910, August.
  21. Li‐Yu Chen & Teng‐Shih Wang, 2023. "Effect of supplier cost stickiness on environmental, social, and governance: Moderating role of customer bargaining power," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(5), pages 2304-2314, September.
  22. Bart Frijns & Dimitris Margaritis & Maria Psillaki, 2012. "Firm efficiency and stock returns," Journal of Productivity Analysis, Springer, vol. 37(3), pages 295-306, June.
  23. Ang, Tze Chuan 'Chewie' & Azad, A.S.M. Sohel & Pham, Thu A.T. & Zhong, Angel, 2021. "Firm efficiency and stock returns: Australian evidence," International Review of Financial Analysis, Elsevier, vol. 78(C).
  24. Guliyev Taghi & Muzaffarov Murad, 2024. "Deciphering Sustainable Growth: The Influence of Corporate Financial Metrics on SGR and Stock Returns," WSB Journal of Business and Finance, Sciendo, vol. 58(1), pages 114-121.
  25. Lalit Arora & Shailendra Kumar & Piyush Verma, 2018. "The Anatomy of Sustainable Growth Rate of Indian Manufacturing Firms," Global Business Review, International Management Institute, vol. 19(4), pages 1050-1071, August.
  26. Ang, Tze Chuan ‘Chewie’ & Lam, F.Y. Eric C. & Wei, K.C. John, 2020. "Mispricing firm-level productivity," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 139-163.
  27. Thu A. T. Pham, 2018. "Industry Concentration, Firm Efficiency and Average Stock Returns: Evidence from Australia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(3), pages 221-247, September.
  28. Brandouy, Olivier & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2015. "Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis," European Journal of Operational Research, Elsevier, vol. 242(1), pages 332-342.
  29. Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
  30. Chen Lin & Yue Ma & Frank M. Song, 2012. "What Drives Bank Operating Efficiency? The Role of Bank Competition and Credit Information Sharing," Chapters, in: James R. Barth & Chen Lin & Clas Wihlborg (ed.), Research Handbook on International Banking and Governance, chapter 4, Edward Elgar Publishing.
  31. Li, Wentao & Wang, Xiaoke & Yu, Lisheng, 2024. "Executive pay restrictions, political promotion, and firm efficiency: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
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