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https://doi.org/10.2139/ssrn.2511246
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0165-4101(90)90008-ropenalex-extracted
Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
inferredcites →https://doi.org/10.1016/0304-405x(81)90018-0openalex-extracted
The relationship between return and market value of common stocks
inferredcites →https://doi.org/10.1016/0304-405x(83)90031-4openalex-extracted
The relationship between earnings' yield, market value and return for NYSE common stocks
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/0304-405x(95)00868-fopenalex-extracted
Commonality in the determinants of expected stock returns
inferredcites →https://doi.org/10.1016/j.jacceco.2005.04.005openalex-extracted
Accrual reliability, earnings persistence and stock prices
inferredcites →https://doi.org/10.1016/j.jfineco.2004.12.004openalex-extracted
Profitable predictability in the cross section of stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2005.09.009openalex-extracted
Profitability, investment and average returns
inferredcites →https://doi.org/10.1016/j.jfineco.2011.05.003openalex-extracted
Is momentum really momentum?
inferredcites →https://doi.org/10.1016/s0304-405x(96)00896-3openalex-extracted
Industry costs of equity
inferredcites →https://doi.org/10.1017/s0022109000003173openalex-extracted
Capital Investments and Stock Returns
inferredcites →https://doi.org/10.1017/s0022109000003550openalex-extracted
The Poor Predictive Performance of Asset Pricing Models
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/261114openalex-extracted
Dividends and Taxes: Some Empirical Evidence
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-extracted
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1111/0022-1082.00280openalex-extracted
Price Momentum and Trading Volume
inferredcites →https://doi.org/10.1111/0022-1082.00342openalex-extracted
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.1111/j.1475-679x.2008.00283.xopenalex-extracted
The Persistence and Pricing of the Cash Component of Earnings
inferredcites →https://doi.org/10.1111/j.1540-6261.1982.tb03565.xopenalex-extracted
The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04569.xopenalex-extracted
Further Evidence On Investor Overreaction and Stock Market Seasonality
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-extracted
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05222.xopenalex-extracted
Momentum Strategies
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00836.xopenalex-extracted
The Cross‐Section of Volatility and Expected Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00884.xopenalex-extracted
Market Reactions to Tangible and Intangible Information
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.01054.xopenalex-extracted
The Value Premium and the CAPM
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01335.xopenalex-extracted
Share Issuance and Cross‐sectional Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01370.xopenalex-extracted
Asset Growth and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01371.xopenalex-extracted
Dissecting Anomalies
inferredcites →https://doi.org/10.1111/jofi.12365openalex-extracted
Does Academic Research Destroy Stock Return Predictability?
inferredcites →https://doi.org/10.2139/ssrn.1418117openalex-extracted
An Alternative Three-Factor Model
inferredcites →https://doi.org/10.2139/ssrn.15108openalex-extracted
Market Efficiency, Long-Term Returns, and Behavioral Finance
inferredcites →https://doi.org/10.2139/ssrn.166840openalex-extracted
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.2139/ssrn.274204openalex-extracted
Market Reactions to Tangible and Intangible Information
inferredcites →https://doi.org/10.2308/accr.2003.78.1.353openalex-extracted
Accrued Earnings and Growth: Implications for Future Profitability and Market Mispricing
inferredcites →https://doi.org/10.2308/tar-9608042309openalex-extracted
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?
inferredcites →https://doi.org/10.2469/dig.v27.n1.5openalex-extracted
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?
inferredcites →https://doi.org/10.3386/w4360openalex-extracted
Contrarian Investment, Extrapolation, and Risk
inferredcites →https://doi.org/10.3905/jpm.1985.409007openalex-extracted
Persuasive evidence of market inefficiency
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1571706openalex-extracted
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test
inferred← citeshttps://doi.org/10.2139/ssrn.1680894openalex-extracted
Intertemporal Risk and the Cross Section of Expected Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.1974053openalex-extracted
Dynamic Risk, Accounting-Based Valuation and Firm Fundamentals
inferred← citeshttps://doi.org/10.2139/ssrn.2025959openalex-extracted
Dynamic Risk, Accounting-Based Valuation and Firm Fundamentals
inferred← citeshttps://doi.org/10.2139/ssrn.2175304openalex-extracted
Empirical Cross-Sectional Asset Pricing
inferred← citeshttps://doi.org/10.2139/ssrn.2253793openalex-extracted
Return Dispersion, Size, and the Cross-Section of Stock Returns - Evidence from the German Stock Market
inferred← citeshttps://doi.org/10.2139/ssrn.2327807openalex-extracted
The ABC of Long-Term Capital Budgeting
inferred← citeshttps://doi.org/10.2139/ssrn.2342624openalex-extracted
A Protocol for Factor Identification
inferred← citeshttps://doi.org/10.2139/ssrn.2427622openalex-extracted
Assembling International Equity Datasets -- Review of Studies on the Cross-Section of Common Stocks
inferred← citeshttps://doi.org/10.2139/ssrn.2428054openalex-extracted
Diversity of Empirical Design - Review of Studies on the Cross-Section of Common Stocks
inferred← citeshttps://doi.org/10.2139/ssrn.2506683openalex-extracted
Institutional Investors and Stock Return Anomalies
inferred← citeshttps://doi.org/10.2139/ssrn.2517944openalex-extracted
A Protocol for Factor Identification
inferred← citeshttps://doi.org/10.2139/ssrn.2521028openalex-extracted
Low Risk Anomaly in CEE Stock Markets
inferred← citeshttps://doi.org/10.2139/ssrn.2557236openalex-extracted
Better Investing Through Factors, Regimes and Sensitivity Analysis
inferred← citeshttps://doi.org/10.2139/ssrn.2576784openalex-extracted
Common factors in corporate bond returns
inferred← citeshttps://doi.org/10.2139/ssrn.2600996openalex-extracted
Das Fama-French Modell und seine Nachfahren: Welche Erkenntnisse verbergen sich im Rauschen von Daten und Methoden? (The Fama-French Model and its Successors: What Insights can be Gained Behind the Noise of Data and Methods?)
inferred← citeshttps://doi.org/10.2139/ssrn.2664823openalex-extracted
Asset Pricing with Revealed Utility of Heterogeneous Consumers: Evidence from Crime
inferred← citeshttps://doi.org/10.2139/ssrn.2740751openalex-extracted
Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.2762048openalex-extracted
'An Appraisal of Capital Asset Pricing Model (CAPM)': Evidence of Korean Economy
inferred← citeshttps://doi.org/10.2139/ssrn.2773114openalex-extracted
Are Stock Markets Efficient? (Price-Earnings Ratio Approach): Korean Stock Market Proxy
inferred← citeshttps://doi.org/10.2139/ssrn.2778045openalex-extracted
Is There Momentum in Equity Anomalies? Evidence from an Emerging Market
inferred← citeshttps://doi.org/10.2139/ssrn.2802357openalex-extracted
Selection Bias and the Cross-Section of Expected Returns
inferred← citeshttps://doi.org/10.2139/ssrn.2820700openalex-extracted
Dissecting Characteristics Nonparametrically
inferred← citeshttps://doi.org/10.2139/ssrn.2842269openalex-extracted
Accounting-Based Estimates of the Cost of Capital: A Third Way
inferred← citeshttps://doi.org/10.2139/ssrn.3032013openalex-extracted
Some Characteristics Are Risk Exposures, and the Rest Are Irrelevant
inferred← citeshttps://doi.org/10.2139/ssrn.3438754openalex-extracted
What Matters When? Time-Varying Sparsity in Expected Returns
inferred← citeshttps://doi.org/10.2139/ssrn.3529140openalex-extracted
New and Old Sorts: Implications for Asset Pricing
inferred← citeshttps://doi.org/10.2139/ssrn.3621944openalex-extracted
The Pricing of Volatility Risk in the US Equity Market
inferred← citeshttps://doi.org/10.2139/ssrn.3854046openalex-extracted
A One-factor Model for Expected Night-minus-day Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.3898282openalex-extracted
Identifying Signals of the Cross Section of Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.3976006openalex-extracted
Does Value Strategy Still Work?
inferred← citeshttps://doi.org/10.2139/ssrn.4194025openalex-extracted
The Predictability of Short Selling Loan Fees
inferred← citeshttps://doi.org/10.2139/ssrn.4488506openalex-extracted
Out-of-Sample Performance of Factor Return Predictors
inferred← citeshttps://doi.org/10.2139/ssrn.4513503openalex-extracted
Expert Aggregation for Financial Forecasting
inferred← citeshttps://doi.org/10.1002/csr.2276openalex-snapshot
The mediating effect of stock price crash risk on the relationship between corporate social responsibility and cost of equity moderated by state ownership: Moderated‐mediation analysis
inferred← citeshttps://doi.org/10.1007/s11142-013-9227-xopenalex-snapshot
Dynamic risk, accounting-based valuation and firm fundamentals
inferred← citeshttps://doi.org/10.1007/s11142-014-9308-5openalex-snapshot
The predictive qualities of earnings volatility and earnings uncertainty
inferred← citeshttps://doi.org/10.1016/j.bir.2022.09.010openalex-snapshot
Investor psychology in the stock market: An empirical study of the impact of overconfidence on firm valuation
inferred← citeshttps://doi.org/10.1016/j.ememar.2022.100891openalex-snapshot
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market
inferred← citeshttps://doi.org/10.1016/j.heliyon.2021.e08168openalex-snapshot
Factor investing: A stock selection methodology for the European equity market
inferred← citeshttps://doi.org/10.1016/j.jbef.2015.11.007openalex-snapshot
Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies
inferred← citeshttps://doi.org/10.1016/j.jfineco.2015.03.001openalex-snapshot
The cross section of expected holding period returns and their dynamics: A present value approach
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Explaining the Cross Section of Stock Returns: A Comparative Study of the United States and Turkey
inferred← citeshttps://doi.org/10.1016/s2212-5671(15)01362-3openalex-snapshot
The Dividend Premium in the CEE Stock Market
inferred← citeshttps://doi.org/10.1080/09603107.2013.835478openalex-snapshot
Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
inferred← citeshttps://doi.org/10.1093/rapstu/raz011openalex-snapshot
Publication Bias and the Cross-Section of Stock Returns
inferred← citeshttps://doi.org/10.1109/icmnwc56175.2022.10031935openalex-snapshot
Predicting Stock Price with LSTM Networks
inferred← citeshttps://doi.org/10.1109/iconat53423.2022.9725916openalex-snapshot
Factors Affecting Forecast Accuracy of Individual Stocks: SVR Algorithm Under CAPM Framework
inferred← citeshttps://doi.org/10.1136/bmjopen-2020-043863openalex-snapshot
Impact of temperature and relative humidity on the transmission of COVID-19: a modelling study in China and the United States
inferred← citeshttps://doi.org/10.1146/annurev-financial-110112-121009openalex-snapshot
Empirical Cross-Sectional Asset Pricing
inferred← citeshttps://doi.org/10.17016/feds.2014.62openalex-snapshot
What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach
inferred← citeshttps://doi.org/10.17016/feds.2015.003openalex-snapshot
Tradability of Output, Business Cycles, and Asset Prices
inferred← citeshttps://doi.org/10.21013/jmss.v4.n1.p6openalex-snapshot
An Investigation of Low Volatility Anomaly in Indian Stock Market
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Risk-Adjusted Capital Allocation and Misallocation
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Investing in a Multidimensional Market
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Style Investing with Machine Learning
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