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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/s11142-006-9004-1openalex-extracted
The persistence of earnings and cash flows and the role of special items: Implications for the accrual anomaly
inferredcites →https://doi.org/10.1007/s11142-014-9308-5openalex-extracted
The predictive qualities of earnings volatility and earnings uncertainty
inferredcites →https://doi.org/10.1016/0304-405x(95)00868-fopenalex-extracted
Commonality in the determinants of expected stock returns
inferredcites →https://doi.org/10.1016/0304-4076(90)90095-bopenalex-extracted
Intertemporal asset pricing
inferredcites →https://doi.org/10.1016/j.jacceco.2008.09.005openalex-extracted
Earnings volatility and earnings predictability
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.2009.09.001openalex-extracted
A skeptical appraisal of asset pricing tests☆
inferredcites →https://doi.org/10.1016/j.jfineco.2009.11.003openalex-extracted
A resolution of the distress risk and leverage puzzles in the cross section of stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2013.01.003openalex-extracted
The other side of value: The gross profitability premium
inferredcites →https://doi.org/10.1016/j.jfineco.2014.10.010openalex-extracted
A five-factor asset pricing model
inferredcites →https://doi.org/10.1016/j.jfineco.2015.02.004openalex-extracted
Deflating profitability
inferredcites →https://doi.org/10.1016/j.jmoneco.2010.07.001openalex-extracted
Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion
inferredcites →https://doi.org/10.1016/s0304-405x(99)00031-8openalex-extracted
The long-run performance of stock returns following debt offerings
inferredcites →https://doi.org/10.1016/s0929-1199(98)00007-8openalex-extracted
Performance following convertible bond issuance
inferredcites →https://doi.org/10.1016/s1574-0102(03)01024-0openalex-extracted
Chapter 15 Anomalies and market efficiency
inferredcites →https://doi.org/10.1086/296325openalex-extracted
The Hubris Hypothesis of Corporate Takeovers
inferredcites →https://doi.org/10.1086/500676openalex-extracted
Is Time‐Series‐Based Predictability Evident in Real Time?*
inferredcites →https://doi.org/10.1090/noti1105openalex-extracted
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance
inferredcites →https://doi.org/10.1093/rfs/hhu068openalex-extracted
Digesting Anomalies: An Investment Approach
inferredcites →https://doi.org/10.1093/rfs/hhv043openalex-extracted
Dissecting Anomalies with a Five-Factor Model
inferredcites →https://doi.org/10.1093/rfs/hhv059openalex-extracted
Editor's Choice … and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.1111/0022-1082.00148openalex-extracted
Conditioning Variables and the Cross Section of Stock Returns
inferredcites →https://doi.org/10.1111/0022-1082.00163openalex-extracted
Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap
inferredcites →https://doi.org/10.1111/j.1475-679x.2007.00240.xopenalex-extracted
The Book‐to‐Price Effect in Stock Returns: Accounting for Leverage
inferredcites →https://doi.org/10.1111/j.1540-6261.1988.tb03952.xopenalex-extracted
Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04636.xopenalex-extracted
Efficient Capital Markets: II
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-extracted
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04814.xopenalex-extracted
Assessing Goodness-Of-Fit of Asset Pricing Models: The Distribution of the Maximal R 2
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01226.xopenalex-extracted
On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
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.2061824openalex-extracted
When Sell-Side Analysts Meet High-Volatility Stocks: An Alternative Explanation for the Low-Volatility Puzzle
inferredcites →https://doi.org/10.2307/1913625openalex-extracted
A Test of the Efficiency of a Given Portfolio
inferredcites →https://doi.org/10.2307/2287437openalex-extracted
Specification Searches: Ad Hoc Inference With Nonexperimental Data.
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/10.2469/faj.v72.n5.6openalex-extracted
Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs
inferredcites →https://doi.org/10.3386/w21329openalex-extracted
Backtesting Strategies Based on Multiple Signals
inferredcites →https://doi.org/10.3386/w22894openalex-extracted
The History of the Cross Section of Stock Returns
inferredcites →https://doi.org/10.3386/w3001openalex-extracted
Data-Snooping Biases in Tests of Financial Asset Pricing Models
inferredcites →https://doi.org/10.3905/jii.2015.2015.1.035openalex-extracted
A Framework for Assessing Factors and Implementing Smart Beta Strategies
inferredcites →https://doi.org/10.3905/jii.2015.6.1.089openalex-extracted
A Framework for Assessing Factors and Implementing Smart Beta Strategies
inferredcites →https://doi.org/10.3905/jpm.2014.40.5.094openalex-extracted
The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality
inferredcites →https://doi.org/10.3905/jpm.2014.40.5.108openalex-extracted
Evaluating Trading Strategies
inferredcites →https://doi.org/10.1016/j.jacceco.2004.10.002openalex-snapshot
Do investors overvalue firms with bloated balance sheets?
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05166.xopenalex-snapshot
The New Issues Puzzle
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
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.3331680openalex-extracted
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
inferred← citeshttps://doi.org/10.1108/jfbm-02-2024-0036openalex-snapshot
Evaluation of the performance of Spanish family businesses portfolios
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