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Global Oil and Gas Stocks: Anomalies, Systematic Risks, and Mispricing
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Outgoing claims: the papers this work cites, builds on, or argues with.
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The relationship between return and market value of common stocks
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Common risk factors in the returns on stocks and bonds
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Market underreaction to open market share repurchases
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Commonality in the determinants of expected stock returns
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Common and fundamental factors in stock returns of Canadian oil and gas companies
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Oil Prices and Stock Market Anomalies
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What do we know about oil prices and stock returns?
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Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry
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Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?
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Oil price uncertainty and corporate cash holdings: Global evidence
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Do oil futures prices predict stock returns?
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Oil volatility risk and expected stock returns
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Asset pricing with liquidity risk
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The short of it: Investor sentiment and anomalies
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The other side of value: The gross profitability premium
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Stock Returns and the Miller-Modigliani Valuation Formula: Revisiting the Fama-French Analysis
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A five-factor asset pricing model
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Risk factors in stock returns of Canadian oil and gas companies
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Illiquidity and stock returns: cross-section and time-series effects
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Capital Investments and Stock Returns
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Editor's Choice … and the Cross-Section of Expected Returns
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The History of the Cross-Section of Stock Returns
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Short and Long Horizon Behavioral Factors
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An Augmented q -Factor Model with Expected Growth
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The New Issues Puzzle
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On Persistence in Mutual Fund Performance
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The Cross‐Section of Volatility and Expected Returns
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Investor Sentiment and the Cross‐Section of Stock Returns
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Investor Sentiment and the Cross-Section of Stock Returns
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Contrarian Investment, Extrapolation, and Risk
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Market Underreaction to Open Market Share Repurchases
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Persuasive evidence of market inefficiency
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Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
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The Cross-Section of Expected Stock Returns
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