Fundamentals and Stock Returns in Japan
暂无分享,去创建一个
[1] E. Fama,et al. Risk, Return, and Equilibrium: Empirical Tests , 1973, Journal of Political Economy.
[2] S. Basu,et al. Investment Performance of Common Stocks in Relation to their Price-Earnings Ratios , 1977 .
[3] R. Ball. Anomalies in relationships between securities' yields and yield-surrogates , 1978 .
[4] R. Litzenberger,et al. The effect of personal taxes and dividends on capital asset prices , 1979 .
[5] S. Ross,et al. An Empirical Investigation of the Arbitrage Pricing Theory , 1980 .
[6] Marc R. Reinganum. Misspecification of capital asset pricing : Empirical anomalies based on earnings' yields and market values , 1981 .
[7] R. Banz,et al. The relationship between return and market value of common stocks , 1981 .
[8] S. Basu. The relationship between earnings' yield, market value and return for NYSE common stocks: Further evidence , 1983 .
[9] T. J. Cook,et al. Size and Earnings/Price Ratio Anomalies: One Effect or Two? , 1984, Journal of Financial and Quantitative Analysis.
[10] Kiyoshi Kato,et al. Seasonal and Size Anomalies in the Japanese Stock Market , 1985, Journal of Financial and Quantitative Analysis.
[11] Randolph Westerfield,et al. Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects , 1985, Journal of Financial and Quantitative Analysis.
[12] Ronald J. Lanstein,et al. Persuasive evidence of market inefficiency , 1985 .
[13] The Japanese Stock Market and Distribution of Stockholdings,1955-1973 , 1985 .
[14] L. Summers. Does the Stock Market Rationally Reflect Fundamental Values , 1986 .
[15] Josef Lakonishok,et al. Systematic risk, total risk and size as determinants of stock market returns , 1986 .
[16] G P Wilson,et al. THE RELATIVE INFORMATION-CONTENT OF ACCRUALS AND CASH FLOWS - COMBINED EVIDENCE AT THE EARNINGS ANNOUNCEMENT AND ANNUAL-REPORT RELEASE DATE , 1986 .
[17] W. Breen,et al. Sample‐Dependent Results Using Accounting and Market Data: Some Evidence , 1986 .
[18] Functions of the Japanese Stock Market , 1986 .
[19] Robert Haugen,et al. The incredible January effect , 1987 .
[20] E. Elton,et al. A multi-index risk model of the Japanese stock market , 1988 .
[21] Josef Lakonishok,et al. Are Seasonal Anomalies Real? A Ninety-Year Perspective , 1988 .
[22] E. Fama,et al. Dividend yields and expected stock returns , 1988 .
[23] Yasushi Hamao,et al. An empirical examination of the Arbitrage Pricing Theory: Using Japanese data , 1988 .
[24] M. Darrough,et al. Do management forecasts of earnings affect stock prices in Japan , 1989 .
[25] J. Frankel. Japanese Finance: a Survey , 1989 .
[26] Yasushi Hamao. Japanese stocks, bonds, bills, andl inflation, 1973–87 , 1989 .
[27] Yasushi Hamao,et al. Predictable Stock Returns in the United States and Japan: a Study of Long-Term Capital Market Integration , 1989 .
[28] Donald B. Keim,et al. Earnings Yields, Market Values, and Stock Returns , 1989 .
[29] E. Fama,et al. BUSINESS CONDITIONS AND EXPECTED RETURNS ON STOCKS AND BONDS , 1989 .
[30] V. Bernard,et al. THE NATURE AND AMOUNT OF INFORMATION IN CASH FLOWS AND ACCRUALS , 1989 .
[31] A. Lo,et al. Data-Snooping Biases in Tests of Financial Asset Pricing Models , 1989 .
[32] Edwin J. Elton,et al. Expectational data and Japanese stock prices , 1989 .
[33] Mustafa N. Gultekin,et al. Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets , 1989 .
[34] Jay R. Ritter,et al. Portfolio Rebalancing and the Turn‐of‐the‐Year Effect , 1989 .
[35] J. Cheh,et al. The international price-earnings ratio phenomenon , 1990 .
[36] R. Rao,et al. Regularities in Tokyo Stock Exchange Security Returns: P/E, Size, and Seasonal Influences , 1990 .
[37] Ronald W. Masulis,et al. Correlations in Price Changes and Volatility Across International Stock Markets , 1990 .
[38] E. Fama,et al. Efficient Capital Markets : II , 2007 .
[39] Yasushi Hamao. A Standard Data Base for the Analysis of Japanese Security Markets , 1991 .