1.
The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM
by Xiao, Yuchao
Journal of business ethics, 2017, Vol.146 (2), p.353-364
2.
Risk, Uncertainty, and Expected Returns
by Bali, Turan G
Journal of financial and quantitative analysis, 2016, Vol.51 (3), p.707-735
3.
Expected Stock Returns Worldwide: A Log-Linear Present-Value Approach
by Chattopadhyay, Akash
The Accounting review, 2022, Vol.97 (2), p.107-133
4.
The Market Application Analysis of CAPM Model
by Zhang, Peng
Applied Mechanics and Materials, 2013, Vol.380-384, p.4422-4425
5.
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
by Christoffersen, Peter
Management science, 2009, Vol.55 (12), p.1914-1932
6.
Deviations from Put-Call Parity and Stock Return Predictability
by Cremers, Martijn
Journal of financial and quantitative analysis, 2010, Vol.45 (2), p.335-367
7.
Investor Sentiment and Analysts' Earnings Forecast Errors
by Hribar, Paul
Management science, 2012, Vol.58 (2), p.293-307
8.
Green and Good? The Investment Performance of US Environmental Mutual Funds
by Climent, Francisco
Journal of business ethics, 2011, Vol.103 (2), p.275-287
9.
Characterizing World Market Integration through Time
by Carrieri, Francesca
Journal of financial and quantitative analysis, 2007, Vol.42 (4), p.915-940
10.
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
by Han, Yufeng
Journal of financial and quantitative analysis, 2013, Vol.48 (5), p.1433-1461
11.
Economic Links and the Spillover Effect of Earnings Quality on Market Risk
by Ma, Mark
The Accounting review, 2017, Vol.92 (6), p.213-245
12.
Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?
by Amin, Gaurav S
Journal of financial and quantitative analysis, 2003, Vol.38 (2), p.251-274
13.
Can a Hybrid Method Improve Equity Valuation? An Empirical Evaluation of the Ohlson and Johannesson (2016) Model
by Gao, Zhan
The Accounting review, 2019, Vol.94 (6), p.227-252
14.
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market
by Neely, Christopher J
Journal of financial and quantitative analysis, 2009, Vol.44 (2), p.467-488
15.
Risk-Factor Disclosure and Asset Prices
by Heinle, Mirko S
The Accounting review, 2018, Vol.93 (2), p.191-208
16.
Disclosure, ownership structure, earnings announcement lag and cost of equity capital in emerging markets: The case of the Egyptian stock exchange
by Khlif, Hichem
Journal of applied accounting research, 2015, Vol.16 (1), p.28-57
17.
Interest Rate Risk and the Cross Section of Stock Returns
by Lioui, Abraham
Journal of financial and quantitative analysis, 2014, Vol.49 (2), p.483-511
18.
Fundamentals-Based Risk Measurement in Valuation
by Nekrasov, Alexander
The Accounting review, 2009, Vol.84 (6), p.1983-2011
19.
Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
by BIAIS, BRUNO
The Review of economic studies, 2007, Vol.74 (2), p.345-390
20.
Prospect Theory and Asset Prices
by Barberis, Nicholas
The Quarterly journal of economics, 2001, Vol.116 (1), p.1-53
