1.
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
2.
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
by Baker, Malcolm
Financial analysts journal, 2011, Vol.67 (1), p.40-54
3.
Capital asset pricing model in Portugal: Evidence from fractal regressions
by Kristoufek, Ladislav
Portuguese economic journal, 2018, Vol.17 (3), p.173-183
4.
Ambiguity Aversion and Underdiversification
by Guidolin, Massimo
Journal of financial and quantitative analysis, 2016, Vol.51 (4), p.1297-1323
5.
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
6.
Foreign Currency Returns and Systematic Risks
by Atanasov, Victoria
Journal of financial and quantitative analysis, 2015, Vol.50 (1/2), p.231-250
7.
A Global Equilibrium Asset Pricing Model with Home Preference
by Solnik, Bruno
Management science, 2012, Vol.58 (2), p.273-292
8.
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
by Aue, Alexander
Econometric theory, 2012, Vol.28 (4), p.804-837
9.
Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model
by Galea, Manuel
Statistical papers (Berlin, Germany), 2016, Vol.60 (1), p.293-312
10.
On the Conditional Risk and Performance of Financially Distressed Stocks
by Michael S. O'Doherty
Management science, 2012, Vol.58 (8), p.1502-1520
11.
How Do Investors Compute the Discount Rate? They Use the CAPM (Corrected June 2017)
by Berk, Jonathan B.
Financial analysts journal, 2017, Vol.73 (2), p.25-32
12.
Affect in a Behavioral Asset-Pricing Model
by Statman, Meir
Financial analysts journal, 2008, Vol.64 (2), p.20-29
13.
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle
by Nyberg, Henri
Journal of financial and quantitative analysis, 2012, Vol.47 (1), p.137-158
14.
Analyst Disagreement and Aggregate Volatility Risk
by Barinov, Alexander
Journal of financial and quantitative analysis, 2013, Vol.48 (6), p.1877-1900
15.
Past, Present, and Future Financial Thinking
by Sharpe, William F.
Financial analysts journal, 2014, Vol.70 (6), p.16-22
16.
An ontology-supported asset information integrator system in infrastructure management
by Jehan Zeb
Built environment project and asset management, 2015, Vol.5 (4), p.380-397
17.
The Investment Performance of Socially Responsible Investment Funds in Australia
by Jones, Stewart
Journal of business ethics, 2008, Vol.80 (2), p.181-203
18.
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM
by De Giorgi, Enrico
Journal of financial and quantitative analysis, 2008, Vol.43 (2), p.525-546
19.
Modeling the Cross Section of Stock Returns: A Model Pooling Approach
by O’Doherty, Michael
Journal of financial and quantitative analysis, 2012, Vol.47 (6), p.1331-1360
20.
Disclosure, ownership structure, earnings announcement lag and cost of equity capital in emerging markets
by Khlif, Hichem
Journal of applied accounting research, 2015, Vol.16 (1), p.28-57
