Publication Information

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979, 1088], '59,': [612, 632], '2577–2603.': [613], 'Chen,': [614], 'Nai-fu,': [615], 'Roll,': [617], 'Stephen': [619], 'Ross,': [621], '1986,': [622], 'Economic': [623, 1229], 'forces': [624], '383–403.': [633], 'Chordia,': [634], 'Tarun,': [635], 'Lakshmanan': [637], 'Shivakumar,': [638], '2002,': [639, 898, 956, 1050, 1353], 'Momentum,': [640], 'business': [641], 'cycle,': [642], 'time-varying': [644], '57,': [650, 963, 1118], '985–1019.': [651], 'Cochrane,': [652, 673], 'H.,': [654, 675], '1991,': [655], 'Production-based': [656], 'pricing': [658, 684, 696, 850, 1135], 'economic': [666, 1112], 'fluctuations,': [667], '46(1),': [671], '209–237.': [672], 'cross-sectional': [678, 724, 1032], 'test': [679, 1033], 'investment-based': [682], 'model,': [685], 'Political': [688, 873, 891, 1041], 'Economy': [689, 874, 892, 1042], '104,': [690], '572–621.': [691], 'Cooper,': [692], 'Ilan,': [693], '2006,': [694, 1235], 'Asset': [695], 'implications': [697, 1296], 'non-convex': [699], 'adjustment': [700], 'costs': [701], 'irreversibility': [703], '61': [709], '(this': [710], 'issue),': [711], '139–170.': [712], 'Daniel,': [713], 'Kent,': [714], 'Sheridan': [716], 'Titman,': [717, 1306], '1997,': [718, 1145, 1269], 'characteristics': [722], 'variation': [725], '52,': [732, 1279], '1–33.': [733], 'Fama,': [734, 751, 774, 793, 817, 838, 857], 'Eugene': [735, 752, 775, 794, 818, 839, 858], 'F.,': [736, 753, 776, 795, 819, 840, 859], '1998,': [737, 1187], 'Market': [738], 'efficiency,': [739, 1178], 'long-term': [740], 'behavioral': [743], 'finance,': [744], '49,': [749, 1006, 1072], '283–306.': [750], 'Kenneth': [755, 778, 797, 821, 842], 'R.': [756, 779, 798, 822, 843, 1169], 'French,': [757, 780, 799, 823, 844], '1989,': [758], 'stocks': [765, 808], 'bonds,': [767, 810], '25,': [772], '23–49.': [773], '1992,': [781], '47,': [791, 1205], '427–465.': [792], 'Common': [801], 'risk': [802, 1035, 1052, 1108, 1340], 'factors': [803, 828, 904, 1109, 1239], '33,': [815], '3–56.': [816], 'Size': [825], 'earnings': [830], '50,': [836, 987], '131–155.': [837], 'Multifactor': [846], 'explanations': [847], '51,': [855], '55–84.': [856], 'J.': [861], 'D.': [862], 'MacBeth,': [863], '1973,': [864], 'Risk': [865], 'equilibrium:': [868], 'tests,': [870], '81,': [875], '607–636.': [876], 'Gomes,': [877], 'Joao,': [878], 'Leonid': [879], 'Kogan,': [880], 'Lu': [882, 1253], 'Zhang,': [883, 1254, 1364], '2003,': [884, 1081, 1331], 'Equilibrium': [885], '111,': [893], '693–732.': [894], 'Griffin,': [895], 'M.,': [897], 'Are': [899], 'global': [905], 'or': [906], 'country': [907], 'specific?': [908], '15,': [913], '783–803.': [914], 'Hawawini,': [915], 'Gabriel,': [916], 'Donald': [918], 'B.': [919], 'Keim,': [920], 'On': [922], 'predictability': [924], 'common': [926], 'returns:': [928], 'World-wide': [929], 'evidence,': [930], 'Jarrow,': [934], 'Vojislav': [935], 'Maksimovic,': [936], 'William': [938], 'T.': [939], 'Ziemba,': [940], 'eds.:': [941], 'Handbooks': [942], 'Operations': [944], 'Research': [945], 'Science,': [948], 'vol.': [949], '9': [950], '(North-Holland,': [951], 'Amsterdam).': [952], 'Johnson,': [953], 'Timothy': [954], 'C.,': [955], 'Rational': [957], 'momentum': [958, 1106], 'strategies,': [959], '585–608.': [964], 'Kothari,': [965], 'S.': [966], 'P.,': [967], 'Jay': [968, 1168], 'Shanken,': [969], 'G.': [972], 'Sloan,': [973], 'Another': [975], 'look': [976], '185–224.': [988], 'Lakonishok,': [989], 'Josef,': [990], 'Andrei': [991, 1209], 'Shleifer,': [992, 1210], 'Vishny,': [996, 1214], '1994,': [997], 'Contrarian': [998], 'extrapolation': [1000], 'risk,': [1002], '1541–1578.': [1007], 'Lamont,': [1008], 'Owen': [1009], 'A.,': [1010], 'Investment': [1012], 'plans': [1013], '2719–2745.': [1021], 'Lettau,': [1022, 1045], 'Martin,': [1023, 1046], 'Sydney': [1025, 1048], 'Ludvigson,': [1026, 1049], '2001,': [1027], 'Resurrecting': [1028], '(C)CAPM:': [1030], 'when': [1034], 'premia': [1036, 1053], 'time-varying,': [1038], '109,': [1043], '1238–1287.': [1044], 'Time-varying': [1051], 'cost': [1056], 'capital:': [1058], 'alternative': [1060], 'implication': [1061], 'Q': [1064], 'theory': [1065], 'Monetary': [1070], '31–66.': [1073], 'Li,': [1074], 'Qing,': [1075], 'Maria': [1076, 1099], 'Vassalou,': [1077, 1100, 1329], 'Yuhang': [1079], 'Xing,': [1080, 1351], 'Sector': [1082], 'rates': [1085], 'forthcoming.': [1095, 1249], 'Liew,': [1096], 'Jimmy,': [1097], 'Can': [1102], 'book-to-market,': [1103], 'size,': [1104, 1149], 'be': [1107], 'that': [1110], 'predict': [1111], 'growth?': [1113], '221–245.': [1119], 'Lo,': [1120], 'Andrew': [1121], 'W.,': [1122], 'Craig': [1125], 'Mackinlay,': [1126], 'Data-snooping': [1128], 'biases': [1129], 'tests': [1131, 1175], 'financial': [1133, 1196], 'models,': [1136], '431–467.': [1142], 'Loughran,': [1143, 1165], 'Tim,': [1144, 1166], 'Book-to-market': [1146], 'across': [1147], 'exchange': [1150], 'seasonality:': [1152], 'there': [1154], 'effect?,': [1156], 'Quantitative': [1161, 1325], 'Analysis': [1162, 1326], '32,': [1163], '249–268.': [1164], 'Ritter,': [1170], 'Uniformly': [1172], 'least': [1173], 'powerful': [1174], '361–389.': [1184], 'Mayers,': [1185], 'David,': [1186], 'Why': [1188], 'issue': [1190], 'convertible': [1191], 'bonds:': [1192], 'matching': [1194], 'real': [1198], 'options,': [1200], '83–102.': [1206], 'Morck,': [1207], 'Randall,': [1208], 'investment:': [1220], 'sideshow?': [1225], 'Brookings': [1226], 'Papers': [1227], 'Activity': [1230], '2,': [1231], '157–202.': [1232], 'Petkova,': [1233, 1250], 'Ralitsa,': [1234, 1251], 'Do': [1236], 'Fama–French': [1238], 'proxy': [1240], 'innovations': [1242], 'predictive': [1244], 'variables?': [1245], '2005,': [1255, 1366], 'value': [1257, 1368], 'riskier': [1258], 'than': [1259], 'growth?,': [1260], '78,': [1265], '187–202.': [1266], 'Shumway,': [1267, 1281], 'Tyler,': [1268, 1282], 'delisting': [1271, 1288], 'bias': [1272, 1289], 'CRSP': [1274], 'data,': [1275], '327–340.': 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10}, {'year': 2018, 'cited_by_count': 26}, {'year': 2017, 'cited_by_count': 15}, {'year': 2016, 'cited_by_count': 15}, {'year': 2015, 'cited_by_count': 18}, {'year': 2014, 'cited_by_count': 19}, {'year': 2013, 'cited_by_count': 22}, {'year': 2012, 'cited_by_count': 24}], 'updated_date': '2024-12-13T04:29:36.336575', 'created_date': '2016-06-24'}