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A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book-to-price
Penman, Stephen H.
;
Reggiani, Francesco
;
Richardson, …
- In:
European Financial Management
24
(
2018
)
4
,
pp. 488-520
Persistent link: https://www.econbiz.de/10012089845
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2
Volatility increases subsequent to stock splits: An empirical aberration
Ohlson, James A.
;
Penman, Stephen H.
- In:
Journal of Financial Economics
14
(
1985
)
2
,
pp. 251-266
Persistent link: https://www.econbiz.de/10005477868
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3
The distribution of earnings news over time and seasonalities in aggregate stock returns
Penman, Stephen H.
- In:
Journal of Financial Economics
18
(
1987
)
2
,
pp. 199-228
Persistent link: https://www.econbiz.de/10005477888
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4
Financial statement analysis and the prediction of stock returns
Ou, Jane A.
;
Penman, Stephen H.
- In:
Journal of Accounting and Economics
11
(
1989
)
4
,
pp. 295-329
Persistent link: https://www.econbiz.de/10005492357
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5
Abnormal returns to investment strategies based on the timing of earnings reports
Penman, Stephen H.
- In:
Journal of Accounting and Economics
6
(
1984
)
3
,
pp. 165-183
Persistent link: https://www.econbiz.de/10005492722
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6
The implied cost of capital : accounting for growth
Penman, Stephen H.
;
Zhu, Julie
;
Wang, Haofei
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1029-1056
Persistent link: https://www.econbiz.de/10014342154
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7
Safe equities : an alternative allocation to bonds
Penman, Stephen H.
;
Zhu, Julie Lei
- In:
Financial analysts journal : FAJ
81
(
2025
)
1
,
pp. 63-81
Persistent link: https://www.econbiz.de/10015195241
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8
Valuation : accounting for risk and the expected return
Penman, Stephen H.
- In:
Abacus : a journal of accounting, finance and business …
52
(
2016
)
1
,
pp. 106-130
Persistent link: https://www.econbiz.de/10011581787
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9
Valuation : accounting for risk and the expected return : discussion of Penman
Lyle, Matthew R.
- In:
Abacus : a journal of accounting, finance and business …
52
(
2016
)
1
,
pp. 131-139
Persistent link: https://www.econbiz.de/10011581788
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10
Valuation : the state of the art
Penman, Stephen H.
- In:
Schmalenbach business review : sbr
17
(
2016
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10011634064
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