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The cross section of common stock returns : a review of the evidence and some new findings

Hawawini, Gabriel A.; Keim, Donald B. - In: Security market imperfections in worldwide equity markets, (pp. 3-43). 2000

Persistent link: https://www.econbiz.de/10001506399

The cross section of common stock returns : a review of the evidence and some new findings

Hawawini, Gabriel A.; Keim, Donald B. - 1997

Persistent link: https://www.econbiz.de/10000971803

The cross section of common stock returns : a review of the evidence and some new findings

Hawawini, Gabriel A.; Keim, Donald B. - 1999

Persistent link: https://www.econbiz.de/10001393950

General tests of latent variable models and mean-variance spanning

Ferson, Wayne E. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 131-156

Persistent link: https://www.econbiz.de/10001141547

The cross section of aommon stock returns : a review of the evidence and some new findings

Hawawini, Gabriel A.; Keim, Donald B. - 1999 - (Rev. version of 97/66/FIN)

Persistent link: https://www.econbiz.de/10001416550

The cross section of common stock returns : a review of the evidence and some new findings

Hawawini, Gabriel A.; Keim, Donald B. - 1997

Persistent link: https://www.econbiz.de/10000968466

Can Mispricing Explain the Value Premium?

Jaffe, Jeffrey F. - 2019

A great deal of empirical research finds that stocks with low market-to-book (MTB) ratios have outperformed stocks with high MTB ratios. Rhodes-Kropf, Robinson, and Viswanathan (RKRV) (2005) separate the MTB ratio into a mispricing component and a growth options component. We investigate the...

Persistent link: https://www.econbiz.de/10012889236