Similar Search Results

Investing with style

Asness, Cliff; Ilmanen, Antti; Israel, Ronen; … - In: Journal of investment management : JOIM 13 (2015) 1, pp. 27-63

Persistent link: https://www.econbiz.de/10011635183

Quality minus junk

Asness, Cliff; Frazzini, Andrea; Pedersen, Lasse Heje - In: Review of accounting studies 24 (2019) 1, pp. 34-112

Persistent link: https://www.econbiz.de/10012006051

Deep value

Asness, Cliff; Liew, John; Pedersen, Lasse Heje; … - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 11-40

Persistent link: https://www.econbiz.de/10012486041

Betting against correlation : testing theories of the low-risk effect

Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - In: Journal of financial economics 135 (2020) 3, pp. 629-652

Persistent link: https://www.econbiz.de/10012543201

Tobin's q and the structure-performance relationship : reply

Smirlock, Michael L. - In: The American economic review 76 (1986) 5, pp. 1211-1213

Persistent link: https://www.econbiz.de/10001015132

Tobin's q and the structure-performance relationship: comment

Stevens, Jerry L. - In: The American economic review 80 (1990) 3, pp. 618-623

Persistent link: https://www.econbiz.de/10001087975

Taxes and mergers : a survey

Smirlock, Michael L.; Beatty, Randolph; Majd, Saman - 1985

Persistent link: https://www.econbiz.de/10001645970

Asset Returns, Discount Rate Changes and Market Efficiency

Smirlock, Michael L. - 2010

The primary purpose of this paper is to reconcile the previous findings of discount rate endogeneity with the presence of discount rate announcement effects in securities markets. The crux of this reconciliation is the dictinction between quot;technicralquot; discount rate changes that are...

Persistent link: https://www.econbiz.de/10012762968

Asset Returns, Discount Rate Changes and Market Efficiency

Smirlock, Michael - 1984

The primary purpose of this paper is to reconcile the previous findings of discount rate endogeneity with the presence of discount rate announcement effects in securities markets. The crux of this reconciliation is the dictinction between "technicral" discount rate changes that are endogenous...

Persistent link: https://www.econbiz.de/10012477556

Leverage aversion and risk parity

Asness, Clifford S.; Frazzini, Andrea; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 68 (2012) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10009558184