Research graph
References from The stock market perception of industry risk and microeconomic factors: The case of the US water transportation industry versus other transport industries. Local targets link to admitted publications; unresolved targets remain external evidence.
Anomalies in relationships between securities' yields and yield-surrogates
10.1016/0304-405x(78)90026-0 · 1978 · External reference
The relationship between returns and market value of common stocks
10.1016/0304-405x(81)90018-0 · 1981 · External reference
Investment performance of common stocks in relation to the price-earnings ratios: a test of the efficient market hypothesis
10.2307/2326304 · 1977 · External reference
The relationship between earnings yield, market value and returns for NYSE common stocks: further evidence
10.1016/0304-405x(83)90031-4 · 1983 · External reference
Debt-equity ratio and expected common stock returns: Empirical evidence
10.2307/2328473 · 1988 · External reference
New evidence on the nature of size-related anomalies in stock prices
10.1016/0304-405x(83)90026-0 · 1983 · External reference
Fundamentals and stock returns in Japan
10.2307/2328571 · 1991 · External reference
Economic forces and the stock market
10.1086/296344 · 1986 · External reference
Forecasting the correlation structure of share prices: a test of new models
10.1016/0378-4266(92)90048-5 · 1992 · External reference
Efficient capital markets: II
10.2307/2328565 · 1991 · External reference
Risk return and equilibrium: empirical tests
10.1086/260061 · 1973 · External reference
The cross-section of expected stock returns
10.2307/2329112 · 1992 · External reference
The variation of economic risk premiums
10.1086/261755 · 1991 · External reference
The stock market perception of industry risk and the separation of banking and commerce
10.1016/0378-4266(94)00038-7 · 1994 · External reference
Earnings yields, market values and stock returns
10.2307/2328279 · 1989 · External reference
Beta comparisons across industries — a water transportation industry perspective
1995 · External reference
Risk and return in the water transportation industry over time and over bull and bear markets
10.1080/03088839700000066 · 1997 · External reference
Market and industry factors in stock price behaviour
10.1086/294847 · 1966 · External reference
Systematic risk, total risk and size as determinants of stock market returns
10.1016/0378-4266(86)90023-3 · 1986 · External reference
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
10.2307/1924119 · 1965 · External reference
Unresolved reference
1991 · External reference
Mis-specification of capital asset pricing: empirical anomalies based on earnings yields and market values
10.1016/0304-405x(81)90019-2 · 1981 · External reference
A direct test of Roll's conjecture on the firm size effect
10.2307/2327115 · 1982 · External reference
A possible explanation of the small firm effect
10.2307/2327553 · 1981 · External reference
The arbitrage theory of capital asset pricing
10.1016/0022-0531(76)90046-6 · 1976 · External reference
Persuasive evidence of market inefficiency
10.3905/jpm.1985.409007 · 1985 · External reference
Are banks special? The separation of banking and commerce
10.1016/0148-6195(90)90033-9 · 1990 · External reference
Capital asset prices: a theory of market equilibrium under conditions of risk
10.2307/2977928 · 1964 · External reference
Portfolio returns from active industry group rotation
10.2469/faj.v42.n5.43 · 1986 · External reference
Book values and stock returns
1980 · External reference
Transaction costs and the small firm effect
10.1016/0304-405x(83)90027-2 · 1983 · External reference
