Abstract
Rights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Stelios N. Marcoulis
Abstract
Rights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Authors
Institutions
No ROR-resolved institution is linked to this work yet.
Provenance
crossref
Confidence 100%
unpaywall
Confidence 95%
datacite
Confidence 0%
No local citing links have been materialized yet.
Risk and the required rate of return
10.1111/j.1540-6261.1967.tb01651.x · 1967
Anomalies in relationships between securities’ yields and yield – surrogates
10.1016/0304-405x(78)90026-0 · 1978
The relationship between returns and market value of common stocks
10.1016/0304-405x(81)90018-0 · 1981
Investment performance of common stocks in relation to the price-earnings ratios: A test of the efficient market hypothesis
10.1111/j.1540-6261.1977.tb01979.x · 1977
The relationship between earnings, yield, market value and the return for NYSE common stocks: Further evidence
10.1016/0304-405x(83)90031-4 · 1983
Debt-equity ratio and expected common stock returns: Empirical evidence
10.1111/j.1540-6261.1988.tb03952.x · 1988
Industry returns and the Fisher effect
10.1111/j.1540-6261.1994.tb04774.x · 1994
Unresolved referenced work
Kept as external metadata until matched
Joint estimation of factor sensitivities and risk premia for the APT
10.1111/j.1540-6261.1988.tb04603.x · 1988
10.1111/j.1540-6288.1986.tb01103.x
10.1111/j.1540-6288.1986.tb01103.x
Some empirical tests in the APT: Macrovariables vs. derived factors
10.1016/0378-4266(93)90080-w · 1993
Fundamentals and stock returns in Japan
10.1111/j.1540-6261.1991.tb04642.x · 1991
Economic forces and the stock market
10.1086/296344 · 1986
Unresolved referenced work
Kept as external metadata until matched
Unresolved referenced work
Kept as external metadata until matched
Forecasting the correlation structure of share prices: A test of new models
10.1016/0378-4266(92)90048-5 · 1992
The cross-section of expected stock returns
10.1111/j.1540-6261.1992.tb04398.x · 1992
The variation of economic risk premiums
10.1086/261755 · 1991
10.2469/faj.v49.n5.39
10.2469/faj.v49.n5.39
An empirical examination of the arbitrage pricing theory
10.1016/0922-1425(88)90005-9 · 1988
The stock market perception of industry risk and the separation of banking and commerce
10.1016/0378-4266(94)00038-7 · 1994
Unresolved referenced work
Kept as external metadata until matched
Unresolved referenced work
Kept as external metadata until matched
Unresolved referenced work
Kept as external metadata until matched
Change in market assessment of deposit-institution riskiness
10.1007/bf00114851 · 1988
Macroeconomic factors and international industry returns
10.1080/09603100110069374 · 2002
International comparison of market risks across shipping related industries
10.1080/0308883032000069271 · 2003
Risk and return of U.S. water transportation stocks over time and over bull and bear market conditions
10.1080/03088839700000066 · 1997
The stock market perception of industry risk and microeconomic factors: The case of the U.S. water transportation industry vs. other industries
10.1016/s1366-5545(97)00015-x · 1997
Unresolved referenced work
Kept as external metadata until matched
Beta comparisons across industries – A water transportation industry perspective
10.1080/03088839800000027 · 1998
The stock market perception of industry risk and macroeconomic factors: The case of the U.S. water and other transportation stocks
10.1057/ijme.2000.19 · 2000
The stock market perception of industry risk through the utilisation of a general multifactor model
2000
Unresolved referenced work
Kept as external metadata until matched
Market and industry factors in stock price behaviour
10.1086/294847 · 1966
Systematic risk, total risk and size as determinants of stock market returns
1986
Unresolved referenced work
Kept as external metadata until matched
Unresolved referenced work
Kept as external metadata until matched
Factors affecting differences among rates of return on investment in individual common stocks
10.2307/1937926 · 1968
Unresolved referenced work
Kept as external metadata until matched
Macroeconomic news and the stock market – Evidence from Europe
10.1016/0378-4266(89)90033-2 · doi-reference
Are banks special? The separation of banking and commerce
10.1016/0148-6195(90)90033-9 · doi-reference
Persuasive evidence of market inefficiency
10.3905/jpm.1985.409007 · doi-reference
A critique of the asset pricing theory’s tests (Part I): On past and potential testability of the theory
10.1016/0304-405x(77)90009-5 · doi-reference
Mis-specification of capital asset pricing: Empirical anomalies based on earnings yields and market values
10.1016/0304-405x(81)90019-2 · doi-reference
Macroeconomic factors and the UK stock market
10.1111/j.1468-5957.1991.tb00229.x · doi-reference