Pages that link to "Item:Q841851"
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The following pages link to New evidence on risk factors, characteristics and the cross-sectional variation of Japanese stock returns (Q841851):
Displaying 10 items.
- Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms (Q702224) (← links)
- Higher-order comoments and asset returns: evidence from emerging equity markets (Q829162) (← links)
- The Japanese stock market and the macroeconomy: An empirical investigation (Q1000390) (← links)
- Relations between stock returns and fundamental variables: Evidence from a segmented market (Q1000487) (← links)
- Return anomalies on the Nikkei: are they statistical illusions? (Q1776600) (← links)
- The impact of corporate lifecycle on Fama-French three-factor model (Q2155064) (← links)
- Comparing dynamic and static performance indexes in the stock market: evidence from Japan (Q2172545) (← links)
- Credit rating matters in contrarian return -- evidence from the Japanese equity market (Q2869482) (← links)
- Application of the Fama-French multi-factor model in Chinese bond markets during the recent financial crisis (Q3017049) (← links)
- Modelling the cross-sectional variation of E/P ratios: implications for the E/P anomaly (Q4697851) (← links)
