Concepedia

Risk-adjusted Return Models

Risk-Adjusted Return Models is a statistical methodology in financial econometrics that quantifies the excess return of a security relative to a benchmark or asset pricing model, accounting for systematic risk factors to isolate the abnormal performance attributable to specific events in the context of event study analysis.

129

Publications

7.1K

Citations

275

Authors

210

Institutions

Publications per year

2017–2026

42

Parents

Publications

129

Should we build more large dams? The actual costs of hydropower megaproject development

Atif Ansar, Bent Flyvbjerg, Alexander Budzier et al. · arXiv (Cornell University) · 2014 · 736 citations · Full text

, , +13

On the Contrarian Investment Strategy

Kam‐Fai Chan · The Journal of Business · 1988 · 558 citations

, , +17

The Conditional Relation between Beta and Returns

Glenn N. Pettengill, Sridhar Sundaram, Ike Mathur · Journal of Financial and Quantitative Analysis · 1995 · 543 citations · Full text

, , +17

Board of Director Composition, Shareholder Wealth, and Dividend Policy

Michael Schellenger, David D. Wood, Ahmad Tashakori · Journal of Management · 1989 · 256 citations

, , +17

Excess Returns to R&D-Intensive Firms

Dennis J. Chambers, Ross Jennings, Robert B. Thompson · Review of Accounting Studies · 2002 · 249 citations

, , +13

1–5 of 129

Authors

275

  1. ZD
    Zhi Da

    University of Notre Dame, United States

    3 publications · 349 citations

    3

    h-index

  2. LS
    Luc Soenen

    California Polytechnic State University, United States

    3 publications · 146 citations

    3

    h-index

  3. DJ
    Dennis J. Chambers

    Kennesaw State University, United States

    2 publications · 307 citations

    2

    h-index

  4. CM
    Carmen‐Pilar Martí‐Ballester

    Universitat Autònoma de Barcelona, Spain

    2 publications · 67 citations

    2

    h-index

  5. RB
    Robert B. Thompson

    Georgetown University, United States

    2 publications · 307 citations

    2

    h-index

1–5 of 275

Institutions

210

  1. University of Notre Dame

    Notre Dame, United States

    3 h-index

    4 publications

    449 citations

  2. Pennsylvania State University

    State College, United States

    3 h-index

    4 publications

    81 citations

  3. York University

    Toronto, Canada

    3 h-index

    3 publications

    152 citations

  4. The University of Queensland

    Brisbane, Australia

    3 h-index

    5 publications

    215 citations

  5. University of San Diego

    San Diego, United States

    2 h-index

    2 publications

    61 citations

  6. Indian Institute of Management Ahmedabad

    Ahmedabad, India

    2 h-index

    4 publications

    48 citations

  7. Georgia Institute of Technology

    Atlanta, United States

    2 h-index

    3 publications

    117 citations

  8. California State Polytechnic University

    Pomona, United States

    2 h-index

    3 publications

    186 citations

1–8 of 210

Venues

  1. SSRN Electronic Journal

    Repository · 19 publications · 536 citations

    15

    h-index

  2. The Journal of Investing

    5 publications · 131 citations

    5

    h-index

  3. The Journal of Portfolio Management

    JPM · 4 publications · 87 citations

    4

    h-index

  4. The Journal of Risk Finance

    4 publications · 94 citations

    4

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 3 publications · 675 citations

    3

    h-index

1–5