Concepedia

The Role of Expectations in Explaining the Cross-Section of Stock Returns

Tom Copeland, Aaron Dolgoff, Alberto Moel

Review of Accounting Studies · 2004 · 64 citations · 37 references

DOI

Concepts

References

37

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

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The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

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An Empirical Evaluation of Accounting Income Numbers

Ray Ball, Philip Brown · Journal of Accounting Research · 1968 · 6.6K citations

, , +11

Measuring security price performance

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1980 · 3.4K citations

, , +10

Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1

Eugene F. Fama · Journal of Financial Economics · 1998 · 2.5K citations

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