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25 research outputs found

Generalising Bertrand competition: a special case of the Hotelling model

Author: A Braverman
B Axell
D Neven
DO Stahl
DO Stahl
H Hotelling
HR Varian
J Stiglitz
JF Reinganum
K Burdett
KG Dastidar
MR Baye
MR Baye
MR Baye
P Diamond
R Rob
S Salop
SP Anderson
T Tabuchi
Y Shilony
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Size, book-to-market, and momentum during the business cycle

Author: E Fama
E Fama
E Fama
E Fama
G Perez-Quiros
J Cochrane
J Conrad
J Liew
JM Griffin
Klaus Spremann
M Carhart
MR Reinganum
N Chen
N Chen
N Jegadeesh
N Jegadeesh
Patrick Scheurle
R Mehra
R Roll
RW Banz
S Basu
S Basu
TA Rietz
W Bessler
WF Sharpe
Y Amihud
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Investment manager skill in small-cap equities

Author: Brennan MJ
Comerton-Forde C.
Engström S.
Fouse WL
Grossman SJ
Keim DB
Reinganum MR
Roll R.
Publication venue: 'SAGE Publications'
Publication date
Field of study

Market Capitalization

Author: D Stattman
EF Fama
EF Fama
JL Horowitz
M Michou
MA Crain
MR Reinganum
RW Banz
RW Klein
TG Bali
W Liu
WK Newey
XF Zhang
Y Amihud
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2014
Field of study

Equity style timing

Author: Banz RW.
Basu S.
Basu S.
Bhana N.
Black F.
Capaul C
Christopherson JA
De Bondt WFM
De Villiers P
Fama E
Fama E
Fama E
Fama E
Fama E
Kao D
Lakonishok J
Levis M
Page MJ
Plaistowe T
Reinganum MR.
Reinganum MR.
Robins E
Rosenberg B
Shultz P.
Van Rensburg P
Van Rensburg P
Van Rensburg P.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

Do the value, size and January effects exist on the JSE?

Author: Akgun A
Auret CJ
Auret CJ
Banz RW.
Basiewicz PG
Basu S.
Bhana N.
Bradfield DJ.
Capaul C
Chan LKC
Chen N
Corhay A
Davis JL.
de Villiers P
Fama EF
Fama EF
Fama EF
Fama EF
Graham M
Gultekin MN
Lakonishok J
Lakonishok J
Lakonishok J
Le Roux J
Page MJ
Plaistowe T
Reinganum MR.
Reinganum MR.
Robins EM
Roll R.
Rozeff MS
Van Rensburg P
Van Rensburg P
Vassalou M
Waelkens K
Zeghal D.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

Issues Related to the Errors-in-Variables Problems in Asset Pricing Tests

Author: A Belkaoui
A Lo
A Zellner
BT McCallum
D Kim
D Kim
DB Keim
DH Richardson
DJ Aigner
EF Fama
EF Fama
F Black
G Barone-Adesi
GG Judge
H White
J Lintner
J Shanken
JL Davis
MB McElroy
MR Gibbons
MR Reinganum
N Jegadeesh
P Schmidt
RH Litzenberger
RP Bey
RW Banz
SJ Brown
SP Kothari
WA Fuller
WF Sharpe
Y Amihud
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2010
Field of study

Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?

Author: A Ang
A Ang
A Balakrishnan
A Balakrishnan
A Goyal
A Zaremba
B Liu
BG Malkiel
D Peterson
E Fama
E Fama
F Black
F Fu
H Guo
J Lintner
J Mossin
JY Campbell
LC Bhandari
M Maiti
M Maiti
M Maiti
M Statman
ME Drew
MR Gibbons
MR Gibbons
MR Reinganum
N Wagner
RC Merton
RW Banz
S Basu
SA Ross
TG Bali
W Huang
WF Sharpe
X Jiang
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Dynamic price dispersion in Bertrand–Edgeworth competition

Author: A Nichol
B Eden
Ching-jen Sun
E Brynjolfsson
EC Prescott
FY Edgeworth
G Keller
GJ Stigler
H Dixon
HR Varian
J Li
J Milyo
J Morgan
JD Dana Jr
JF Reinganum
K Burdett
M Dudey
M Janssen
M Rothschild
MR Baye
MR Baye
P Dasgupta
P Hong
R Deneckere
R Levitan
RW Rosenthal
S Salop
T Cason
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Pricing behavior of exchange traded funds

Author: A Baytas
C Lee
DM Cutler
J Madura
JB DeLong
Jeff Madura
JM Poterba
K Daniel
L Chan
MR Reinganum
N Chopra
N Jegadeesh
NC Barberis
P Brown
R Banz
RW Klein
T Chordia
Thanh Ngo
TJ Moskowitz
V Datar
Y Liang
Publication venue
Publication date
Field of study

Stock price performance, Exchange traded fund, Liquidity, G10, G11, G14,

Research Papers in Economics

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