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Essays on international finance and empirical asset pricing

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  • Maletic, M.

    (Tilburg University, School of Economics and Management)

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  • Maletic, M., 2020. "Essays on international finance and empirical asset pricing," Other publications TiSEM 5888b491-8c83-4628-9175-d, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:5888b491-8c83-4628-9175-d3c1ee3b2280
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    References listed on IDEAS

    as
    1. Fama, Eugene F. & French, Kenneth R., 2015. "A five-factor asset pricing model," Journal of Financial Economics, Elsevier, vol. 116(1), pages 1-22.
    2. Lev, Baruch & Sougiannis, Theodore, 1996. "The capitalization, amortization, and value-relevance of R&D," Journal of Accounting and Economics, Elsevier, vol. 21(1), pages 107-138, February.
    3. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
    4. Baruch Lev & Theodore Sougiannis, 1999. "Penetrating the Book-to-Market Black Box: The R&D Effect," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 26(3-4), pages 419-449.
    5. repec:bla:jfinan:v:59:y:2004:i:2:p:623-650 is not listed on IDEAS
    6. David Aboody & Baruch Lev, 2000. "Information Asymmetry, R&D, and Insider Gains," Journal of Finance, American Finance Association, vol. 55(6), pages 2747-2766, December.
    7. Baruch Lev & Theodore Sougiannis, 1999. "Penetrating the Book‐to‐Market Black Box: The R&D Effect," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 26(3‐4), pages 419-449, April.
    8. Louis K. C. Chan & Josef Lakonishok & Theodore Sougiannis, 2001. "The Stock Market Valuation of Research and Development Expenditures," Journal of Finance, American Finance Association, vol. 56(6), pages 2431-2456, December.
    9. Fama, Eugene F. & French, Kenneth R., 2006. "Profitability, investment and average returns," Journal of Financial Economics, Elsevier, vol. 82(3), pages 491-518, December.
    Full references (including those not matched with items on IDEAS)

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