search query: @indexterm asset valuation / total: 357
references: 4-13 / 357
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4.
Does q-theory with investment frictions explain anomalies in the cross section of returns?
Journal of Financial Economics
2010 : NOV, VOL. 98:2 p. 297-314
 2010 Li, D.
Zhang, L.
5.
Evaluating asset pricing models using the second Hansen-Jagannathan distance
Journal of Financial Economics
2010 : AUG, VOL 97:2, p. 279-301
 2010 Li, H.
Xu, Y.
Zhang, X.
6.
A skeptical appraisal of asset pricing tests
Journal of Financial Economics
2010 : MAY, VOL 96:2, p. 175-194
 2010 Lewellen, J.
Nagel, S.
Shanken, J.
7.
Are retail investors the culprits? Evidence from Australian individual stock price bubbles
European Journal of Finance
2010 : APR-JUN, VOL. 16:3-4, p. 281-304
 2010 Henker, J.
Henker, T.
8.
Book-to-market and size effects: Compensations for risks or outcomes of market inefficiencies?
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 119-136
 2010 Asgharian, H.
Hansson, B.
9.
Market liquidity, asset prices, and welfare
Journal of Financial Economics
2010 : JAN, VOL. 95:1, p. 107-127
 2010 Huang, J.
Wang, J.
10.
Allowance price drivers in the first phase of the EU ETS
Journal of Environmental Economics and Management
2010 : JAN, VOL. 59:1, p. 43-56
 2010 Hintermann, B.
11.
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
European Journal of Finance
2009 : JUL/SEP, VOL. 15:5-6, p. 511-532
 2009 Grammig, J.
Schrimpf, A.
Schuppli, M.
12.
Recovery of hidden state participation effects on oil and gas asset values
European Journal of Finance
2008 : OCT-DEC, VOL. 14:7-8, p. 755-769
 2008 Kretzschmar, G.L.
Kirchner, A.
13.
Can hedging tell the full story? Reconciling differences in United States aggregate- and industry-level exchange rate risk premium
Journal of Financial Economics
2008 : NOV, VOL. 90:2, p. 169-196
 2008 Francis, B.B.
Hasan, I.
Hunter, D.M.
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