haku: @author Titman, S. / yhteensä: 29
viitteet: 5-14 / 29
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5.
Cross-Sectional and Time-Series Determinants of Momentum Returns
Review of Financial Studies
2002 : SPRING, VOL. 15:1, p. 143-158
 2002 Jegadeesh, N.
Titman, S.
6.
The Modigliani and Miller theorem and the integration of financial markets
Financial Management
2002 : SPRING, VOL. 31:1, p. 101-115
 2002 Titman, S.
7.
The Debt-Equity Choice
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 1-24
 2001 Hovakimian, A.
Opler, T.
Titman, S.
8.
Explaining the cross-section of stock returns in Japan: factors or characteristics?
Journal of Finance
2001 : APR, VOL. 56:2, p. 743-766
 2001 Daniel, K.
Titman, S.
Wei, K.C.J.
9.
Profitability of momentum strategies: an evaluation of alternative explanations
Journal of Finance
2001 : APR, VOL. 56:2, p. 699-720
 2001 Jegadeesh, N.
Titman, S.
10.
Leverage and corporate performance: evidence from unsuccessful takeovers
Journal of Finance
1999 : APR, VOL. 54:2, p. 547-580
 1999 Safieddine, A.
Titman, S.
11.
Pricing strategy and financial policy
Review of Financial Studies
1998 : WINTER, VOL. 11:4, p. 705-737
 1998 Dasgupta, S.
Titman, S.
12.
Evidence of the characteristics of cross sectional variation in stock returns.
Journal of Finance
1997 : MAR, VOL. 52:1, p. 1-33
 1997 Daniel, K.
Titman, S.
13.
Overreaction, delayed reaction, and contrarian profits
Review of Financial Studies
1995 : WINTER, VOL. 8:4, p. 973-994
 1995 Jegadeesh, N.
Titman, S.
14.
Performance measurement without benchmarks: an examination of mutual fund returns
Journal of Business
1993 : JAN, VOL. 66:1, p. 47-68
 1993 Grinblatt, M.
Titman, S.
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