Frank Russell Company / MIT Press / Salomon / effect/ A / Profit Margin Trend (trailing 5-year quarterly time trend in year over year profit margin) Capital Turnover (total sales to total assets) Capital / Kothari S. P. / Ray S.P. / /
Country
Germany / France / Japan / United States / United Kingdom / /
Currency
USD / /
Event
Dividend Issuance / /
Facility
University of California at Los Angeles / Prentice Hall / University of Southern California / University of California / /
Ball / Black / MacBeth / Beta / Risk / Fischer / French / /
Organization
MIT / University of California / Irvine / Royal Statistical Society / University of Southern California / University of California at Los Angeles / /
Person
Joe Dada / Eugene Fama / Ronald Stambaugh / Sheridan Titman / Stephen A. Ross / Darius Miller / There / Hans Whaley / Navin / Yakov Mendelson / Michael Adler / Philippe Jorion / Robert E. Whaley / Craig MacKinlay / Andrei Shleifer / Josef Lakonishok / Kenneth R. French / Harry Markowitz / Van Otterloo / Neal Stoughton / References Amihud / William N. Goetzmann / Bernard / Line / Richard G. Sloan / Chopra / Jay Ritter / Jay Shanken / Richard H. Thaler / Robert Vishny / Charles E. Wasley / Mark Rubinstein / William Schwert / Narasimhan Titman / Richard Roll / Eli Talmor / Dan Givoly / Louis / Walter Torous / Jacob K. Thomas / Robert A. Haugen / John Comerford / Haim Mendelson / Franco Modigliani / Michael Brennan / /
Position
researcher / expected return factor model / Professor of Finance / /
Product
T-stat / /
ProvinceOrState
Southern California / California / /
PublishedMedium
Journal of Finance / Journal of The Royal Statistical Society / Journal of Political Economy / The Journal of Finance / Journal of Financial Economics / The Review of Financial Studies / The Journal of Financial Economics / Journal of Accounting and Economics / /
Commonality In The Determinants Of Expected Stock Returns*