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Economics / Financial markets / Investment / Value premium / Beta / Capital asset pricing model / Risk premium / Kenneth French / Fama–French three-factor model / Financial economics / Mathematical finance / Finance


ARTICLE IN PRESS Journal of Financial Economics[removed]–202 www.elsevier.com/locate/jfec Is value riskier than growth?$
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Document Date: 2006-11-20 10:45:23


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City

NBER / St. Louis / /

Company

ARTICLE IN PRESS / Elsevier B.V. / Weatherhead / /

Country

United States / /

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Facility

Carnegie-Mellon University / Case Western Reserve University / University of Rochester / Economic Research Summer Institute / University of British Columbia Finance Conference / /

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IndustryTerm

widespread bank failures / /

Organization

Graduate School / School of Management / Center for Research / American Finance Association / National Bureau of Economic Research Summer Institute / Case Western Reserve University / Carnegie-Mellon University / Federal Reserve Bank / University of Rochester / University of British Columbia Finance Conference / /

Person

Jonathan Lewellen / Wayne Ferson / Andrew Ang / Craig MacKinlay / Kent Daniel / Kenneth R. French / Andrew Karolyi / Leonid Kogan / Jerry Warner / Greg Bauer / Mike Barclay / Bill Schwert / William E. Simon / /

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Position

natural benchmark model for asset pricing tests / Corresponding author / /

PublishedMedium

Journal of Financial Economics / the American Finance Association annual / /

Technology

alpha / /

URL

www.elsevier.com/locate/jfec / http /

SocialTag