Asset pricing models and financial market anomalies

Avramov, Doron and Chordia, Tarun 2006, Asset pricing models and financial market anomalies, Review of financial studies, vol. 19, no. 3, Fall, pp. 1001-1040, doi: 10.1093/rfs/hhj025.

Attached Files
Name Description MIMEType Size Downloads

Title Asset pricing models and financial market anomalies
Author(s) Avramov, Doron
Chordia, Tarun
Journal name Review of financial studies
Volume number 19
Issue number 3
Season Fall
Start page 1001
End page 1040
Total pages 40
Publisher Oxford University Press
Place of publication Oxford, Eng.
Publication date 2006-10-01
ISSN 0893-9454
Keyword(s) asset pricing models
market anomalies
past return effect
Language eng
DOI 10.1093/rfs/hhj025
Field of Research 1402 Applied Economics
1502 Banking, Finance And Investment
1401 Economic Theory
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2006, The Author
Persistent URL

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
Connect to link resolver
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 165 times in TR Web of Science
Scopus Citation Count Cited 190 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 341 Abstract Views, 1 File Downloads  -  Detailed Statistics
Created: Mon, 24 Jul 2017, 08:38:11 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact