2006
November 2006 (published April 2006) -Dimson, Marsh, Staunton, The Worldwide Equity Premium: A Smaller Puzzle
November 2006 (November 2006) - Rasmussen, How Well Do Financial and Macroeconomic Variables Predict Stock Returns: Time-Series and Cross-Sectional Evidence
November 2006 (published August 2006) - Cash Flow is King? Comparing Valuations Based on Cash Flow Versus Earnings Multiples
November 2006 (published November 2006) - Hur, Kumar, Beta May Not Be Dead After All: A New Framework for Measuring and Correcting the Bias in Cross-Sectional Tests of the CAPM
November 2006 (published November 2006) - Gong, Louis, Earnings Management and Firm Performance Following Open-Market Repurchases
November 2006 (published July 2006) - Patro, International Mutual Fund Flows
September 2006 (published in September 2005) - Hebner, Index Funds - this book has it all. The tables and graphs instantly make their point and allow you to "see" how the market ebbs and flows as asset class returns vary year to year. It is extremely well-written. For the cleverly presented but massive amount of information alone, this book is worth the price of admission. Please go to the Getting Started page for link. *** Highly Recommended ***
September 2006 (published in the Spring 2006) - Cushing, Lof, Sense-Making Myth For Late Modern Society: Harry Potter, Lord of the Rings and Star Wars
September 2006 (published in March 2006) - Fernandez, 102 Errors in Company Valuations
September 2006 (published June 2006) - Cremers, Petajisto, How Active is your Fund Manager? A New Measure that Predicts Performance
September 2006 (published June 2006) - Ahrend, Factors Behind Low Long-Term Interest Rates
July 2006 (to be published in 2006) - Hermanns, Financial Information and Earnings Quality: A Literature Review
July 2006 (published April 2006) - Dimson, Marsh, Stauton, The Worldwide Equity Premium: A Smaller Puzzle
July 2005 (to be published in 2006) - Lettau, Wachter, Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
July 2006 (published May 2006) - Hou, Karolyi, Kho, What factors drive global stock returns?
July 2006 (to be published in 2006) - Jagannathan, Wang, Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns
July 2006 (to be published in 2006) - Edmans, García, Norli , Sports Sentiment and Stock Returns
May 2006 (published February 2005) - Gorton, Rouwenhorst, Facts and Fantasies about Commodities Futures
May 2006 (published January 2006) - Sagi, Seasholes, Firm-Specific Attributes and the Cross-Section of Momentum
May 2006 (published March 2006) - Lemmon, Portniaguina, Consumer Confidence and Asset Prices: Some Empirical Evidence
May 2006 (to be published 2006) -Doukas, Kim, Pantzalis, Divergence of Opinion and Equity Returns (older version of article)
May 2006 (to be published 2006) - Grossman, Shore,
The Cross-Section of Stock Returns before World War I
(older version of paper)
March 2006 (published November 2005) - Ang, Chen, and Xing, Downside Risk
March 2006 (published September 2005) - Poundstone, Fortune's Formula : The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street - a history of finance told through Goodfellas - Go to Getting Started page for link
March 2006 (published May 2005 ) - Clark, Petrodollar Warfare: Oil, Iraq and the Future of the Dollar - a high-finance conspiracy theory - oil, dollars and the Iraq Oil Bourse - Go to the Getting Started page for link
March 2006 (published 2005) - Lee, Aizenman, International Reserves: Precautionary vs. Mercantilist Views, Theory, and Evidence
March 2006 (published June 2005) - Fernandez, Financial literature about discounted cash flow valuation
March 2006 - Martin Lettau and Jessica A. Wachter, Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
March 2006 (published February 2005) - Massa, Rehman, Vermaelen, Mimicking Repurchases
March 2006 - Boudoukh, Richardson, Whitelaw, The Myth of Long-Horizon Predictability
January 2006 (published November 2005) -Bhattacgarta, Galpin, Is Stock Picking Declining Around the World? *** Highly Recommended ***
January 2006 (to be published in 2006) - Fama, French, The Value Premium and the CAPM
January 2006 (to be published in 2006) - Hou, Robinson, Industry Concentration and Average Stock Returns
January 2006 (published September 2005) - Fama, French, The Anatomy of Value and Growth Stock Returns
January 2006 (to be published in 2006) - Baker, Wurgler, Investor Sentiment and the Cross-Section of Stock Returns
January 2006 (to be published in 2006) - Pirinsky, Wang, Does Corporate Headquarters Location Matter for Stock Returns?
January 2006 (to be published in 2006) - Busse, Irvine, Bayesian Alphas and Mutual Fund Persistence
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