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PUBLISHED PAPERS

Athanassakos, G., “Value vs. Growth Stock Returns and the Value Premium: The Canadian Experience 1985-2005”, Canadian Journal of Administrative Sciences, Vol. 26, No. 2, March 2009, pp. 109-121.

Athanassakos, G., “Seasonal Patterns in Canadian Financial Markets and the Impact of Professional Portfolio Rebalancing: Evidence of Profitable Opportunities”, Journal of Financial and Economic Practice, Vol. 9, No. 1, Fall 2008, pp.73-96.

Ackert, L.F., and G. Athanassakos, 2003, "A Simultaneous Equations Analysis of Analysts' Forecast Bias, Analyst Following, and Institutional Ownership", Journal of Business Finance and Accounting, September, 30(7-8): 1017 - 1042.

Ackert, L.F., and G. Athanassakos, 2001, "Visibility, Institutional Preferences and Agency Considerations", Journal of Psychology and Financial Markets, 2(4): 201 - 209.

Ackert, L.F., and G. Athanassakos, 2000, "Institutional Investors, Analyst Following, and the January Anomaly", Journal of Business Finance and Accounting, May, 27(3&4): 469 - 485.

Ackert, L.F., and G. Athanassakos, 1997, "Prior Uncertainty, Analyst Bias, and Subsequent Abnormal Returns", Journal of Financial Research, Summer, 20(2): 263 - 273.

Alles, L., and G. Athanassakos, 2006, "The Effect of Investment Horizons on Risk, Return and End of Period Wealth for Major Asset Classes in Canada", Canadian Journal of Administrative Sciences, June, Vol. 23, No. 2, pp. 138-152.

Arnott, R., J. Hsu, and P. Moore, 2005, "Fundamental Indexation", Financial Analysts Journal, 61(2), (March/April), pp. 83-99.

Athanassakos, G., 2007, "Valuing Internet Ventures," Journal of Business Valuation and Economic Loss Analysis, 2(1), Article 2.

Athanassakos, G., 2002, "The Scrutinized-firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada", Multinational Finance Journal, 6(1): 1 - 27.

Athanassakos, G., and L. F. Ackert, 1998, "The Seasonal Impact of Institutional Investors [The January Effect]", Canadian Investment Review, Fall, 11(3): 28 - 31.

Athanassakos, G., and J. A. Schnabel, 1994, "Professional Portfolio Managers and the January Effect: Theory and Evidence", Review of Financial Economics, Fall, 4(1): 79 - 91.

Athanassakos, G., 1992, "Portfolio rebalancing and the January effect in Canada", Financial Analysts Journal, November/December, 48(6): 67 - 78.

Bauman, W. S., C. M. Conover, and R. E. Miller, 1999, "Investor Overreaction in International Stock Markets", The Journal of Portfolio Management, Vol. 25, No. 4, Summer, pp. 102-110.
 
Bauman, W. S., and R. E. Miller, 1997, "Investor Expectations and the Performance of Value Stocks Versus Growth Stocks", The Journal of Portfolio Management, Vol. 23, No. 3, Spring, pp. 57-68.
 
Bauman, W. S., and R. J. Dowen, 1994, "Security Analyst Forecasts and the Earnings Yield Anomaly", Journal of Business Finance and Accounting, Vol. 21, No. 2, March, pp. 283-291.
 
Bauman, W. S., and R. J. Dowen, 1986, "A Fundamental Multi-Factor Asset Pricing Model", Financial Analysts Journal, Vol. 42, No. 4, July/August, pp. 45-51.
 
Bauman, W. S. and R. J. Dowen, 1986, "The Relative Importance of Size, P/E, Neglect", The Journal of Portfolio Management, Vol. 12, No. 3, Spring, pp. 30-34.
 
Bauman, W. S., and R. J. Dowen, 1984, "A Test of the Relative Importance of Popularity and Price-Earnings Ratio in Determing Abnormal Returns", Journal of The Midwest Finance Association, Vol. 13, pp. 34-47.

Conover, M. C., J. C. Banko, and G. R. Jensen, 2006, "The Relationship between the Value Effect and Industry Affiliation", Journal of Business, forthcoming, September, vol. 79, no. 5.

Conover, M. C., W. S. Bauman, and D. R. Cox, 2002, "Are the Best Small Companies the Best Investments?", Journal of Financial Research, Summer, 25:2...available soon.

Conover, M. C., W. S. Bauman, and R. E. Miller, 2001, "The Performance of Growth Stocks and Value Stocks in the Pacific Basin", Review of Pacific Basin Financial Markets and Policies, Vol. 4, No. 2, June, pp. 95-108...available soon.

Conover, M. C., W. S. Bauman, and R. E. Miller, "Growth versus Value and Large-Cap versus Small-Cap Stocks in International Markets", Financial Analysts Journal, Vol.52, No. 2, March-April, 1998, pp. 75-89.

de Zwart, G., J. van der Hart, and D. van Dijk, 2005, "The Success of Stock Selection Strategies in Emerging Markets: Is it Risk or Behavioral Bias?", Emerging Markets Review, Vol. 6, No. 3, September, pp. 238-262.

de Zwart, G., and D. van Dijk, 2008, "The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets", ERIM Report Series Reference No. ERS-2008-007, March 2008.

Doukas, J. -  Click here to view published papers

Fama, E. - Click here to view published papers

French, K., and E. F. Fama, 2007, “Disagreement, Tastes, and Asset Pricing,” Journal of Financial Economics, Vol. 83, pp. 667-689.

French, K., and E. F. Fama, 2006, “The Value Premium and the CAPM,” Journal of Finance, Vol. 61, pp. 2137-2162.

French, K., and E. F. Fama, 1998, “Value versus Growth: The International Evidence,” Journal of Finance.

French, K., and E. F. Fama, 1994, “Size and Book-to-Market Factors in Earnings and Returns”, Journal of Finance.

French, K., and E. F. Fama, 1993, “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics, Vol. 34, Issue 1, pp. 3-56.

French, K., and E. F. Fama, 1992, “The Cross-Section of Expected Stock Returns”, Journal of Finance, Vol. 47, Issue 2, pp. 427-65.

Griffin, J., and M. Lemmon, "Does Book-to-Market Equity Proxy for Distress Risk?", 2002, Journal of Finance Vol. 57, pp. 2317-2336.  

Griffin, J., 2002, "Are the Fama and French Factors Global or Country-Specific?" Review of Financial Studies 15, 783-803.

Guo, H. - Click here to view published papers

Hirshleifer, D., and K. Daniel, Subrahmanyam, A., 1998, “Investor Psychology and Security Market Under- and Over- Reactions”, Journal of Finance, lead article, December, pp. 1839-85.

Hirshleifer, D., and K. Daniel, Subrahmanyam, A., 2001, “Overconfidence, Arbitrage, and Equilibrium Asset Pricing”, Journal of Finance, 56(3), June, 73-84.

Hirshleifer, D., 2001, “Investor Psychology and Asset Pricing” Journal of Finance, 56(4), August,1533-1598.

Hirshleifer, D., and S. H. Teoh, 2003, “Limited Attention, Information Disclosure, and Financial Reporting”, Journal of Accounting and Economics, 36(1-3), December, 337-386.

Hirshleifer, D., K. Hou, S. H. Teoh, and Y. Zhang, “Do Investors Overvalue Firms with Bloated Balance Sheets?”, Journal of Accounting and Economics, 38(1-3), December, 2004, pp. 297-331.

Ho, K. - Click here to view published papers

Houge, T. - Click here to view published papers

Pantzalis, C. - Click here to view published papers

La Porta, R., 2002, “Expectations and the Cross-Section of Stock Returns,” Journal of Finance, December 1996. Reprinted in Harold M. Shefrin ed. Behavioral Finance, Blackwell Publishers Ltd., Northampton, Massachusetts.

 La Porta, R., J. Lakonishok, A. Shleifer, and R. Vishny, 1997, “Good News for Value Stocks: Further Evidence on Market Efficiency”, Journal of Finance, June.

Li, F., R. Arnott, and K. Sherrerd, 2009, “Clairvoyant Value and the Value Effect”, The Journal of Portfolio Management, 35(3), Spring 2009, pp.  12-26.

Phalippou, L. - Click here to view published papers

Richardson, S. - Click here to view published papers

Shleifer, A. - Click here to view published papers

Subrahmanyam, A., 2007, - “Behavioural Finance: A Review and Synthesis” European Financial Management, 14(1), pp. 12–29.

Viceira, L. - Click here to view published papers

Yang, J., H. Guo, R. Savickas, and Z. Wang, 2005, "Is Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence", Journal of Financial and Quantitative Analysis, Forthcoming.

Zhang, L., and R. Pertkova, 2005, "Is Value Riskier Than Growth?", Journal of Financial Economics 78 (1), pp. 187-202.

Zhang, L., 2005, "The Value Premium", Journal of Finance 60 (1), 67-103.

Zhang, L., J. F. Gomes, and L. Kogan, 2003, "Equilibrium Cross-Section of Returns" August 2003, 111 (4), Journal of Political Economy 693-732.