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PUBLISHED PAPERS

Athanassakos, G., 2013, Stock Picking”, (Editorial) Journal of Business & Financial Affairs, Vol. 2, No.2, pp. 1-2

Athanassakos, G., 2013, Are Negative P/E and P/B ratio Firms Different?”, Journal of Business & Financial Affairs, Vol. 2, No. 1, pp. 1-4.

Athanassakos, G., 2013, "Separating Winners from Losers Among Value and Growth Stocks in Canada: Another Step in the Value Investing Process", Journal of Applied Research in Accounting and Finance (JARAF), Vol. 8, No. 1, (June), pp. 17-40.

Athanassakos, G., 2012, Value Investing Vs. Modern Portfolio Theory”, (Editorial) Journal of Business & Financial Affairs, Vol. 1, No. 2, pp. 1-2.

Athanassakos, G., 2011, The Performance, Pervasiveness and Determinants of Value Premium in Different US Exchanges: 1985-2006”, Journal of Investment Management, Vol. 9, No. 3, Third Quarter, pp. 33-73.

Athanassakos, G., 2011, “Do Value Investors Add Value?, Journal of Investing, Vol. 20, No. 2, Summer 2011, pp.86-100.

Athanassakos, G., 2010, “Seasonality in Value vs. Growth Stock Returns and the Value Premium”, Journal of Financial and Economic Practice, Vol. 10, No. 2, pp. 71-94.

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

Athanassakos, G., 2008, 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, pp.73-96.

Athanassakos, G., 2007,Valuing Internet Ventures, Journal of Business Valuation and Economic Loss Analysis, Vol. 2, No. 1, Article 2.

Athanassakos, G. and L.F. Ackert, 2005, “The Relationship Between Short Interest and Stock Returns in the Canadian Market”, Journal of Banking and Finance, Vol. 29, Issue 7, pp. 1729-1749.

Athanassakos, G., 2002, “The Scrutinized-firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada, Multinational Finance Journal, Vol. 6, No. 1, pp. 1-27.

Athanassakos, G., 1992, “Portfolio rebalancing and the January effect in Canada, Financial Analysts Journal, Vol. 48, No. 6, November/December, pp. 67-78.

Athanassakos, G., and L. F. Ackert, 1998, The Seasonal Impact of Institutional Investors [The January Effect], Canadian Investment Review, Vol. 11, No. 3, Fall, pp. 28-31.

Athanassakos, G., and J. A. Schnabel, 1994, “Professional Portfolio Managers and the January Effect: Theory and Evidence, Review of Financial Economics, Vol. 4, No. 1, Fall, pp. 79-91.

Ackert, L.F., and G. Athanassakos, 2005, The Relationship Between Short Interest and Stock Returns in the Canadian Market”, Journal of Banking and Finance, Vol. 29, Issue 7 (July), pp. 1729-1749.

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, Vol. 30, No. 7-8, September, pp. 1017-1042.

Ackert, L.F., and G. Athanassakos, 2001, Visibility, Institutional Preferences and Agency Considerations, Journal of Psychology and Financial Markets, Vol. 2, No. 4, pp. 201-209.

Ackert, L.F., and G. Athanassakos, 2000, “Institutional Investors, Analyst Following, and the January Anomaly, Journal of Business Finance and Accounting, Vol. 27, No. 3&4, May, pp. 469-485.

Ackert, L.F., and G. Athanassakos, 1997, “Prior Uncertainty, Analyst Bias, and Subsequent Abnormal Returns, Journal of Financial Research, Vol. 20, No. 2, Summer, pp. 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, Vol. 23, No. 2, June, pp. 138-152.

Anderson, K., and C. Brooks, 2006, "The Long-Term Price-Earnings Ratio, Journal of Business Finance & Accounting, Vol. 33, No. 7-8, September/October, pp. 1063-1086.

Arnott, R., J. Hsu, and P. Moore, 2005, "Fundamental Indexation, Financial Analysts Journal, Vol. 61, No. 2, March/April, pp. 83-99.

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 ModelFinancial 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.

Brandes Institute, The. Collection of research papers.

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

Conover, M. C., W. S. Bauman, and D. R. Cox, 2002, Are the Best Small Companies the Best Investments?, Journal of Financial Research, Vol. 25, No. 2, Summer, pp. 169–186.

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.

Conover, M. C., W. S. Bauman, and R. E. Miller, 1998, Growth versus Value and Large-Cap versus Small-Cap Stocks in International Markets, Financial Analysts Journal, Vol.52, No. 2, March-April, 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, Vol 53, No 6, December 1998.

French, K., and E. F. Fama, 1995,Size and Book-to-Market Factors in Earnings and Returns, Journal of Finance, Vol 50, No 1, March 1995.

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 Vol. 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, Vol. 56, No. 3, June, pp. 73-84.

Hirshleifer, D., 2001, Investor Psychology and Asset Pricing Journal of Finance, Vol. 56, No. 4, August, pp. 1533-1598.

Hirshleifer, D., and S. H. Teoh, 2003,
Limited Attention, Information Disclosure, and Financial Reporting, Journal of Accounting and Economics, Vol. 36, No. 1-3, December, pp. 337-386.

Hirshleifer, D., K. Hou, S. H. Teoh, and Y. Zhang, 2004, Do Investors Overvalue Firms with Bloated Balance Sheets?, Journal of Accounting and Economics, Vol. 38, No. 1-3, December, pp. 297-331.

Ho, K. - Click here to view published papers

Holthausen, R. W. and M. E. Zmijewski, 2012, Valuation with Market Multiples: How to Avoid Pitfalls When Identifying and Using Comparable Companies, Journal of Applied Corporate Finance, Vol. 24, No. 3, pp. 26-38.

Houge, T. - Click here to view published papers

Ivković, Z., C. Sialm, S. Weisbenner 2008, Portfolio Concentration and the Performance of Individual Investors”, Journal of Financial and Quantitative Analysis, Vol. 43, pp. 613-655.

Kacperczyk, M., and A. Seru, 2007, Fund Manager Use of Public Information: New Evidence on Managerial Skills, Journal of Finance, Vol. 62, pp. 485-528.

Kacperczyk, M., C. Sialm, and L. Zheng, 2005, On the Industry Concentration of Actively Managed Equity Mutual Funds, Journal of Finance, Vol. 60, pp. 1983-2012.

Knewtson, H. S., R. W. Sias, and D. A. Whidbee., 2010, Style Timing with Insiders”, Financial Analysts Journal, Vol. 66, No. 4., July/August.

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, Vol. 52, No. 2, June, pp. 859-874.

Li, F., R. Arnott, and K. Sherrerd, 2009, Clairvoyant Value and the Value Effect”, The Journal of Portfolio Management, Vol. 35, No. 3, Spring, pp.  12-26.

Molodovsky, N. and J. Thomas, 1995, A Theory of Price-Earnings Ratios”, Financial Analysts Journal, Vol. 51, No. 1, Jan-Feb, pp 29-43.

Mohanram, P., 2005, Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis”, Review of Accounting Studies, Vol. 10, No. 2-3, pp 133-170.

Novy-Marx, R. and T. M. Arnold, 2013, The Other Side of Value: The Gross Profitability Premium”, CFA Digest, Vol. 43, No. 2, May, pp 105-107.

Phalippou, L. - Click here to view published papers

Piotroski , J. D. and E. C. So, 2013, “Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach”, Review of Financial Studies, Vol. 25, No. 9, May, pp. 2841-2875.

Piotroski , J. D., 2000, “Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers”, Journal of Accounting Research, Vol. 38, Supplement: Studies on Accounting Information and the Economics of the Firm, pp. 1-41.

Richardson, S. - Click here to view published papers

Schill, M., M. Cooper and H. Gulen, 2010, “The asset growth effect in stock returns”, Journal of Investment Management, Vol. 8, No. 3, pp. 65-79.

Shleifer, A. - Click here to view published papers

Subrahmanyam, A., 2007, Behavioural Finance: A Review and Synthesis, European Financial Management, Vol. 14, No. 1., pp. 12-29.

Viceira, L. - Click here to view published papers

Vincent, S. 2001 “Is Portfolio Theory Harming Your Portfolio?” JARAF, Vol. 6, No. 1, pp. 2-13.
 

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, Vol. 78, No. 1, pp. 187-202.

Zhang, L., 2005, "The Value Premium
, Journal of Finance Vol. 60, No. 1, pp. 67-103.

Zhang, L., J. F. Gomes, and L. Kogan, 2003,
Equilibrium Cross-Section of Returns, Journal of Political Economy, Vol. 111, No. 4, August, pp. 693-732.