Foreign regulatory experiments: implications for U.S.; an analysis and evaluation of foreign transportation regulatory experience
In: Report - Federal Railroad Administration, 77,24
83 Ergebnisse
Sortierung:
In: Report - Federal Railroad Administration, 77,24
World Affairs Online
In: Prentice-Hall International series in management
In: Economic Series 63
In: Virginia Law Review, Band 102, Heft 8
SSRN
In: Columbia Law Review, Band 115, Heft 2
SSRN
SSRN
In: Hypatia: a journal of feminist philosophy, Band 25, Heft 1, S. 242-244
ISSN: 1527-2001
In: Hypatia: a journal of feminist philosophy, Band 24, Heft 1, S. 181-185
ISSN: 1527-2001
In: Hypatia: a journal of feminist philosophy, Band 22, Heft 3, S. 223-233
ISSN: 1527-2001
In: The journal of financial research: the journal of the Southern Finance Association and the Southwestern Finance Association, Band 29, Heft 1, S. 21-41
ISSN: 1475-6803
AbstractI examine two anomalies where the Fama and French three‐factor model fails to adequately explain monthly industry and index returns. Both anomalies are consistent with a bad model problem where the book‐to‐market factor introduces a negative bias in the intercepts. I propose the intangibles model as an alternative where the three‐factor model is known to have difficulty. This alternative model, which replaces the book‐to‐market factor with zero investment portfolio returns based on prior investments in intangible assets, is well specified in random samples, has comparable power, and fully explains both anomalies.
In: GLQ: a journal of lesbian and gay studies, Band 4, Heft 2, S. 213-230
ISSN: 1527-9375