X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Journal Article (15690) 15690
Newspaper Article (5570) 5570
Publication (1666) 1666
Paper (1296) 1296
Report (1123) 1123
Book / eBook (802) 802
Book Chapter (784) 784
Trade Publication Article (705) 705
Magazine Article (666) 666
Dissertation (665) 665
Web Resource (365) 365
Conference Proceeding (180) 180
Newsletter (113) 113
Book Review (45) 45
Government Document (34) 34
Transcript (25) 25
Reference (7) 7
Data Set (2) 2
Electronic Resource (1) 1
Journal / eJournal (1) 1
Streaming Video (1) 1
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
economics (7034) 7034
asset pricing, trading volume, bond interest rates (6447) 6447
business, finance (4390) 4390
studies (3993) 3993
analysis (3773) 3773
stocks (3761) 3761
asset management (3361) 3361
asset pricing (3318) 3318
models (2777) 2777
investments (2427) 2427
risk (2337) 2337
earnings per share (2330) 2330
economic models (2320) 2320
stock exchanges (2272) 2272
volatility (2141) 2141
northern america (2134) 2134
capital assets (2111) 2111
u.s (2108) 2108
equity (1914) 1914
prices (1799) 1799
pricing (1782) 1782
finance (1766) 1766
stockholders (1752) 1752
stock market (1660) 1660
stock returns (1653) 1653
stock prices (1636) 1636
financial econometrics (1588) 1588
dividends (1574) 1574
corporate profits (1561) 1561
capital gains (1491) 1491
portfolio management (1472) 1472
return on assets (1414) 1414
management (1410) 1410
business metrics (1378) 1378
financial markets (1378) 1378
asset backed securities (1368) 1368
stock markets (1354) 1354
asset acquisitions (1340) 1340
returns (1328) 1328
international finance (1322) 1322
economic theory (1271) 1271
present value (1250) 1250
assets (1240) 1240
securities markets (1199) 1199
social sciences, mathematical methods (1193) 1193
interest rates (1184) 1184
information and market efficiency, event studies, insider trading (1173) 1173
mathematics, interdisciplinary applications (1161) 1161
asset allocation (1156) 1156
portfolio choice, investment decisions (1147) 1147
equilibrium (1142) 1142
profit margins (1121) 1121
europe (1109) 1109
ratings & rankings (1090) 1090
model (1087) 1087
valuation (1081) 1081
portfolio (1060) 1060
capm (1043) 1043
securitization (1019) 1019
consumption (997) 997
capital assets pricing model (995) 995
research (978) 978
asia (972) 972
markets (961) 961
market (928) 928
investors (924) 924
economic development: financial markets, saving and capital investment, corporate finance and governance (908) 908
software (906) 906
information (901) 901
liquidity (868) 868
bond (849) 849
financing policy, financial risk and risk management, capital and ownership structure, value of firms, goodwill (828) 828
financial performance (827) 827
mathematical models (817) 817
cash flow (814) 814
financial services (814) 814
banking industry (796) 796
risk management (787) 787
international financial markets (779) 779
growth rate (778) 778
g12 (774) 774
capital markets (755) 755
prices and rates (754) 754
options (752) 752
financial markets and the macroeconomy (741) 741
securities (738) 738
forecasts and trends (732) 732
investment policy (731) 731
acquisitions & mergers (728) 728
contingent pricing, futures pricing, option pricing (728) 728
investment advisors (719) 719
capital asset pricing model (708) 708
arbitrage (705) 705
cross-section (683) 683
economics / management science (672) 672
methods (672) 672
financial institutions (650) 650
macroeconomics (645) 645
financial market (641) 641
investment (638) 638
more...
Library Location Library Location
Library Location Library Location
X
Sort by Item Count (A-Z)
Filter by Count
Robarts - Stacks (284) 284
Online Resources - Online (163) 163
UTL at Downsview - May be requested (75) 75
UofT at Mississauga - Stacks (69) 69
Collection Dvlpm't (Acquisitions) - Vendor file (61) 61
UofT at Scarborough - Stacks (37) 37
Collection Dvlpm't (Acquisitions) - Closed Orders (10) 10
St. Michael's College (John M. Kelly) - 2nd Floor (10) 10
OISE - Stacks (9) 9
Business (Joseph L Rotman) - Stacks (8) 8
Faculty of Information - Stacks (7) 7
Law (Bora Laskin) - Stacks (6) 6
Victoria University E.J. Pratt - Stacks (6) 6
Mathematical Sciences - Missing (5) 5
Business (Joseph L Rotman) - Reserve desk (3) 3
Engineering & Comp. Sci. - Stacks (3) 3
Indust. Rel's & Hum. Resources (Newman) - Library use only (3) 3
Business (Joseph L Rotman) - Circulation Desk (2) 2
Trinity College (John W Graham) - Storage (2) 2
Business (Joseph L Rotman) - May be requested in 6-10 wks (1) 1
Business (Joseph L Rotman) - Missing (1) 1
Collection Dvlpm't (Acquisitions) - Cancelled Order (1) 1
Criminology - Stacks (1) 1
Earth Sciences (Noranda) - Stacks (1) 1
Faculty of Information - May be requested in 6-10 wks (1) 1
Gerstein Science - Stacks (1) 1
Mathematical Sciences - Stacks (1) 1
OISE - Missing (1) 1
OISE - Reference (1) 1
Physics - Stacks (1) 1
Robarts - Course Reserves (1) 1
Robarts - Government Pubs (1) 1
Robarts - May be requested in 6-10 wks (1) 1
Robarts - Not Returned (1) 1
Robarts - Searching (1) 1
St. Michael's Hospital - Library use only (1) 1
Trinity College (John W Graham) - Stacks (1) 1
University College (Laidlaw) - Stacks (1) 1
UofT at Mississauga - Not Returned (1) 1
UofT at Scarborough - Withdrawn (1) 1
Victoria University E.J. Pratt - Circulation Desk (1) 1
more...
Language Language
Language Language
X
Sort by Item Count (A-Z)
Filter by Count
English (27298) 27298
Chinese (131) 131
German (61) 61
Spanish (60) 60
Korean (52) 52
Portuguese (43) 43
French (36) 36
Japanese (7) 7
Czech (6) 6
Afrikaans (5) 5
Lithuanian (5) 5
Persian (5) 5
Swedish (5) 5
Turkish (5) 5
Indonesian (3) 3
Polish (3) 3
Russian (3) 3
Croatian (2) 2
Arabic (1) 1
Hungarian (1) 1
Italian (1) 1
Slovak (1) 1
Slovenian (1) 1
more...
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


2012, ISBN 9780521186513, xiii, 442
"Project Theory and the classical models in finance (e.g., the CAPM) seemingly contradict each other, creating a teachin and a research dilemma to professors... 
Capital asset pricing model | Capital assets pricing model
Book
Journal of Financial Economics, ISSN 0304-405X, 04/2015, Volume 116, Issue 1, pp. 1 - 22
A five-factor model directed at capturing the size, value, profitability, and investment patterns in average stock returns performs better than the... 
Dividend discount model | Factor model | Profitability | Asset pricing model | Investment | SIZE | RISK | BOOK-TO-MARKET | VALUATION | BUSINESS, FINANCE | EXPECTED STOCK-RETURNS | ECONOMICS | EFFICIENCY | PORTFOLIO | INVESTMENTS | Analysis | Pricing
Journal Article
2013, ISBN 0124158757, xxxiii, 622
It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are... 
Prices | Econometric models | Mathematical models | Corporations | Valuation | Finance | Finance & Accounting
Book
Journal of Empirical Finance, ISSN 0927-5398, 12/2019, Volume 54, pp. 166 - 189
This paper provides a unified calendar-time portfolio methodology for assessing whether returns following an event are abnormal which efficiently handles asset... 
Calendar-time portfolio returns | Abnormal returns | Event study | Conditional asset pricing | Dividend initiations | Model uncertainty
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 2006, Volume 82, Issue 3, pp. 631 - 671
Using a new measure of liquidity, this paper documents a significant liquidity premium robust to the CAPM and the Fama–French three-factor model and shows that... 
Trading speed | Liquidity premium | Liquidity factor | Capital assets pricing model | Analysis | Liquidity (Finance) | Pricing
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 03/2017, Volume 123, Issue 3, pp. 441 - 463
Average stock returns for North America, Europe, and Asia Pacific increase with the book-to-market ratio ( ) and profitability and are negatively related to... 
Multifactor models | Dividend discount model | International asset pricing | PRICES | RISK | STOCK RETURNS | MARKET EQUILIBRIUM | BUSINESS, FINANCE | COSTS | GROWTH | INVESTMENT | ECONOMICS | EFFICIENCY | PORTFOLIO | EQUITY | Analysis | Business schools | Pricing | Studies | Profitability | CAPM | Investment
Journal Article
2006, Wiley finance series, ISBN 0470034157, xxiv, 233
“When I developed the first multi-moment CAPM as the lead paper in my dissertation in 1970, I had high hopes that this would lead to significant improvements... 
Capital assets pricing model | Mathematical models | Asset allocation | Investments
Book
The Journal of Finance, ISSN 0022-1082, 10/2017, Volume 72, Issue 5, pp. 2131 - 2178
ABSTRACT We show that labor search frictions are an important determinant of the cross‐section of equity returns. Empirically, we find that firms with low... 
BUSINESS, FINANCE | CYCLICAL BEHAVIOR | EXPECTED STOCK RETURNS | JOB DESTRUCTION | INVESTMENT | SEARCH FRICTIONS | WAGE STICKINESS | ECONOMICS | CROSS-SECTION | EQUILIBRIUM UNEMPLOYMENT | SHOCKS | MARKET SEARCH | Studies | Capital assets | Economic models | Labor market | CAPM
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 01/2015, Volume 115, Issue 1, pp. 1 - 24
Survey evidence suggests that many investors form beliefs about future stock market returns by extrapolating past returns. Such beliefs are hard to reconcile... 
Expectations | Extrapolation | Predictability | Volatility | RARE DISASTERS | FINANCIAL-MARKETS | PRICES | LONG-RUN | PREMIUM | RISK | WEALTH | BUSINESS, FINANCE | ECONOMICS | CONSUMPTION | Stock markets | Analysis
Journal Article
2010, Applied stochastic methods series, ISBN 1848211597, Volume 2, 608
Book
2012, ISBN 1107006716
"Project Theory and the classical models in finance (e.g., the CAPM) seemingly contradict each other, creating a teachin and a research dilemma to professors... 
Capital asset pricing model
Web Resource
The Review of Financial Studies, ISSN 0893-9454, 5/2012, Volume 25, Issue 5, pp. 1366 - 1413
We provide evidence for the importance of information asymmetry in asset pricing by using three natural experiments. Consistent with rational expectations... 
Stock prices | Industrial market | Investors | Return on investment | Information asymmetry | Earnings forecasting | Stock shares | Modeling | Financial portfolios | Brokerages | MARKET | PRICES | G24 | G12 | G14 | G17 | STOCK RETURNS | ANALYST COVERAGE | BUSINESS, FINANCE | EXPECTED RETURNS | COST | MUTUAL FUND PERFORMANCE | RECOMMENDATIONS | EQUILIBRIUM | ECONOMICS | LIQUIDITY RISK
Journal Article
The Journal of Economic Perspectives, ISSN 0895-3309, 08/2004, Volume 18, Issue 3, pp. 25 - 46
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 01/2016, Volume 119, Issue 1, pp. 1 - 23
We propose a new method of testing asset pricing models that relies on quantities rather than just prices or returns. We use the capital flows into and out of... 
Flows | Mutual Funds | CAPM | Asset Pricing Test | Factor Models | MARKETS | PERFORMANCE | PERSISTENCE | INFORMATION | RISK | BUSINESS, FINANCE | PRESIDENTIAL-ADDRESS | ACTIVE MANAGEMENT | EQUILIBRIUM | ECONOMICS | MUTUAL FUND FLOWS | CONSUMPTION | Analysis | Pricing
Journal Article