Volume 19, issue 3, May 2018

6 articles in this issue

Factor risk premiums and invested capital: calculations with stochastic discount factors

Authors
- Andrew Ang
- Ked Hogan
- Sara Shores
- Content type: Original Article
- Published: 13 December 2017
- Pages: 145 - 155
Beta dispersion and portfolio returns

Authors
- Kyre Dane Lahtinen
- Chris M. Lawrey
- Kenneth J. Hunsader
- Content type: Invited Editorial
- Published: 06 December 2017
- Pages: 156 - 161
Synthetic growth stocks

Authors
- Wai Mun Fong
- Content type: Original Article
- Published: 05 December 2017
- Pages: 162 - 168
Credit spreads and merger pricing

Authors
- Ding Du
- Mason Gerety
- Content type: Original Article
- Published: 04 December 2017
- Pages: 169 - 178
Psychic dividends of socially responsible investment portfolios

Authors
- Andrew Ainsworth
- Adam Corbett
- Steve Satchell
- Content type: Original Article
- Published: 11 January 2018
- Pages: 179 - 190
Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model

Authors
- Imen Ghadhab
- Slaheddine Hellara
- Abdelkader Derbali
- Content type: Original Article
- Published: 20 March 2018
- Pages: 191 - 203