アノマリー (市場) (Japanese Wikipedia)

Analysis of information sources in references of the Wikipedia article "アノマリー (市場)" in Japanese language version.

refsWebsite

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19doi.org

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8worldcat.org

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19^th place

7jstor.org

26^th place

275^th place

3investorhome.com

low place

2mof.go.jp

6,009^th place

412^th place

1nobelprize.org

301^st place

644^th place

1ssrn.com

703^rd place

5,411^th place

doi.org

Banz, Rolf W. (1981), “The Relationship between Return and Market Value of Common Stocks”, Journal of Financial Economics 9 (1): 3-18, doi:10.1016/0304-405X(81)90018-0
Fama, Eugene F.; French, Kenneth R. (1992), “The Cross-section of Expected Stock Returns”, The Journal of Finance 47 (2): 427-465, doi:10.1111/j.1540-6261.1992.tb04398.x, JSTOR 2329112, https://jstor.org/stable/2329112
Daniel, Kent; Titman, Sheridan (1997), “Evidence on the Characteristics of Cross Sectional Variation in Stock Returns”, The Journal of Finance 52 (1): 1--33, doi:10.1111/j.1540-6261.1997.tb03806.x, ISSN 1540-6261
van Dijk, Mathijs A. (2011), “Is size dead? A review of the size effect in equity returns”, Journal of Banking and Finance 35 (12): 3263--3274, doi:10.1016/j.jbankfin.2011.05.009, ISSN 0378-4266
Rosenberg, Barr; Reid, Kenneth; Lanstein, Ronald (1985), “Persuasive Evidence of Market Inefficiency”, The Journal of Portfolio Management 11 (3): 9-16, doi:10.3905/jpm.1985.409007
Chan, Louis K. C.; Hamao, Yasushi; Lakonishok, Josef (1991), “Fundamentals and Stock Returns in Japan”, The Journal of Finance 46 (5): 1739-1764, doi:10.1111/j.1540-6261.1991.tb04642.x, JSTOR 2328571, https://jstor.org/stable/2328571
Lakonishok, Josef; Shleifer, Andrei; Vishny, Robert W. (1994), “Contrarian Investment, Extrapolation, and Risk”, The Journal of Finance 49 (5): 1541-1578, doi:10.1111/j.1540-6261.1994.tb04772.x, JSTOR 2329262, https://jstor.org/stable/2329262
Fama, Eugene F.; French, Kenneth R. (1995), “Size and Book-to-market Factors in Earnings and Returns”, The Journal of Finance 50 (1): 131-155, doi:10.1111/j.1540-6261.1995.tb05169.x, JSTOR 2329241, https://jstor.org/stable/2329241
Davis, James L.; Fama, Eugene F.; French, Kenneth R. (2000), “Characteristics, Covariances, and Average Returns: 1929 to 1997”, The Journal of Finance 55 (1): 389--406, doi:10.1111/0022-1082.00209, ISSN 1540-6261
Fama, Eugene F.; French, Kenneth R. (1993), “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33 (1): 3-56, doi:10.1016/0304-405X(93)90023-5
Jegadeesh, Narasimhan; Titman, Sheridan (1993), “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency”, The Journal of Finance 48 (1): 65-91, doi:10.1111/j.1540-6261.1993.tb04702.x, JSTOR 2328882, https://jstor.org/stable/2328882
Fama, Eugene F.; French, Kenneth R. (1996), “Multifactor Explanations of Asset Pricing Anomalies”, The Journal of Finance 51 (1): 55-84, doi:10.1111/j.1540-6261.1996.tb05202.x, JSTOR 2329302, https://jstor.org/stable/2329302
Carhart, Mark M. (1997), “On persistence in mutual fund performance”, The Journal of Finance 52 (1): 57-82, doi:10.1111/j.1540-6261.1997.tb03808.x
Keim, Donald B. (1983), “Size-related anomalies and stock return seasonality”, Journal of Financial Economics 12 (1): 13--32, doi:10.1016/0304-405X(83)90025-9, ISSN 0304-405X
French, Kenneth R. (1980), “Stock returns and the weekend effect”, Journal of Financial Economics 8 (1): 55--69, doi:10.1016/0304-405X(80)90021-5, ISSN 0304-405X
Amihud, Yakov (2002), “Illiquidity and stock returns: cross-section and time-series effects”, Journal of Financial Markets 5 (1): 31--56, doi:10.1016/S1386-4181(01)00024-6, ISSN 1386-4181
Pástor, Ľuboš; Stambaugh, Robert F. (2003), “Liquidity Risk and Expected Stock Returns”, Journal of Political Economy 111 (3): 642-685, doi:10.1086/374184
Ang, Andrew; Hodrick, Rober J.; Xing, Yuhang; Zhang, Xiaoyan (2006), “The Cross-Section of Volatility and Expected Returns”, The Journal of Finance 61 (1): 259--299, doi:10.1111/j.1540-6261.2006.00836.x, ISSN 1540-6261
DeMiguel, Victor; Garlappi, Lorenzo; Uppal, Raman (2009), “Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy?”, Review of Financial Studies 22 (5): 1915--1953, doi:10.1093/rfs/hhm075

investorhome.com

jstor.org

Fama, Eugene F.; French, Kenneth R. (1992), “The Cross-section of Expected Stock Returns”, The Journal of Finance 47 (2): 427-465, doi:10.1111/j.1540-6261.1992.tb04398.x, JSTOR 2329112, https://jstor.org/stable/2329112
Chan, Louis K. C.; Hamao, Yasushi; Lakonishok, Josef (1991), “Fundamentals and Stock Returns in Japan”, The Journal of Finance 46 (5): 1739-1764, doi:10.1111/j.1540-6261.1991.tb04642.x, JSTOR 2328571, https://jstor.org/stable/2328571
Lakonishok, Josef; Shleifer, Andrei; Vishny, Robert W. (1994), “Contrarian Investment, Extrapolation, and Risk”, The Journal of Finance 49 (5): 1541-1578, doi:10.1111/j.1540-6261.1994.tb04772.x, JSTOR 2329262, https://jstor.org/stable/2329262
Fama, Eugene F.; French, Kenneth R. (1995), “Size and Book-to-market Factors in Earnings and Returns”, The Journal of Finance 50 (1): 131-155, doi:10.1111/j.1540-6261.1995.tb05169.x, JSTOR 2329241, https://jstor.org/stable/2329241
Jegadeesh, Narasimhan; Titman, Sheridan (1993), “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency”, The Journal of Finance 48 (1): 65-91, doi:10.1111/j.1540-6261.1993.tb04702.x, JSTOR 2328882, https://jstor.org/stable/2328882
Fama, Eugene F.; French, Kenneth R. (1996), “Multifactor Explanations of Asset Pricing Anomalies”, The Journal of Finance 51 (1): 55-84, doi:10.1111/j.1540-6261.1996.tb05202.x, JSTOR 2329302, https://jstor.org/stable/2329302
De Bondt, Werner F. M.; Thaler, Richard (1985), “Does the Stock Market Overreact?”, The Journal of Finance 40 (3): 793--805, ISSN 00221082, JSTOR 2327804, https://jstor.org/stable/2327804 , ISSN 15406261

mof.go.jp

倉澤 , 序文, 財務省財務総合政策研究所「フィナンシャル・レビュー」平成25 年第３号(通巻第114 号)2013年3月
岩澤、内山 , 「ボラティリティ・アノマリー」の行動経済学的探求 , 財務省財務総合政策研究所「フィナンシャル・レビュー」平成25 年第３号(通巻第114 号)2013年3月

nobelprize.org

“Scientific Background on the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2013 UNDERSTANDING ASSET PRICES” (PDF). The economic sciences prize committee of the royal Swedish academy of sciences (2013年10月14日). 2015年5月26日閲覧。 pp.40-41

ssrn.com

papers.ssrn.com

Black, Fischer; Jensen, Micheal C.; Scholes, Myron (1972), “The Capital Asset Pricing model: Some Empirical Tests”, in Jensen, Micheal C., Studies in the Theory of Capital Markets, Praeger

worldcat.org

search.worldcat.org

Daniel, Kent; Titman, Sheridan (1997), “Evidence on the Characteristics of Cross Sectional Variation in Stock Returns”, The Journal of Finance 52 (1): 1--33, doi:10.1111/j.1540-6261.1997.tb03806.x, ISSN 1540-6261
van Dijk, Mathijs A. (2011), “Is size dead? A review of the size effect in equity returns”, Journal of Banking and Finance 35 (12): 3263--3274, doi:10.1016/j.jbankfin.2011.05.009, ISSN 0378-4266
Davis, James L.; Fama, Eugene F.; French, Kenneth R. (2000), “Characteristics, Covariances, and Average Returns: 1929 to 1997”, The Journal of Finance 55 (1): 389--406, doi:10.1111/0022-1082.00209, ISSN 1540-6261
De Bondt, Werner F. M.; Thaler, Richard (1985), “Does the Stock Market Overreact?”, The Journal of Finance 40 (3): 793--805, ISSN 00221082, JSTOR 2327804, https://jstor.org/stable/2327804 , ISSN 15406261
Keim, Donald B. (1983), “Size-related anomalies and stock return seasonality”, Journal of Financial Economics 12 (1): 13--32, doi:10.1016/0304-405X(83)90025-9, ISSN 0304-405X
French, Kenneth R. (1980), “Stock returns and the weekend effect”, Journal of Financial Economics 8 (1): 55--69, doi:10.1016/0304-405X(80)90021-5, ISSN 0304-405X
Amihud, Yakov (2002), “Illiquidity and stock returns: cross-section and time-series effects”, Journal of Financial Markets 5 (1): 31--56, doi:10.1016/S1386-4181(01)00024-6, ISSN 1386-4181
Ang, Andrew; Hodrick, Rober J.; Xing, Yuhang; Zhang, Xiaoyan (2006), “The Cross-Section of Volatility and Expected Returns”, The Journal of Finance 61 (1): 259--299, doi:10.1111/j.1540-6261.2006.00836.x, ISSN 1540-6261