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James L. Davis
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SCHOLARLY PAPERS
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Scholarly Papers (3)
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1.
Characteristics, Covariances, and Average Returns: 1929-1997
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2
Characteristics, Covariances, and Average Returns: 1929-1997
Number of pages: 24
Posted: 12 Aug 1998
James L. Davis,
Eugene F. Fama
and
Kenneth R. French
affiliation not provided to SSRN
, University of Chicago - Finance and Dartmouth College - Tuck School of Business
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11,072
(717)
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Abstract:
Characteristics, Covariances, and Average Returns: 1929-1997
Posted: 13 Feb 2001
James L. Davis,
Eugene F. Fama
and
Kenneth R. French
affiliation not provided to SSRN
, University of Chicago - Finance and Dartmouth College - Tuck School of Business
Abstract:
2.
Mutual Fund Performance and Manager Style
Posted: 23 May 2001
James L. Davis
affiliation not provided to SSRN
Abstract:
3.
The Cross-Section of Realized Stock Returns: The Pre- Compustat Evidence
Posted: 10 May 2000
James L. Davis
affiliation not provided to SSRN
Abstract:
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