Predicting returns with financial ratios J Lewellen Journal of Financial Economics 74 (2), 209-235, 2004 | 1875* | 2004 |
A skeptical appraisal of asset pricing tests J Lewellen, S Nagel, J Shanken Journal of Financial economics 96 (2), 175-194, 2010 | 1665 | 2010 |
The conditional CAPM does not explain asset-pricing anomalies J Lewellen, S Nagel Journal of financial economics 82 (2), 289-314, 2006 | 1253 | 2006 |
Momentum and autocorrelation in stock returns J Lewellen The Review of Financial Studies 15 (2), 533-564, 2002 | 720 | 2002 |
Stock returns, aggregate earnings surprises, and behavioral finance SP Kothari, J Lewellen, JB Warner Journal of Financial Economics 79 (3), 537-568, 2006 | 600 | 2006 |
Learning, asset‐pricing tests, and market efficiency J Lewellen, J Shanken The Journal of finance 57 (3), 1113-1145, 2002 | 498 | 2002 |
The cross section of expected stock returns J Lewellen Forthcoming in Critical Finance Review, Tuck School of Business Working Paper, 2014 | 467 | 2014 |
Institutional investors and the limits of arbitrage J Lewellen Journal of Financial Economics 102 (1), 62-80, 2011 | 332 | 2011 |
Investment and cash flow: New evidence J Lewellen, K Lewellen Journal of Financial and Quantitative Analysis 51 (4), 1135-1164, 2016 | 246 | 2016 |
Institutional investors and corporate governance: The incentive to be engaged J Lewellen, K Lewellen The Journal of Finance 77 (1), 213-264, 2022 | 173 | 2022 |
Accounting anomalies and fundamental analysis: An alternative view J Lewellen Journal of Accounting and Economics 50 (2-3), 455-466, 2010 | 141 | 2010 |
The behavior of aggregate corporate investment SP Kothari, J Lewellen, JB Warner Simon Business School Working Paper No. FR 14-18, Tuck School of Business …, 2014 | 112 | 2014 |
Why do accruals predict earnings? J Lewellen, RJ Resutek Journal of Accounting and Economics 67 (2-3), 336-356, 2019 | 47 | 2019 |
Taxes and financing decisions J Lewellen, K Lewellen Available at SSRN 647847, 2004 | 42 | 2004 |
The predictive power of investment and accruals J Lewellen, RJ Resutek Review of Accounting Studies 21, 1046-1080, 2016 | 38 | 2016 |
Internal equity, taxes, and capital structure J Lewellen, K Lewellen Unpublished Working Paper, Dartmouth College, 2006 | 37 | 2006 |
Estimation risk, market efficiency, and the predictability of returns J Lewellen, JA Shanken National bureau of economic research, 2000 | 31 | 2000 |
Temporary movements in stock prices J Lewellen Available at SSRN 307339, 2001 | 27 | 2001 |
Market efficiency, rational expectations, and estimation risk J Lewellen, JA Shanken Rational Expectations, and Estimation Risk (June 1998), 1998 | 19 | 1998 |
Discussion of “The Internet downturn: Finding valuation factors in Spring 2000” J Lewellen Journal of Accounting and Economics 34 (1-3), 237-247, 2003 | 18 | 2003 |