James L. Davis

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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
Downloads 10,621 (529)
Citation 86

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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

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2.

Mutual Fund Performance and Manager Style

Posted: 23 May 2001
James L. Davis
affiliation not provided to SSRN

Abstract:

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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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