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R2 around the world: New theory and new tests

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  • Jin, Li
  • Myers, Stewart C.
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  • Jin, Li & Myers, Stewart C., 2006. "R2 around the world: New theory and new tests," Journal of Financial Economics, Elsevier, vol. 79(2), pages 257-292, February.
  • Handle: RePEc:eee:jfinec:v:79:y:2006:i:2:p:257-292
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    1. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Value Spread," Journal of Finance, American Finance Association, vol. 58(2), pages 609-641, April.
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