Author pages are created from data sourced from our academic publisher partnerships and public sources.
- Publications
- Influence
Share This Author
The Conditional CAPM Does Not Explain Asset-Pricing Anomalies
- C. Conover
- Business
- 1 May 2007
Monetary environments and international stock returns
- C. Conover, Gerald R. Jensen, Robert R. Johnson
- Economics, Business
- 1 September 1999
Sector Rotation and Monetary Conditions
- C. Conover, Gerald R. Jensen, Robert R. Johnson, Jeffrey M. Mercer
- Economics
- 29 February 2008
We investigate the efficacy of a sector rotation strategy that utilizes an easily observable signal based on monetary conditions. Using 33 years of data, we find that the rotation strategy earns…
Ownership Structure and the Value of the Firm: The Case of REITs
- H. Friday, G. Sirmans, C. Conover
- Economics, Business
- 16 April 1999
This article examines the relation between ownership structure and firm value as proxied by market-to-book ratios for real estate investment trusts (REITs) over the period 1980 to 1994. Piecewise…
Is Now the Time to Add Commodities to Your Portfolio?
- C. Conover, Gerald R. Jensen, Robert R. Johnson, Jeffrey M. Mercer
- EconomicsThe Journal of Investing
- 31 August 2010
With the recent increase in equity volatility, commodity investments have garnered significant attention from investors. Previous research has found substantial benefits associated with commodity…
Emerging Markets: When Are They Worth It?
- C. Conover, Gerald R. Jensen, Robert R. Johnson
- Economics
- 1 March 2002
Using 24 years of data, we show that emerging market equities are a worthy addition to a U.S. investor's portfolio of developed market equities. Specifically, portfolio returns increased by…
The Performance of Growth Stocks and Value Stocks in the Pacific Basin
- W. S. Bauman, C. Conover, Robert E. Miller
- Business, Economics
- 1 June 2001
Many studies show that value stock strategies outperform growth stock strategies in U.S. markets and in international markets. However, the evidence is not clear as growth stocks have had higher…
...
...