Professor Dennis Philip's Outputs (3)

Multifactor Models and Their Consistency with the APT (2020)
Journal Article
Cooper, I., Ma, L., Maio, P., & Philip, D. (2021). Multifactor Models and Their Consistency with the APT. The Review of Asset Pricing Studies, 11(2), 402-444. https://doi.org/10.1093/rapstu/raaa024

We examine the consistency of several prominent multifactor models from the empirical asset pricing literature with the arbitrage pricing theory (APT) framework. We follow the APT-related literature and estimate the common factor structure from a ric... Read More about Multifactor Models and Their Consistency with the APT.

The ABC of Soil Literacy - Evidence from Ghana, South Africa and Zimbabwe (2020)
Report
Johnson, K., Philip, D., & Engels, C. (2020). The ABC of Soil Literacy - Evidence from Ghana, South Africa and Zimbabwe. [No known commissioning body]

Climate change and soil health are intimately linked, as reflected in the United Nation’s Sustainable Development Goal (SDG) 15. Land degradation is responsible for a significant proportion of all global greenhouse gas emissions (WGII, IPCC, 2007), t... Read More about The ABC of Soil Literacy - Evidence from Ghana, South Africa and Zimbabwe.

Measuring firms' market orientation using textual analysis of 10-K filings (2020)
Journal Article
Andreou, P., Harris, T., & Philip, D. (2020). Measuring firms' market orientation using textual analysis of 10-K filings. British Journal of Management, 31(4), 8725-895. https://doi.org/10.1111/1467-8551.12391

Market‐oriented firms are committed to understanding their customers’ evolving expectations and meeting their needs, while outwitting competitors, to achieve a sustainable competitive advantage and improve performance. This paper develops a measure f... Read More about Measuring firms' market orientation using textual analysis of 10-K filings.