Earnings, retained earnings, and book-to-market in the cross section of expected returns
Year of publication: |
2020
|
---|---|
Authors: | Ball, Ray ; Gerakos, Joseph ; Linnainmaa, Juhani ; Nikolaev, Valeri |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 135.2020, 1, p. 231-254
|
Subject: | Book-to-market | Contributed capital | Earnings yield | Mispricing | Retained earnings | Value premium | Kapitaleinkommen | Capital income | Gewinn | Profit | Börsenkurs | Share price | Risikoprämie | Risk premium | CAPM | Lohn | Wages | Schätzung | Estimation |
-
Ellahie, Atif, (2021)
-
What drives the value premium? : risk versus mispricing ; evidence from international markets
Chaves, Denis B., (2013)
-
The effect of dividend payouts on future earnings
Willows, Gizelle D., (2020)
- More ...
-
Accruals, cash flows, and operating profitability in the cross section of stock returns
Ball, Ray, (2016)
-
Ball, Ray, (2015)
-
Asset managers : institutional performance and smart betas
Gerakos, Joseph, (2016)
- More ...