Earnings, retained earnings, and book-to-market in the cross section of expected returns
Year of publication: |
2020
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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
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Subject: | Book-to-market | Contributed capital | Earnings yield | Mispricing | Retained earnings | Value premium | Kapitaleinkommen | Capital income | CAPM | Gewinn | Profit | Schätzung | Estimation | Lohn | Wages | Dividende | Dividend | Risikoprämie | Risk premium |
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