Profitability, value, and stock returns in production‐based asset pricing without frictions
Year of publication: |
October 2017
|
---|---|
Authors: | Balversli, Ronald J. ; Huang, Dayong |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 49.2017, 7, p. 1621-1651
|
Subject: | profitability | stock returns | production-based asset pricing | investment returns | value premium reversal | decreasing returns to scale | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Rentabilität | Profitability | Skalenertrag | Returns to scale | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection |
-
Ahmed, Anwer S., (2024)
-
Profitability and Stock Returns in Production-Based Asset Pricing with Decreasing Returns to Scale
Balvers, Ronald J., (2013)
-
Stock returns and the Miller Modigliani valuation formula : revisiting the Fama French analysis
Aharoni, Gil, (2013)
- More ...
-
Market states and international momentum strategies
Huang, Dayong, (2006)
-
Arbitrage Trading : The Long and the Short of It
Chen, Yong, (2019)
-
Cash, investments and asset returns
Huang, Dayong, (2009)
- More ...