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A stochastic model of investment, marginal q and the market value of the firm
Abel, Andrew B., (1983)
Mean reversion in GNP and stock prices : an adjustment cost hypothesis
Basu, Parantap, (1993)
Abel, Andrew B., (1984)
Asset tangibility, industry representation and the cross section of equity returns
Docherty, Paul, (2011)
Can we treat empirical regularities as state variables in the ICAPM? : evidence from Australia
Docherty, Paul, (2013)
Australian evidence on the implementation of the size and value premia