The cross-section of investment and profitability : implications for asset pricing
Year of publication: |
2022
|
---|---|
Authors: | Kilic, Mete ; Yang, Louis ; Zhang, Miao Ben |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 145.2022, 3, p. 706-724
|
Subject: | Factors | Cross-section of stock returns | Investment CAPM | Investment premium | Out-of-sample test | Profitability premium | CAPM | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Rentabilität | Profitability | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Investition | Investment | Kapitalmarkttheorie | Financial economics | Gewinn | Profit | Kapitalanlage | Financial investment |
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