Hirshleifer, David; Hou, Kewei; Teoh, Siew Hong; Zhang, … - 2004 - [Elektronische Ressource]
(1995). We
describe such tests in Subsection 4.2.
3. Sample Selection, Variable Measurement, and Data Description …,625,570 firm-month observations.
Further restrictions are imposed for some of our tests.
3.1 Measurement of NOA, Earnings, Cash ….2 Measurement of Asset Pricing Control Variables
We employ a number of known cross-sectional determinants of stock returns in …