Search Results - subject:"Cash-flow beta"

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Zero-beta risks and required returns : ESG and CAPM

Johnstone, David; Grant, Andrew - 2025

Persistent link: https://www.econbiz.de/10015395995

Betting against low nominal prices : evidence from China

Zhang, Bing - In: International review of economics & finance : IREF 88 (2023), pp. 476-500

Persistent link: https://www.econbiz.de/10014474579

Are cash-flow betas really bad? : evidence from the Greater Chinese stock markets

Wu, Ming; Ohk, Kiyool; Ko, Kwangsoo - In: International review of financial analysis 63 (2019), pp. 58-68

Persistent link: https://www.econbiz.de/10012207371

Earnings beta

Ellahie, Atif - In: Review of accounting studies 26 (2021) 1, pp. 81-122

Persistent link: https://www.econbiz.de/10012498384

Cash-Flow Risks, Financial Leverage and the Cross Section of Equity Returns

Maia, Marcelo V - 2010

firms have lower cash-flow beta and higher discount-rate beta than firms with high leverage. Although cash flow beta …

Persistent link: https://www.econbiz.de/10009439047

Explaining the default risk anomaly by the two-beta model

Yeh, Chung-Ying; Hsu, Junming; Wang, Kai-Li; Lin, Che-Hui - In: Journal of Empirical Finance 30 (2015) C, pp. 16-33

This study attempts to explain the anomaly that firms with high-default risk earn low average realized returns. We measure default risk according to Ohlson's (1980) O-score and Campbell, Hilscher, and Szilagyi's (2008) failure probability and further implement Duffie, Saita, and Wang's (2007)...

Persistent link: https://www.econbiz.de/10011208489

Explaining the default risk anomaly by the two-beta model

Yeh, Chung-Ying; Hsu, Junming; Wang, Kai-Li; Lin, Che-Hui - In: Journal of empirical finance 30 (2015), pp. 16-33

Persistent link: https://www.econbiz.de/10011489209

When are investment projects in the same risk class?

Johnstone, David - In: Accounting and finance : journal of the Accounting … 57 (2017) 2, pp. 499-510

Persistent link: https://www.econbiz.de/10011756413