Park, Keehwan; Jung, Mookwon; Fang, Zhongzheng - In: Global Business & Finance Review (GBFR) 27 (2022) 1, pp. 83-94
equation, this paper derives the relationship among return, profit growth, and risk. We use three different risk metrics … proposed by Park and Fang (2021). We regress the value minus growth return on profit growth and risk variables to determine … differences in the causes of stock market uncertainty. Originality/value: Our model is a first attempt to combine profit growth …