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Another look at the cross-section of expected stock returns

Kothari, S. P. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 185-224

Persistent link: https://www.econbiz.de/10001178312

Valuation uncertainty and short-sales constraints : evidence from the IPO aftermarket

Patatoukas, Panos N.; Sloan, Richard G.; Wang, Annika Yu - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 608-634

Persistent link: https://www.econbiz.de/10012821244

Equilibrium cross-section of returns

Gomes, Joao (contributor); Kogan, Leonid (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002006966

A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model

Brennan, Michael J. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002016401

Risk and valuation under an intertemporal capital asset pricing model

Brennan, Michael J. (contributor); Xia, Yihong (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024580

Mutual fund performance and seemingly unrelated assets

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011410

Investing in equity mutual funds

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011415

Liquidity risk and expected stock returns

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011423

An Accounting-Based Characteristic Model for Asset Pricing

Penman, Stephen H. - 2015

The paper presents an accounting framework for identifying characteristics that indicate expected returns. A model links expected returns to expected earnings and earnings growth, so a characteristic indicates expected returns if it indicates expected earnings and earnings growth that the market...

Persistent link: https://www.econbiz.de/10013037454

Common factors in corporate bond returns

Israel, Ronen; Palhares, Diogo; Richardson, Scott - In: Journal of investment management : JOIM 16 (2018) 2, pp. 17-46

Persistent link: https://www.econbiz.de/10011915454