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Investment-Based Expected Stock Returns
Liu, Laura Xiaolei - 2010
We derive and test q-theory implications for cross-sectional stock returns. Under constant returns to scale, stock returns equal levered investment returns, which are tied directly to firm characteristics. When we use GMM to match average levered investment returns to average observed stock...
Persistent link: https://www.econbiz.de/10013150596
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Investment-Based Expected Stock Returns
Liu, Laura Xiaolei - 2009
We derive and test q-theory implications for cross-sectional stock returns. Under constant returns to scale, stock returns equal levered investment returns, which are tied directly to firm characteristics. When we use GMM to match average levered investment returns to average observed stock...
Persistent link: https://www.econbiz.de/10013153066
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Investment-based expected stock returns
Liu, Laura Xiaolei; Whited, Toni Marion; Zhang, Lu - In: Journal of political economy 117 (2009) 6, pp. 1105-1139
Persistent link: https://www.econbiz.de/10003936687
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Investment-based expected stock returns
Liu, Laura Xiaolei; Whited, Toni Marion; Zhang, Lu - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003955505
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The behavior of aggregate corporate investment
Kothari, S. P.; Lewellen, Jonathan; Warner, Jerold B. - 2014 - This version: August 2014
Persistent link: https://www.econbiz.de/10010483659
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The behavior of aggregate corporate investment
Kothari, S. P.; Lewellen, Jonathan; Warner, Jerold B. - 2014
Persistent link: https://www.econbiz.de/10011566398
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The investment manifesto
Lin, Xiaoji; Zhang, Lu - In: Journal of monetary economics 60 (2013) 3, pp. 351-366
Persistent link: https://www.econbiz.de/10009746443
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A comparison of new factor models
Hou, Kewei; Xue, Chen; Zhang, Lu - 2014
Persistent link: https://www.econbiz.de/10010442479
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Costly external equity : implications for asset pricing anomalies
Li, Dongmei; Li, Erica X. N.; Zhang, Lu - 2008
Persistent link: https://www.econbiz.de/10003761083
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Costly external equity : implications for asset pricing anomalies
Li, Dongmei (contributor); Li, Erica X. N. (contributor);  … - 2008 - Preliminary and incomplete
Persistent link: https://www.econbiz.de/10003746324