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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
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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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Financially constrained stock returns
Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - In: The journal of finance : the journal of the American … 64 (2009) 4, pp. 1827-1862
Persistent link: https://www.econbiz.de/10003874459
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Financially constrained stock returns
Livdan, Dmitry (contributor); Sapriza, Horacio (contributor) - 2006
Persistent link: https://www.econbiz.de/10003746308
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Financially constrained stock returns
Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - 2006
Persistent link: https://www.econbiz.de/10003384284
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Financially Constrained Stock Returns
Livdan, Dmitry - 2010
investment more procyclical, financial constraints are more binding in economic booms. These insights arise from two dynamic …
Persistent link: https://www.econbiz.de/10012760623
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Financially Constrained Stock Returns
Livdan, Dmitry - 2006
investment more procyclical, financial constraints are more binding in economic booms. These insights arise from two dynamic …
Persistent link: https://www.econbiz.de/10012466107
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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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Investment-Based Expected Stock Returns
Liu, Laura Xiaolei - 2009
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 returns, the model captures the average stock returns of portfolios … sorted by earnings surprises, book-to-market equity, and capital investment. When we try to match expected returns and return …
Persistent link: https://www.econbiz.de/10013153066