The use of asset growth in empirical asset pricing models
Year of publication: |
2024
|
---|---|
Authors: | Cooper, Michael J. ; Gulen, Huseyin ; Ion, Mihai |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1460384-6. - Vol. 151.2024, Art.-No. 103746, p. 1-17
|
Subject: | Anomalies | Asset growth | Dividend discount model | Factor model | Investment | Overextrapolation | The q-factor model | CAPM | Dividende | Dividend | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Investition | Schätzung | Estimation |
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