The use of asset growth in empirical asset pricing models
Michael Cooper, Huseyin Gulen, Mihai Ion
| Year of publication: |
2024
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|---|---|
| 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
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| Subject: | Anomalies | Asset growth | Dividend discount model | Factor model | Investment | Overextrapolation | The q-factor model | CAPM | Schätzung | Estimation | Kapitalmarkttheorie | Financial economics | Dividende | Dividend | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2023.103746 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014452109