Showing 1 - 10 of 37
Persistent link: https://www.econbiz.de/10009541123
Persistent link: https://www.econbiz.de/10000458505
Persistent link: https://www.econbiz.de/10002115886
Persistent link: https://www.econbiz.de/10003344538
Persistent link: https://www.econbiz.de/10003344544
Persistent link: https://www.econbiz.de/10003344884
Persistent link: https://www.econbiz.de/10003344908
"Campbell and Vuolteenaho (2004) and Brennan, Wang, and Xia (2004) recently argue that the value premium co-moves with investment opportunities and thus reflects rational pricing. This paper extends their analysis by showing that the ICAPM interpretation of the value premium also sheds light on...
Persistent link: https://www.econbiz.de/10002995301