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Safety first, learning under ambiguity, and the cross-section of stock returns

Viale, Ariel M.; Garcia-Feijoo, Luis; Giannetti, Antoine - In: Review of asset pricing studies 4 (2014) 1, pp. 118-159

Persistent link: https://www.econbiz.de/10010399876

A dynamic analysis of stock price ratios

Giannetti, Antoine; Viale, Ariel M. - In: Applied financial economics 21 (2011) 4/6, pp. 353-368

Persistent link: https://www.econbiz.de/10009124556

The stock market's reaction to macroeconomic news under ambiguity

Viale, Ariel M.; Giannetti, Antoine; Garcia-Feijoó, Luis - In: Financial markets and portfolio management 34 (2020) 1, pp. 65-97

Persistent link: https://www.econbiz.de/10012225035

A dynamic analysis of stock price ratios

Giannetti, Antoine; Viale, Ariel - In: Applied Financial Economics 21 (2011) 6, pp. 353-368

Stock price ratios have long been used by finance practitioners as a relative value metric. A popular argument for this widespread use is that stock price ratios tend to revert to their long-run mean so that substantial deviations from historical averages could successfully be arbitraged away....

Persistent link: https://www.econbiz.de/10009206719

A dynamic analysis of stock price ratios

Giannetti, Antoine; Viale, Ariel - In: Applied financial economics 21 (2011) 6, pp. 353-369

Persistent link: https://www.econbiz.de/10008847377