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The effect of income smoothing on stock price

Wu, Chunchi - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 83-96

Persistent link: https://www.econbiz.de/10001409330

Dispersion and volatility in stock returns : an empirical investigation

Campbell, John Y.; Lettau, Martin - 1999

Persistent link: https://www.econbiz.de/10001390215

The value spread

Cohen, Randolph B.; Polk, Christopher; Vuolteenaho, Tuomo - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 609-641

Persistent link: https://www.econbiz.de/10001750583

Expected returns and expected dividend growth

Lettau, Martin; Ludvigson, Sydney C. - 2003

Persistent link: https://www.econbiz.de/10001752963

Does risk or mispricing explain the cross-section of stock prices?

Cohen, Randolph B.; Polk, Christopher; Vuolteenaho, Tuomo - 2003

Persistent link: https://www.econbiz.de/10001769578

Idiosyncratic Equity Risk Two Decades Later

Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - National Bureau of Economic Research - 2022

This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk" in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton, and we...

Persistent link: https://www.econbiz.de/10013191011