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Three Indicators on the Cross Section of Stock Expected Returns

Ren, Ping - 2015

The stock expected returns are positively related to operation performances and negatively related to investment and financing activities, we check the three indicators with significant predictive power in the cross-section of stock returns, across large, medium and small cap stock groups: Net...

Persistent link: https://www.econbiz.de/10013016111

Asset growth, profitability, and investment opportunities

Cooper, Ilan; Maio, Paulo - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 3988-4010

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Calendar cycles, infrequent decisions, and the cross section of stock returns

Jagannathan, Ravi; Marakani, Srikant; Takehara, Hitoshi; … - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 507-522

Persistent link: https://www.econbiz.de/10009525275

Bad beta good beta, state-space news decomposition and the cross-section of stock returns

Wang, Kent; Li, Jiawei; Huang, Shicheng - In: Accounting and finance : journal of the Accounting … 53 (2013) 2, pp. 587-607

Persistent link: https://www.econbiz.de/10009751216

Asset pricing with time-varying covariances : evidence for the German stock market

Scheicher, Martin - 1996

Persistent link: https://www.econbiz.de/10000982464

The alternative three-factor model : evidence from the German stock market

Kiesel, Florian; Lübbering, Andreas; Schiereck, Dirk - In: Credit and capital markets : Kredit und Kapital 51 (2018) 3, pp. 389-420

Persistent link: https://www.econbiz.de/10011948469

Validating implied cost of capital with realized returns by using alternative measures of cash-flow news

Ketterer, Simeon; Dionysiou, Dionysia; Eierle, Brigitte; … - In: The British accounting review : the journal of the … 55 (2023) 6, pp. 1-24

Persistent link: https://www.econbiz.de/10014458954

Systematic risk and the cross section of hedge fund returns

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009666668

Does realized skewness predict the cross-section of equity returns?

Amaya, Diego; Christoffersen, Peter F.; Jacobs, Kris; … - 2013

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Fama French factors and US stock return predictability

Panopulu, Aikaterinē; Plastira, Sotiria - In: The journal of asset management 15 (2014) 2, pp. 110-128

Persistent link: https://www.econbiz.de/10010384800

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