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The intertemporal risk-return relation in the stock market
Jiang, Xiaoquan; Lee, Bong-soo - In: The financial review : the official publication of the … 44 (2009) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10003899946
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The intertemporal risk-return relation : a bivariate model approach
Jiang, Xiaoquan; Lee, Bong-soo - In: Journal of financial markets 18 (2014), pp. 158-181
Persistent link: https://www.econbiz.de/10010442461
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Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu; Jiang, Xiaoquan - In: Applied economics 56 (2024) 46, pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
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Book-to-Market Decomposition and the Accrual Anomaly
Chen, Yunhao - 2011
We decompose book-to-market (BP) ratio into book-to-intrinsic value (BV) ratio and intrinsic value-to-market (VP) ratio to shed further light on the debate of whether accruals and accrual anomaly are associated more with the risk/growth component (BV) or with the mispricing component (VP). Using...
Persistent link: https://www.econbiz.de/10013132004
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Book-to-Market Decomposition and the Accrual Anomaly
Jiang, Xiaoquan - 2011
We decompose book-to-market (BP) ratio into book-to-intrinsic value (BV) ratio and intrinsic value-to-market (VP) ratio to shed further light on the debate of whether accruals and accrual anomaly are associated more with the risk/growth component (BV) or with the mispricing component (VP). Using...
Persistent link: https://www.econbiz.de/10013132021