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Sources of the value premium
Chinloy, Peter; Imes, Matthew; Liu, Wendy - In: Review of Pacific Basin financial markets and policies … 26 (2023) 3, pp. 1-33
Persistent link: https://www.econbiz.de/10014365489
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Production-based asset pricing models and finance constraints
Schaller, Huntley - 1993
Persistent link: https://www.econbiz.de/10000867654
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A cross-sectional test of a production-based asset pricing model
Cochrane, John H. - 1992
Persistent link: https://www.econbiz.de/10000136635
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Tobin's q and asset returns : implications for business cycle analysis
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1995
Persistent link: https://www.econbiz.de/10000956717
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Accruals, capital investments, and stock returns
Wei, K. C. John; Xie, Feixue - In: Financial analysts' journal : FAJ 64 (2008) 5, pp. 34-44
Persistent link: https://www.econbiz.de/10003771843
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Sector investment growth rates and the cross section of equity returns
Qing, Li; Vassalou, Maria; Xing, Yuhang - In: The journal of business : B 79 (2006) 3, pp. 1637-1665
Persistent link: https://www.econbiz.de/10003337042
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Firm investment and financial frictions
Baum, Christopher F. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003337108
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CAPM for estimating the cost of equity capital : interpreting the empirical evidence
Da, Zhi; Guo, Re-jin; Jagannathan, Ravi - 2009
Persistent link: https://www.econbiz.de/10003835774
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Firm investment and financial frictions
Baum, Christopher F. (contributor);  … - 2006
In this paper we investigate the analytical and empirical linkages between firms' capital investment behavior and … significant negative impact on firms' investment spending, while extrinsic uncertainty has a positive impact. …
Persistent link: https://www.econbiz.de/10003394918
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Empirical evidence on capital investment, growth options, and security returns
Anderson, Christopher W.; Garcia-Feijóo, Luis - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 171-194
Persistent link: https://www.econbiz.de/10003302318