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The idiosyncratic volatility anomaly : corporate investment or investor mispricing?
Malagon, Juliana; Moreno, David; Rodríguez, Rosa - In: Journal of banking & finance 60 (2015), pp. 224-238
Persistent link: https://www.econbiz.de/10011545000
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A Theory of Firm Characteristics and Stock Returns : The Role of Investment-Specific Shocks
Kogan, Leonid - 2012
We provide a theoretical model linking firm characteristics and expected returns. The key ingredient of our model is technological shocks embodied in new capital (IST shocks), which affect the profitability of new investments. Firms' exposure to IST shocks is endogenously determined by the...
Persistent link: https://www.econbiz.de/10013107998
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A Theory of Firm Characteristics and Stock Returns : The Role of Investment-Specific Shocks
Kogan, Leonid - 2012
We provide a theoretical model linking firm characteristics and expected returns. The key ingredient of our model is technological shocks embodied in new capital (IST shocks), which affect the profitability of new investments. Firms' exposure to IST shocks is endogenously determined by the...
Persistent link: https://www.econbiz.de/10012460684
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The possibilities and consequences of investment decisions by stepwise optimization
Okunevičiūtė Neverauskienė, Laima; … - In: Economic research 35 (2022) 1,1, pp. 1061-1087
Persistent link: https://www.econbiz.de/10014374968
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Optimal investment, growth options, and security returns
Berk, Jonathan B.; Green, Richard C.; Naik, Vasanttilak - 1998
Persistent link: https://www.econbiz.de/10000671220
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Creative destruction and firm-specific performance heterogeneity
Chun, Hyunbae; Kim, Jung-Wook; Morck, Randall; Yeung, … - In: Journal of financial economics 89 (2008) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10003757104
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Four essays on investment
Schröder, David (contributor) - 2008
Persistent link: https://www.econbiz.de/10003783017
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Do innovations really pay off? : total stock market returns to innovation
Sood, Ashish; Tellis, Gerard J. - In: MSI reports : working paper series (2008) 2, pp. 3-25
Persistent link: https://www.econbiz.de/10003779705
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The stock market and corporate investment : a test of catering theory
Polk, Christopher; Sapienza, Paola - In: The review of financial studies 22 (2009) 1, pp. 187-217
Persistent link: https://www.econbiz.de/10003836010
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Do innovations really pay off? : total stock market returns to innovation
Sood, Ashish; Teilis, Gerard J. - In: Marketing science : the marketing journal of the … 28 (2009) 3, pp. 442-456
Persistent link: https://www.econbiz.de/10003868036