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Micro uncertainty and asset prices

Herskovic, Bernard; Kind, Thilo; Kung, Howard - In: Journal of financial economics 149 (2023) 1, pp. 27-51

Persistent link: https://www.econbiz.de/10014331808

Income smoothing, information uncertainty, stock returns, and cost of equity

Chen, Linda H. - In: Review of Pacific Basin financial markets and policies 16 (2013) 3, pp. 1-34

Persistent link: https://www.econbiz.de/10010233291

Income Smoothing, Information Uncertainty, Stock Returns, and Cost of Equity

Chen, Linda H. - 2018

This paper examines the effect of income smoothing on information uncertainty, stock returns, and cost of equity. I show that income smoothing through both total accruals and discretionary accruals tends to reduce firms' information uncertainty, as measured by stock return volatility, analyst...

Persistent link: https://www.econbiz.de/10012938674

A Theory of Firm Characteristics and Stock Returns : The Role of Investment-Specific Shocks

Kogan, Leonid - 2012

firm characteristics - Tobin's Q, past investment, earnings-price ratios, market betas, and idiosyncratic volatility of … CAPM to price portfolio returns of firms sorted on characteristics; iv) the time-series predictability of market portfolio … returns by aggregate investment and valuation ratios; and v) a downward sloping term structure of risk premia for dividend …

Persistent link: https://www.econbiz.de/10012460684

A Theory of Firm Characteristics and Stock Returns : The Role of Investment-Specific Shocks

Kogan, Leonid - 2012

Persistent link: https://www.econbiz.de/10013107998

Information risk, stock returns, and the cost of capital in China

Safdar, Raheel; Chen, Yan - In: China finance review international 6 (2016) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10011722598

Firm characteristics, consumption risk, and firm-level risk exposures

Dittmar, Robert F.; Lundblad, Christian - In: Journal of financial economics 125 (2017) 2, pp. 326-343

Persistent link: https://www.econbiz.de/10011751743

Information risk, stock returns, and asset pricing : evidence from China

Safdar, Raheel; Chen, Yan - In: Accounting research journal 30 (2017) 4, pp. 379-394

Persistent link: https://www.econbiz.de/10011813072

Risk and return of a trend-chasing application in financial markets: an empirical test

Ilomäki, Jukka - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 3, pp. 258-272

Persistent link: https://www.econbiz.de/10011885978

Government economic policy uncertainty and corporate debt contracting

Dung T. T. Tran; Hieu V. Phan - In: International review of finance : the official journal … 22 (2022) 1, pp. 169-199

Persistent link: https://www.econbiz.de/10013162505

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