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I incorporate the productivity risks into an investment-based q-factor asset pricing model. The productivity risks … parsimonious q-factor model driven by productivity risks explains about 90% variation of return of 25 Size/BM portfolios and 75 …-factor model, and the Hou, Mo, Xue & Zhang (2020) augmented q-factor model. As such, productivity risks significantly affect asset …
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This paper assesses empirically the COVID-19 effect on businesses and the potential dynamic changes regarding post-COVID-19 automation and technology penetration using various logistic regression models. A field survey was used to collect the necessary data for testing various hypotheses. This...
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