Found 13 results for your keywords: subject="Expected returns"

The Anatomy of value and growth stock returns

1
(Fama, Eugene F.) (French, Kenneth R.)

How variation in signal quality affects performance

1
(Ye, Jia)

Good-Specific Habit Formation and the Cross-Section of Expected Returns

1
(van Binsbergen, J. H.)

Media coverage and the cross-section of stock returns

1
(Fang, Lily) (Peress, Joel)

Financially constrained stock returns

1
(Livdan, Dmitry) (Sapriza, Horacio) (Zhang, Lu)

Predictive systems: living with imperfect predictors

1
(Pastor, Lubos) (Stambaugh, Robert F.)

Risk in dynamic arbitrage: the price effects of convergence trading

1
(Kondor, Peter)

Average returns, B/M, and share issues

1
(Fama, Eugene F.) (French, Kenneth R.)

Estimating the intertemporal risk-return tradeoff using the implied cost of capital

1
(Pastor, Lubos) (Swaminathan, Bhaskaran) (Sinha, Meenakshi)

Are Liquidity and information risks priced in the treasury bond market?

1
(Li, Haitao) (Junbo Wang) (Chunchi Wu) (Yan He)

Economic links and predictable returns

1
(Frazzini, Andrea) (Cohen, Lauren)

Stock returns in mergers and acquisitions

1
(Hackbarth, Dirk) (Morellec, Erwan)

On The Importance of measuring payout yield: implications for empirical asset pricing

1
(Michaely, Roni) (Boudoukh, Jacob) (Richadson, Matthew) (Roberts, Michael R.)