CROSS-SECTION REGULARITIES IN RETURNS ON INVESTMENT IN COMMON STOCKS

被引：2
|
作者：
LATANE, HA [1 ]
机构：
[1] UNIV N CAROLINA,CHAPEL HILL,NC 27514
来源：
JOURNAL OF BUSINESS | 1973年 / 46卷 / 04期
关键词：
D O I：
10.1086/295574
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：512 / 516
页数：5
相关论文
共 50 条
  • [1] Investment and the Cross-Section of Equity Returns
    Clementi, Gian Luca
    Palazzo, Berardino
    JOURNAL OF FINANCE, 2019, 74 (01): : 281 - 321
  • [2] Expected investment and the cross-section of stock returns
    Lin, Qi
    Lin, Xi
    ECONOMICS LETTERS, 2018, 172 : 43 - 49
  • [3] Maxing out: Stocks as lotteries and the cross-section of expected returns
    Bali, Turan G.
    Cakici, Nusret
    Whitelaw, Robert F.
    JOURNAL OF FINANCIAL ECONOMICS, 2011, 99 (02) : 427 - 446
  • [4] Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns
    Zagonov, Maxim
    Hanke, Bernd
    ECONOMICS BULLETIN, 2020, 40 (01): : 18 - +
  • [5] The cross-section of stock returns and survivorship bias: Evidence from delisted stocks
    Davis, JL
    QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 1996, 36 (03): : 365 - 375
  • [6] Corporate investment and asset price dynamics: Implications for the cross-section of returns
    Carlson, M
    Fisher, A
    Giammarino, R
    JOURNAL OF FINANCE, 2004, 59 (06): : 2577 - 2603
  • [7] The Cross-Section of Risk and Returns
    Daniel, Kent
    Mota, Lira
    Rottke, Simon
    Santos, Tano
    REVIEW OF FINANCIAL STUDIES, 2020, 33 (05): : 1927 - 1979
  • [8] The Cross-Section of Factor Returns
    Blitz, David
    JOURNAL OF PORTFOLIO MANAGEMENT, 2024, 50 (03): : 74 - 89
  • [9] The Cross-Section of Cryptocurrency Returns
    Borri, Nicola
    Shakhnov, Kirill
    REVIEW OF ASSET PRICING STUDIES, 2022, 12 (03): : 667 - 705
  • [10] Takeovers and the Cross-Section of Returns
    Cremers, K. J. Martijn
    Nair, Vinay B.
    John, Kose
    REVIEW OF FINANCIAL STUDIES, 2009, 22 (04): : 1409 - 1445
12345