Finance Without Exotic Risk
收藏NBER2024-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w33004
下载链接
链接失效反馈官方服务：
资源简介：
We address the joint hypothesis problem in cross-sectional asset pricing by using measured analyst expectations of earnings growth. We construct a firm-level measure of Expectations Based Returns (EBRs) that uses analyst forecast errors and revisions and shuts down any cross-sectional differences in
提供机构：
美国国家经济研究局
创建时间：
2024-09-01
