Does Risk Explain Anomalies? Evidence from Expected Return Estimates
收藏NBER2010-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w15950
下载链接
链接失效反馈官方服务：
资源简介：
We construct accounting-based costs of equity for dollar neutral long-short trading strategies formed on a comprehensive list of anomaly variables. These variables include book-to-market, size, composite issuance, net stock issues, abnormal investment, asset growth, investment-to-assets, accruals,
提供机构：
美国国家经济研究局
创建时间：
2010-04-01
