The expected value premium

Journal of Financial Economics

Volumn 87, Issue 2, 2008, Pages 269-280

  Chen, Long ^a   Petkova, Ralitsa ^b   Zhang, Lu ^c,d  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

^c UNIVERSITY OF MICHIGAN   (United States)

^d NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Dividend growth; Growth; Time varying expected returns; Value

Indexed keywords

EID: 38349025501     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2007.04.001     Document Type: Article

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