Investment-based expected stock returns

Journal of Political Economy

Volumn 117, Issue 6, 2009, Pages 1105-1139

  Liu, Laura Xiaolei ^a   Whited, Toni M ^b   Zhang, Lu ^c  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b UNIVERSITY OF ROCHESTER   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL; INVESTMENT; RETURNS TO SCALE; STOCK MARKET; TESTING METHOD;

EID: 73949120118     PISSN: 00223808     EISSN: None     Source Type: Journal    
DOI: 10.1086/649760     Document Type: Article

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