Does q-theory with investment frictions explain anomalies in the cross section of returns?

Journal of Financial Economics

Volumn 98, Issue 2, 2010, Pages 297-314

  Li, Dongmei ^a   Zhang, Lu ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Asset pricing anomalies; Financing constraints; Investment frictions; Investment based asset pricing; The discount rate

Indexed keywords

EID: 77957134779     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2010.06.001     Document Type: Article

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