Limits-to-arbitrage, investment frictions, and the asset growth anomaly

Journal of Financial Economics

Volumn 102, Issue 1, 2011, Pages 127-149

  Lam, F Y Eric C ^a   Wei, K C John ^b  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

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

Author keywords

Asset growth; Capital investment; Investment frictions; Limits to arbitrage; Stock returns

Indexed keywords

EID: 84860389203     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2011.03.024     Document Type: Article

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