Tangibility and investment irreversibility in asset pricing
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DOI: 10.1111/j.1467-629X.2010.00348.x
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References listed on IDEAS
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Cited by:
- Brailsford, Tim & Gaunt, Clive & O'Brien, Michael A., 2012. "The investment value of the value premium," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 416-437.
- Paul Docherty & Howard Chan & Steve Easton, 2011. "Asset tangibility, industry representation and the cross section of equity returns," Australian Journal of Management, Australian School of Business, vol. 36(1), pages 75-87, April.
- Qi Shi & Bin Li & Adrian (Wai Kong) Cheung & Richard Chung, 2017. "Augmenting the intertemporal CAPM with inflation: Further evidence from alternative models," Australian Journal of Management, Australian School of Business, vol. 42(4), pages 653-672, November.
- Philip Gray & Angel Zhong, 2022. "Assessing the usefulness of daily and monthly asset‐pricing factors for Australian equities," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(1), pages 181-211, March.
- Cao, Viet Nga, 2015. "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 350-366.
- Brendan Elliot & Paul Docherty & Stephen Easton & Doowon Lee, 2018. "Profitability and investment†based factor pricing models," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(2), pages 397-421, June.
- Michael Poulsen & Robert Faff & Stephen Gray, 2013. "Financial Inflexibility and the Value Premium," International Review of Finance, International Review of Finance Ltd., vol. 13(3), pages 327-344, September.
- Achmad Hilal & Samono Samono, 2019. "Analysis of the Effect of Company Micro Fundamental Factors on Company Value in Companies Listed in LQ 45 Index," International Journal of Economics and Financial Issues, Econjournals, vol. 9(4), pages 115-118.
- Faff, Robert & Gharghori, Philip & Nguyen, Annette, 2014. "Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 627-638.
- Cao, Viet Nga & Gray, Philip & Zhong, Angel, 2019. "Investment-related anomalies in Australia: Evidence and explanations," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 97-109.
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