Expected profitability and the cross-section of stock returns
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DOI: 10.1016/j.econlet.2019.108547
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More about this item
Keywords
Expected profitability; Asset pricing; Factor models; Investment CAPM; Dividend discount model;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G53 - Financial Economics - - Household Finance - - - Financial Literacy
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