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Quality Minus Junk · Study

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PreprintQuality Minus Junk

Clifford S. Asness2013

OA

Preprintgreen2013

Quality Minus Junk

Clifford S. Asness · Andrea Frazzini · Lasse Heje Pedersen

132 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1997On Persistence in Mutual Fund Performance 1996Agency costs of free cash flow, corporate finance, and takeovers 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have 2002Market Timing and Capital Structure 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1972The capital asset pricing model: Some empirical tests 2008Idiosyncratic risk and the cross-section of expected stock returns 1995A Critique of Size-Related Anomalies

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2015Fact, Fiction, and Value Investing 2019On Comparing Asset Pricing Models 2013Low-Risk Investing Without Industry Bets 2016Individual Investor Activity and Performance 2020Board tenure and firm performance 2015Socially responsible, green, and faith-based investment strategies: Screening activity matters!

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2018Quality minus junkarticle · 7 shared references 2018Size matters, if you control your junkarticle · 6 shared references 2015Alphanomics: The Informational Underpinnings of Market Efficiencyarticle · 6 shared references 2014Value Investing: Bridging Theory and Practicearticle · 6 shared references 2014. . . and the Cross-Section of Expected Returnsreport · 5 shared references 2012Industry‐Specific Human Capital, Idiosyncratic Risk, and the Cross‐Section of Expected Stock Returnsarticle · 5 shared references

Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations132

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2312432

openalex_workW2735755337

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2017

The Trend in Firm Profitability and the Cross-Section of Stock Returns

2018Shrinking the Cross Section