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Operating Hedge and Gross Profitability Premium
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Operating Hedge and Gross Profitability Premium (2023)Operating Hedge and Gross Profitability P…Interpreting Factor Models (2018)Interpreting Factor ModelsThe other side of value: The gross profitability premium (2013)The other side of value: The …The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium (2007)Why Is Long‐Horizon Equity Le…On the Nature of Capital Adjustment Costs (2006)On the Nature of Capital Adju…Are Technology Improvements Contractionary? (2006)Are Technology Improvements C…The Value Premium (2005)The Value PremiumConsumption Risk and the Cross Section of Expected Returns (2005)Consumption Risk and the Cros…Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns (2004)Corporate Investment and Asse…Equilibrium Cross Section of Returns (2003)Equilibrium Cross Section of …Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Optimal Investment, Growth Options, and Security Returns (1998)Optimal Investment, Growth Op…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Editor's Choice Digesting Anomalies: An Investment ApproachRisk, Return, and Equilibrium: Empirical Tests (1973)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Common risk factors in the returns on stocks and bonds (1993)… and the Cross-Section of Expected Returns (2015)Replicating Anomalies (2018)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Illiquidity and stock returns: cross-section and time-series effects (2002)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Finite state markov-chain approximations to univariate and vector autoregressions (1986)Evidence on the role of cash flow for investment (1995)Productivity Losses from Financial Frictions: Can Self-Financing Undo Capital Misallocation? (2014)Tax Policy and Heterogeneous Investment Behavior (2016)The Causes and Costs of Misallocation (2017)Investment Under Uncertainty. (1994)Industry Concentration and Average Stock Returns (2003)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)Organization Capital and the Cross‐Section of Expected Returns (2013)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Do Industries Explain Momentum? (1999)The Stock Market Valuation of Research and Development Expenditures (2001)PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital (2004)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
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  • 2013The other side of value: The gross profitability premium1,977 cited
  • 1998Optimal Investment, Growth Options, and Security Returns1,477 cited
  • 2005The Value Premium1,334 cited
  • 2006On the Nature of Capital Adjustment Costs1,166 cited
  • 2006Are Technology Improvements Contractionary?878 cited
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  • 2004Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns778 cited
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  • 2007Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium506 cited
  • 2018

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Interpreting Factor Models
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