SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The use of asset growth in empirical asset pricing models · Study

ArticleShelves

ArticleThe use of asset growth in empirical asset pricing models

Michael J. Cooper2023

OA

Articlegreen2023

The use of asset growth in empirical asset pricing models

Michael J. Cooper · Huseyin Gulen · Mihai Ion

31 citations·0/0 files stored·Journal of Financial Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 31 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 2014A five-factor asset pricing model 2006Investor Sentiment and the Cross‐Section of Stock Returns 1997Industry costs of equity 1988Financing Constraints and Corporate Investment

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2017Short and Long Horizon Behavioral Factorsarticle · 25 shared references 2017The Investment CAPMarticle · 22 shared references 2021Downside risk and the performance of volatility-managed portfoliosarticle · 22 shared references 2020On the performance of volatility-managed portfoliosarticle · 21 shared references 2022Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Modelsarticle · 20 shared references 2020An Augmented q -Factor Model with Expected Growtharticle · 19 shared references

Details

Year2023

Typearticle

Published2023-11-15

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations31

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jfineco.2023.103746

openalex_workW4388712447

Links

Imported from OpenAlex (CC0) — nothing here is generated.