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The Marginal Profits-to-Q Ratio: Reassessing the Cash-Flow Channel
55/55 checkable references clean · checked 2026-09-15
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 55 checked references that resolve
resolves10.1093/rfs/hhp115
Which Firms Follow the Market? An Analysis of Corporate Investment Decisions
resolves10.1287/mnsc.2017.2840
Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1111/j.1540-6261.1991.tb03750.x
Production‐Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
resolves10.1016/j.jfineco.2016.01.023
The expected returns and valuations of private and public firms
resolves10.1287/mnsc.2018.3049
A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion
resolves10.1016/S0304-405X(01)00038-1
Disappearing dividends: changing firm characteristics or lower propensity to pay?
resolves10.1162/REST_a_00376
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
resolves10.1016/j.jfineco.2012.04.005
What does futures market interest tell us about the macroeconomy and asset prices?
resolves10.1111/j.1468-2354.2011.00635.x
ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE*
resolves10.1137/S1052623496303470
Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
resolves10.1016/j.jfineco.2007.01.002
Does firm value move too much to be justified by subsequent changes in cash flow?
resolves10.1016/S0304-3932(01)00097-6
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment
resolves10.1017/S0022109015000058
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
resolves10.1016/j.jempfin.2020.10.001
Cash-flow or return predictability at long horizons? The case of earnings yield
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
The 8 references without a DOI — listed, not checked
no DOI — not checkedThe predictive power of the dividend risk premium
no DOI — not checkedAmerican Economic Review
no DOI — not checkedref17
no DOI — not checkedref18
no DOI — not checkedWhat drives marginal q fluctuations? time-series and cross-sectional evidence
no DOI — not checkedref36
no DOI — not checkedDividend growth predictability and the price-dividend ratio
no DOI — not checkedEquity market misvaluation, financing, and investment
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