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Factor Models Can't Read Financial Statements
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0165-4101(95)00410-6openalex-snapshot
The capitalization, amortization, and value-relevance of R&D
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-snapshot
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.jacceco.2003.10.002openalex-snapshot
Limited attention, information disclosure, and financial reporting
inferredcites →https://doi.org/10.1016/j.jeconom.2006.05.023openalex-snapshot
Approximately normal tests for equal predictive accuracy in nested models
inferredcites →https://doi.org/10.1016/j.jfineco.2005.05.012openalex-snapshot
The conditional CAPM does not explain asset-pricing anomalies☆
inferredcites →https://doi.org/10.1016/j.jfineco.2009.09.001openalex-snapshot
A skeptical appraisal of asset pricing tests☆
inferredcites →https://doi.org/10.1016/j.jfineco.2010.06.006openalex-snapshot
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆
inferredcites →https://doi.org/10.1016/j.jfineco.2013.01.003openalex-snapshot
The other side of value: The gross profitability premium
inferredcites →https://doi.org/10.1016/j.jfineco.2014.10.010openalex-snapshot
A five-factor asset pricing model
inferredcites →https://doi.org/10.1023/a:1020764227390openalex-snapshot
Capitalization versus Expensing: Evidence on the Uncertainty of Future Earnings from Capital Expenditures versus R&D Outlays
inferredcites →https://doi.org/10.1080/01621459.1994.10476870openalex-snapshot
The Stationary Bootstrap
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-snapshot
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1093/rfs/hhu068openalex-snapshot
Digesting Anomalies: An Investment Approach
inferredcites →https://doi.org/10.1093/rfs/hhv059openalex-snapshot
Editor's Choice … and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hhz069openalex-snapshot
Short and Long Horizon Behavioral Factors
inferredcites →https://doi.org/10.1093/rof/rfaa004openalex-snapshot
An Augmented q -Factor Model with Expected Growth
inferredcites →https://doi.org/10.1111/0022-1082.00411openalex-snapshot
The Stock Market Valuation of Research and Development Expenditures
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03818.xopenalex-snapshot
The Delisting Bias in CRSP Data
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00644.xopenalex-snapshot
An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases
inferredcites →https://doi.org/10.2308/tar-902584openalex-snapshot
The influence of institutional investors in myopic R&D investment behavior.
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