Expected investment and the cross-section of stock returns

DOI10.1016/J.ECONLET.2018.08.012zbMath1406.91416OpenAlexW2887384925WikidataQ129370517 ScholiaQ129370517MaRDI QIDQ1629622

Qi Lin, Xi Lin

Publication date: 12 December 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.08.012

zbMATH Keywords

cross-sectional returnsexpected investmentexpected investment changemultiperiod \(q\) theory

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Expected investment growth and stock returns in an emerging market

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Common risk factors in the returns on stocks and bonds

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