Using accounting earnings and aggregate economic indicators to estimate firm-level systematic risk
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11142-021-09594-9.pdf
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3. Andersen, TG, Bollerslev, T, Diebold, FX, & Wu, J(Ginger) (2005). A framework for exploring the macroeconomic determinants of systematic risk. Amer Econ Rev, 95, 398–404.
4. Asness, CS, Moskowitz, TJ, & Pedersen, LH (2013). Value and momentum everywhere. J Financ, 68, 929–985.
5. Ball, R, & Brown, P (1968). An empirical evaluation of accounting income numbers. J Account Res, 6, 159–178.
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