Earnings, retained earnings, and book-to-market in the cross section of expected returns-Reference-Cited by-同舟云学术

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Earnings, retained earnings, and book-to-market in the cross section of expected returns

Published:2020-01 Issue:1 Volume:135 Page:231-254
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Ball Ray,Gerakos Joseph,Linnainmaa Juhani T.,Nikolaev Valeri

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference49 articles.

1. Accounting Trends and Techniques;AICPA,2010

2. CAPM over the long run: 1926–2001;Ang;J. Empir. Finance,2007

3. Fact, fiction, and value investing;Asness;J. Portf. Manag.,2015

4. Anomalies in relationships between securities’ yields and yield surrogates;Ball;J. Financial Econ.,1978

5. Deflating profitability;Ball;J. Financial Econ.,2015

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