Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns
Top Cited Papers
- 1 December 2004
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 59 (6), 2577-2603
- https://doi.org/10.1111/j.1540-6261.2004.00709.x
Abstract
No abstract availableKeywords
This publication has 25 references indexed in Scilit:
- Asset Pricing Implications of Non-Convex Adjustment Costs and Irreversibility of InvestmentSSRN Electronic Journal, 2003
- Optimal Investment, Growth Options, and Security ReturnsThe Journal of Finance, 1999
- Conditioning Variables and the Cross Section of Stock ReturnsThe Journal of Finance, 1999
- The Conditional CAPM and the Cross‐Section of Expected ReturnsThe Journal of Finance, 1996
- A Critique of Size-Related AnomaliesThe Review of Financial Studies, 1995
- Common risk factors in the returns on stocks and bondsJournal of Financial Economics, 1993
- The Cross‐Section of Expected Stock ReturnsThe Journal of Finance, 1992
- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing ModelsEconometrica, 1987
- The Value of Waiting to InvestThe Quarterly Journal of Economics, 1986
- Investment and the Valuation of Firms When There is an Option to Shut DownInternational Economic Review, 1985