Investment-Based Asset Pricing and Its Applications
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- Type
- article
- Published
- 2012-01-01
- Cited by
- 0
- References
- 36
- Access
- Open access
- OpenAlex
- https://openalex.org/W18251298
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:150432366
Keywords
Capital asset pricing model, Consumption-based capital asset pricing model, Investment (military), Business, Asset (computer security)
References
- Financial Statement Analysis and Security Valuation
- Adjustment Costs in Factor Demand
- Labor and the Market Value of the Firm
- Investment Based Valuation and Managerial Expectations
- A Unified Model of Investment Under Uncertainty
- The Stock Market and Investment in the New Economy: Some Tangible Facts and Intangible Fictions
- TOBIN'S MARGINAL q AND AVERAGE q: A NEOCLASSICAL INTERPRETATION
- A Production-Based Model for the Term Structure
- Measuring Factor Adjustment Costs
- Common risk factors in the returns on stocks and bonds
- Putty–clay technology and stock market volatility
- Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment
- A Cross-Sectional Test of an Investment-Based Asset Pricing Model
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- An empirical assessment of the residual income valuation model1
- Investment‐Based Expected Stock Returns
- Industry costs of equity
- The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?
- Accounting valuation, market expectation, and cross-sectional stock returns
- Econometric policy evaluation: A critique
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