A Unified Duration-Based Explanation of the Value, Profitability and Investment Anomalies

Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

Overview

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Keyphrases

Book-to-market Rati... Keyphrases

Profitability Premi... Keyphrases

Investment Anomaly Keyphrases

Value Anomaly Keyphrases

Value Premium Keyphrases

Investment Premium Keyphrases

Profitability Anoma... Keyphrases

Stock Returns Keyphrases

Higher Returns Keyphrases

Factor Model Keyphrases

Low Investment Keyphrases

Cash Flow Duration Keyphrases

Risk-based Framewor... Keyphrases

INIS

investment INIS

cross sections INIS

Economics, Econometrics and Finance

Investment Economics, Econometrics a...

Profit Economics, Econometrics a...

Return Economics, Econometrics a...

Market Economics, Econometrics a...

Enterprise Economics, Econometrics a...

Cash Flow Economics, Econometrics a...

Capital Market Retu... Economics, Econometrics a...

Associates Economics, Econometrics a...

Factor Model Economics, Econometrics a...

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